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MaRDI QIDQ7389175CRANFDO

Authors Victor Chernozhukov, Ivan Fernandez-val, Chen Huang, Weining Wang

Last update 2 February 2025

Copyright license GNU General Public License

Software version identifier PACKAGES.rds, 1.0, 1.1

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>.

Cites work

• Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models

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