Package: ablasso
Title: Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
Version: 1.1
Authors@R: 
    c(person(given="Victor", family="Chernozhukov", email="vchern@mit.edu", role = "aut"),
    person(given="Ivan", family="Fernandez-Val", email="ivanf@bu.edu", role = "aut"),
    person(given="Chen", family="Huang", email="chen.huang@econ.au.dk", role = "aut"),
    person(given="Weining", family="Wang", email="weining.wang@rug.nl", role = "aut"),
    person(given="Junyu", family="Chen", email="junyu.chen@outlook.de", role = "cre"))
Maintainer: Junyu Chen <junyu.chen@outlook.de>
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>.
License: GPL (>= 3)
Encoding: UTF-8
RoxygenNote: 7.3.1
Imports: hdm, matrixStats, mvtnorm, stats
Depends: R (>= 2.10)
LazyData: true
NeedsCompilation: no
Packaged: 2025-02-02 12:25:17 UTC; junyuchen
Author: Victor Chernozhukov [aut],
  Ivan Fernandez-Val [aut],
  Chen Huang [aut],
  Weining Wang [aut],
  Junyu Chen [cre]
Repository: CRAN
Date/Publication: 2025-02-02 12:50:07 UTC
Built: R 4.5.3; ; 2026-07-27 04:35:02 UTC; windows
