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 .


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  • Depends1 package
  • Imports4 packages