ablasso1.0 package

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>.

  • Maintainer: Junyu Chen
  • License: GPL (>= 3)
  • Last published: 2024-05-03