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ablasso  

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
View on CRAN: Click here


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", "1.1")



Attach the package and use:
library("ablasso")
Maintained by
Junyu Chen
[Scholar Profile | Author Map]
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 1.1, https://cran.r-project.org/web/packages/ablasso. Accessed 04 Apr. 2025.
Previous versions and publish date:
1.0 (2024-05-03 15:00)
Other packages that cited ablasso R package
View ablasso citation profile
Other R packages that ablasso depends, imports, suggests or enhances
Complete documentation for ablasso
Functions, R codes and Examples using the ablasso R package
Full ablasso package functions and examples
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