CLRBOUND: Stata module to perform estimation and inference on intersection bounds

Published on 9 August 2013

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.

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.

    Authors

    Sokbae "Simon" Lee
    Sokbae (Simon) Lee

    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.

    Adam Rosen
    Adam Rosen

    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.

    Person graphic

    Wooyoung Kim

    Resource details

    Publisher
    Institute for Fiscal Studies

    Suggested citation

    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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