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ablasso (version 1.1)

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models

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 .

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Version

Install

install.packages('ablasso')

Monthly Downloads

358

Version

1.1

License

GPL (>= 3)

Maintainer

Junyu Chen

Last Published

February 2nd, 2025

Functions in ablasso (1.1)

generate_data

Generate a Dataset for Simulations
ablasso_mv_ss

AB-LASSO Estimator with Random Sample Splitting for Multivariate Models
ablasso_uv_ss

AB-LASSO Estimator with Random Sample Splitting
covid_data

COVID-19 Spread and School Policy Effects Data
ablasso_uv

AB-LASSO Estimator Without Sample Splitting