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>.

Version:	1.0
Depends:	R (≥ 2.10)
Imports:	hdm, matrixStats, mvtnorm, stats
Published:	2024-05-03
Author:	Victor Chernozhukov [aut], Ivan Fernandez-Val [aut], Chen Huang [aut], Weining Wang [aut], Junyu Chen [cre]
Maintainer:	Junyu Chen <junyu.chen at outlook.de>
License:	GPL (≥ 3)
NeedsCompilation:	no
CRAN checks:	ablasso results

Documentation:

Reference manual:

ablasso.pdf

Downloads:

Package source:	ablasso_1.0.tar.gz
Windows binaries:	r-devel: ablasso_1.0.zip, r-release: ablasso_1.0.zip, r-oldrel: ablasso_1.0.zip
macOS binaries:	r-release (arm64): ablasso_1.0.tgz, r-oldrel (arm64): ablasso_1.0.tgz, r-release (x86_64): ablasso_1.0.tgz, r-oldrel (x86_64): ablasso_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ablasso to link to this page.