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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1 |
2026-04-09 windows/windows R-4.5 | ablasso_1.1.zip |
1.5 MiB |