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 <doi:10.48550/arXiv.2402.00584>.
Version: |
1.0 |
Depends: |
R (≥ 2.10) |
Imports: |
hdm, matrixStats, mvtnorm, stats |
Published: |
2024-05-03 |
Author: |
Victor Chernozhukov [aut],
Ivan Fernandez-Val [aut],
Chen Huang [aut],
Weining Wang [aut],
Junyu Chen [cre] |
Maintainer: |
Junyu Chen <junyu.chen at outlook.de> |
License: |
GPL (≥ 3) |
NeedsCompilation: |
no |
CRAN checks: |
ablasso results |
Documentation:
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