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 Documentation: Reference manual: ablasso.pdf Downloads: 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 Linking:Please use the canonical form https://CRAN.R-project.org/package=ablasso to link to this page.
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