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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. Econometrics and Statistics (in press). doi:10.1016/j.ecosta.2024.01.003.
| hfr.residualmetrics.com | |
| github.com/jpfitzinger/hfr |
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