CRAN/E | ablasso

ablasso

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models

Installation

About

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.

Key Metrics

Version 1.0
R ≥ 2.10
Published 2024-05-03 172 days ago
Needs compilation? no
License GPL (≥ 3)
CRAN checks ablasso results

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Maintainer

Maintainer

Junyu Chen

Authors

Victor Chernozhukov

aut

Ivan Fernandez-Val

aut

Chen Huang

aut

Weining Wang

aut

Junyu Chen

cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 2.10

Imports

hdm
matrixStats
mvtnorm
stats