hfr

MaRDI QIDQ80157CRANFDO

Authors Johann Pfitzinger

Last update 24 February 2024

Copyright license GNU General Public License, version 2.0

Software version identifier 0.6.1, 0.5.0, 0.6.0, 0.6.2, 0.7.0

Description

Provides functions for the estimation, plotting, predicting and cross-validation of hierarchical feature regression models as described in Pfitzinger (2024). Cluster Regularization via a Hierarchical Feature Regression. Journal of Econometrics and Statistics (in press). <doi:10.1016/j.ecosta.2024.01.003>.

Cites work

• Cluster Regularization via a Hierarchical Feature Regression

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