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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>.
Getting started
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Package details |
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| Author | Victor Chernozhukov [aut], Ivan Fernandez-Val [aut], Chen Huang [aut], Weining Wang [aut], Junyu Chen [cre] |
| Maintainer | Junyu Chen <junyu.chen@outlook.de> |
| License | GPL (>= 3) |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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