ablasso

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models

CRAN Package

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.


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  • Imports3 packages