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...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
SAGE Publications,
2020-03-20T15:49:08Z.
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| Subjects: | |
| Online Access: | Get fulltext |