This package includes various commands. clr2bound compute two-sided bound estimates using Bonferroni's inequality. clrbound compute a one-sided bound estimate. clrtest tests the hypothesis that the maximum of lower intersection bounds is nonpositive. clr3bound compute two-sided bound estimates by inverting clrtest.
International Research Fellow Columbia University
Sokbae is an IFS Research Fellow and a Professor at Columbia University, with an interest in Econometrics, Applied Microeconomics and Statistics.
Research Fellow Duke University
Adam is a Research Fellow associated with the Cemmap at the IFS and UCL and an Associate Professor of Economics at Duke University.
- Institute for Fiscal Studies
Chernozhukov, V et al. (2013). CLRBOUND: Stata module to perform estimation and inference on intersection bounds. London: Institute for Fiscal Studies.
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