Supplement to "On Completeness and Consistency in Nonparametric Instrumental Variable Models"

This supplement contains additional material to accompany the main text. First, I show that the results in Theorem 1 also hold as ε → 0 and I informally outline a bootstrap procedure to select the critical value. I then provide additional explanations for the main assumptions as well as extensions of the main results.

Supplemental Authors: 
Freyberger, Joachim - University of Wisconsin - Madison
Online Appendix