ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS

B-Tier
Journal: Econometric Theory
Year: 2011
Volume: 27
Issue: 3
Pages: 460-471

Authors (1)

D’Haultfoeuille, Xavier (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The notion of completeness between two random elements has been considered recently to provide identification in nonparametric instrumental problems. This condition is quite abstract, however, and characterizations have been obtained only in special cases. This paper considers a nonparametric model between the two variables with an additive separability and a large support condition. In this framework, different versions of completeness are obtained, depending on which regularity conditions are imposed. This result allows one to establish identification in an instrumental nonparametric regression with limited endogenous regressor, a case where the control variate approach breaks down.

Technical Details

RePEc Handle
repec:cup:etheor:v:27:y:2011:i:03:p:460-471_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25