ablasso

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models

Implements the Arellano-Bond estimation method combined with LASSO for dynamic linear panel models. See Chernozhukov et al. (2024) "Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models". arXiv preprint .

Reference manual

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install.packages("ablasso")

1.1 by Junyu Chen, 2 years ago

Browse source code at https://github.com/cran/ablasso

Authors: Victor Chernozhukov [aut] , Ivan Fernandez-Val [aut] , Chen Huang [aut] , Weining Wang [aut] , Junyu Chen [cre]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports hdm, matrixStats, mvtnorm, stats

See at CRAN

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