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We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds … the case when the identified set is characterized by conditional moment inequalities. The commands clrbound, clr2bound … confidence sets. clrtest performs an intersection bound test of the hypothesis that a collection of lower intersection bounds is …
Persistent link: https://www.econbiz.de/10011282650
We present the clrbound, clr2bound, clr3bound, and clrtest com- mands for estimation and inference on intersection … bounds as developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound, and clr3bound provide bound estimates … that can be used directly for estimation or to construct asymptotically valid confidence sets. The command clrbound …
Persistent link: https://www.econbiz.de/10010318729
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds … the case when the identified set is characterized by conditional moment inequalities. The commands clrbound, clr2bound … confidence sets. clrtest performs an intersection bound test of the hypothesis that a collection of lower intersection bounds is …
Persistent link: https://www.econbiz.de/10010357244
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds … as developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound, and clr3bound provide bound estimates that … can be used directly for estimation or to construct asymptotically valid confidence sets. The command clrbound provides …
Persistent link: https://www.econbiz.de/10009781173
We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by … Chernozhukov et al. (2013). The commands clrbound, clr2bound and clr3bound provide bound estimates that can be used directly for … estimation or to construct asymptotically valid confidence sets. The command clrbound provides bound estimates for one …
Persistent link: https://www.econbiz.de/10010827521
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. We show that...
Persistent link: https://www.econbiz.de/10010318689
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...
Persistent link: https://www.econbiz.de/10010288330
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. We show that...
Persistent link: https://www.econbiz.de/10010593713
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...
Persistent link: https://www.econbiz.de/10010288411
Persistent link: https://www.econbiz.de/10011926284