Lasso for stochastic frontier models with many efficient firms

HIGHLIGHTS

• who: William C. Horrace and colleagues from the Syracuse University have published the research: LASSO for Stochastic Frontier Models with Many Efficient Firms, in the Journal: (JOURNAL)
• what: The authors show that the estimator possesses the oracle property and selection consistency still holds with the proposed tuning parameter selection criterion.

SUMMARY

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ACRONYMS

LAY DEFINITIONS

• LASSO: A lasso ( or ), also called lariat, riata, or reata (all from Castilian, la reata `re-tied rope`), is a loop of rope designed as a restraint to be thrown around . . .
  

   

  

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