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ablasso
View on CRAN: Click
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Download and install ablasso package within the R console
Install from CRAN:
install.packages("ablasso")
Install from Github:
library("remotes")
install_github("cran/ablasso")
Install by package version:
library("remotes")
install_version("ablasso", "1.0")
Attach the package and use:
library("ablasso")
Maintained by
Junyu Chen
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-05-03
Latest Update: 2024-05-03
Description:
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>.
How to cite:
Junyu Chen (2024). ablasso: Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models. R package version 1.0, https://cran.r-project.org/web/packages/ablasso
Previous versions and publish date:
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