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

Authors: Adam Rosen , Victor Chernozhukov , Wooyoung Kim and Sokbae Lee
Date: 09 August 2013
Type: Software,

Abstract

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.

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