Examples of L2-complete and boundedly-complete distributions

A-Tier
Journal: Journal of Econometrics
Year: 2017
Volume: 199
Issue: 2
Pages: 213-220

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

Completeness and bounded-completeness conditions are used increasingly in econometrics to obtain nonparametric identification in a variety of models from nonparametric instrumental variable regression to non-classical measurement error models. However, distributions that are known to be complete or boundedly complete are somewhat scarce. In this paper, we consider an L2-completeness condition that lies between completeness and bounded completeness. We construct broad (nonparametric) classes of distributions that are L2-complete and boundedly complete. The distributions can have any marginal distributions and a wide range of strengths of dependence. Examples of L2-incomplete distributions also are provided.

Technical Details

RePEc Handle
repec:eee:econom:v:199:y:2017:i:2:p:213-220
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-24