Examples of L2-complete and boundedly-complete distributions

被引：29
作者：
Andrews, Donald W. K. [1 ]
机构：
[1] Yale Univ, Cowles Fdn Res Econ, New Haven, CT 06520 USA
来源：
JOURNAL OF ECONOMETRICS | 2017年 / 199卷 / 02期
基金：
美国国家科学基金会;
关键词：
Bivariate distribution; Bounded completeness; Canonical correlation; Completeness; Identification; Measurement error; Nonparametric instrumental variable regression; NONPARAMETRIC INSTRUMENTAL VARIABLES; CONDITIONAL MOMENT RESTRICTIONS; UNBIASED ESTIMATION; MODELS; IDENTIFICATION; LOCATION; COEFFICIENTS; INVARIANT; INFERENCE; FAMILIES;
D O I：
10.1016/j.jeconom.2017.05.011
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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 L-2-completeness condition that lies between completeness and bounded completeness. We construct broad (nonparametric) classes of distributions that are L-2-complete and boundedly complete. The distributions can have any marginal distributions and a wide range of strengths of dependence. Examples of L-2-incomplete distributions also are provided. (C) 2017 Elsevier B.V. All rights reserved.
引用
收藏
页码：213 / 220
页数：8
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