Chernozhukov, Victor; Kim, Wooyoung; Lee, Sokbae; … - 2013
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 …