On Completeness and Consistency in Nonparametric Instrumental Variable Models

DOI10.3982/ECTA13304zbMath1410.62051MaRDI QIDQ4614977

Joachim Freyberger

Publication date: 1 February 2019

Published in: Econometrica (Search for Journal in Brave)

zbMATH Keywords

consistencycompletenesstestinginstrumental variablesnonparametric estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07)

Related Items (7)

Examples of \(L^2\)-complete and boundedly-complete distributions ⋮ Illuminating economic growth ⋮ On large market asymptotics for spatial price competition models ⋮ Genericity of the completeness condition with constrained instruments ⋮ Optimal linear instrumental variables approximations ⋮ Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors ⋮ A simple test of completeness in a class of nonparametric specification

This page was built for publication: On Completeness and Consistency in Nonparametric Instrumental Variable Models