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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>.

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: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): ablasso_1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): ablasso_1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.