Growing the Efficient Frontier on Panel Trees
收藏NBER2023-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30805
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资源简介：
We develop a new class of tree-based models (P-Trees) for analyzing (unbalanced) panel data using economically guided, global (instead of local) split criteria that guard against overfitting while preserving sparsity and interpretability. To generalize security sorting and better estimate the
提供机构：
美国国家经济研究局
创建时间：
2023-01-01
