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.
- Version1.1
- R versionR (≥ 2.10)
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release02/02/2025
Team
- Junyu ChenMaintainerShow author details
- Chen HuangShow author detailsRolesAuthor
- Weining WangShow author detailsRolesAuthor
- Ivan Fernandez-ValShow author detailsRolesAuthor
- Victor ChernozhukovShow author detailsRolesAuthor
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Dependencies
- Imports3 packages