Chernozhukov, Victor; Kim, Wooyoung; Lee, Sokbae; … - In: Stata Journal 15 (2015) 1, pp. 21-44
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 … collection of lower intersection bounds is no greater than zero. The command clrbound provides bound estimates for one …