we provide history of lasso, and see new ventures and talk about key concept of debiased lasso. Lasso provided a good fit through sparse regression but did not deliver standard errors. The debiased lasso delivers.
| Primary Language | English |
|---|---|
| Subjects | Economics |
| Journal Section | Review |
| Authors | |
| Publication Date | September 3, 2021 |
| Submission Date | February 12, 2021 |
| Published in Issue | Year 2021 Volume: 13 Issue: 1 |