Package: ablasso 1.0

ablasso: Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models

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>.

Authors:Victor Chernozhukov [aut], Ivan Fernandez-Val [aut], Chen Huang [aut], Weining Wang [aut], Junyu Chen [cre]

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ablasso.pdf |ablasso.html✨
ablasso/json (API)

# Install 'ablasso' in R:
install.packages('ablasso', repos = c('https://junyu-chen-academic.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • covid_data - COVID-19 Spread and School Policy Effects Data

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

4 exports 0.09 score 42 dependencies 249 downloads

Last updated 5 months agofrom:626752f118. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 28 2024
R-4.5-winOKAug 28 2024
R-4.5-linuxOKAug 28 2024
R-4.4-winOKAug 28 2024
R-4.4-macOKAug 28 2024
R-4.3-winOKAug 28 2024
R-4.3-macOKAug 28 2024

Exports:ablasso_mv_ssablasso_uvablasso_uv_ssgenerate_data

Dependencies:backportscheckmateclicodetoolscolorspacefansifarverforeachFormulaggplot2glmnetgluegtablehdmisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmunsellmvtnormnlmepillarpkgconfigR6RColorBrewerRcppRcppEigenrlangscalesshapesurvivaltibbleutf8vctrsviridisLitewithr