Implementing intersection bounds in Stata

Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov, Lee, and Rosen (2013, Econometrica 81: 667–737). The intersection bounds framework encompasses situations where a population parameter of interest is...

Full description

Bibliographic Details
Main Authors: Chernozhukov, Victor V, Kim, Wooyoung, Lee, Sokbae, Rosen, Adam M.
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:English
Published: SAGE Publications 2020
Online Access:https://hdl.handle.net/1721.1/124162

Similar Items

Similar Items