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: | 1.1 |
| Depends: | R (≥ 2.10) |
| Imports: | hdm, matrixStats, mvtnorm, stats |
| Published: | 2025-02-02 |
| DOI: | 10.32614/CRAN.package.ablasso |
| 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 |
| Reference manual: | ablasso.html , ablasso.pdf |
| Package source: | ablasso_1.1.tar.gz |
| Windows binaries: | r-devel: ablasso_1.1.zip, r-release: ablasso_1.1.zip, r-oldrel: ablasso_1.1.zip |
| macOS binaries: | r-release (arm64): ablasso_1.1.tgz, r-oldrel (arm64): ablasso_1.1.tgz, r-release (x86_64): ablasso_1.1.tgz, r-oldrel (x86_64): ablasso_1.1.tgz |
| Old sources: | ablasso archive |
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