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Consistent estimator
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#	Item
111	Dynamic Panels with Threshold E¤ect and Endogeneity Myung Hwan Seo London School of Economics Yongcheol Shin University of York Add to Reading List Source URL: sticerd.lse.ac.uk Language: English - Date: 2014-09-01 07:19:24 Regression analysis Linear regression Generalized method of moments Instrumental variable Endogeneity Heteroscedasticity-consistent standard errors Estimator Asymptotic theory Nonlinear regression Statistics Econometrics Estimation theory
112	Imbens/Wooldridge, Lecture Notes 14, Summer ’07 What’s New in Econometrics? NBER, Summer 2007 Lecture 14, Wednesday, August 1st, 3:15-4:15 pm Quantile Methods Add to Reading List Source URL: www.nber.org Language: English - Date: 2007-07-27 10:50:30 Econometrics Least squares Data analysis Quantile regression Normal distribution Heteroscedasticity-consistent standard errors Quantile Ordinary least squares M-estimator Statistics Regression analysis Estimation theory
113	Fast global convergence of gradient methods for high-dimensional statistical recovery Add to Reading List Source URL: www.eecs.berkeley.edu Language: English - Date: 2013-02-05 16:46:27 Econometrics M-estimators Statistical inference Maximum likelihood Poisson regression Loss function Consistent estimator Dimensional analysis Estimator Statistics Estimation theory Statistical theory
114	Submitted to the Statistical Science A unified framework for high-dimensional analysis of M -estimators with decomposable regularizers Add to Reading List Source URL: www.cs.berkeley.edu Language: English - Date: 2012-06-03 10:52:44 Econometrics Statistical inference Regression analysis Maximum likelihood Parametric model Linear regression Consistent estimator Matrix norm Loss function Statistics Estimation theory Statistical theory
115	Statistical Science 2012, Vol. 27, No. 4, 538–557 DOI: [removed]STS400 © Institute of Mathematical Statistics, 2012 A Unified Framework for High-Dimensional Add to Reading List Source URL: www.eecs.berkeley.edu Language: English - Date: 2012-12-21 20:22:51 Econometrics M-estimators Regression analysis Parametric model Maximum likelihood Fisher information Loss function Linear regression Consistent estimator Statistics Estimation theory Statistical theory
116	1 Universal Quantile Estimation with Feedback in the Communication-Constrained Setting Ram Rajagopal1 , Martin J. Wainwright1,2 and Pravin Varaiya1 Department of Electrical Engineering and Computer Science Add to Reading List Source URL: www.eecs.berkeley.edu Language: English - Date: 2006-08-15 16:59:13 Consistent estimator Statistical inference Maximum likelihood Bayes estimator Estimation theory Statistics Statistical theory
117	IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 56, NO. 11, NOVEMBER[removed]Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization Add to Reading List Source URL: www.eecs.berkeley.edu Language: English - Date: 2010-11-03 13:13:21 Statistical inference Kullback–Leibler divergence Estimator Normal distribution Consistent estimator M-estimator Divergence F-divergence Bregman divergence Statistics Estimation theory Statistical theory
118	The Annals of Statistics 2012, Vol. 40, No. 3, 1637–1664 DOI: [removed]AOS1018 © Institute of Mathematical Statistics, 2012 HIGH-DIMENSIONAL REGRESSION WITH NOISY AND MISSING Add to Reading List Source URL: www.eecs.berkeley.edu Language: English - Date: 2012-10-15 15:55:22 Regression analysis Statistical theory Parametric statistics Linear regression Bias of an estimator Consistent estimator Smoothness Statistics Econometrics Estimation theory
119	ISIT 2010, Austin, Texas, U.S.A., June[removed], 2010 Information-theoretic bounds on model selection for Gaussian Markov random ﬁelds Wei Wang , Martin J. Wainwright†, , and Kannan Ramchandran Department of Elect Add to Reading List Source URL: www.eecs.berkeley.edu Language: English - Date: 2011-02-12 09:26:43 Probability theory Data analysis Maximum likelihood Multivariate normal distribution Covariance matrix Normal distribution Consistent estimator Kullback–Leibler divergence Random matrix Statistics Statistical theory Estimation theory
120	Package ‘sandwich’ August 24, 2014 Version[removed]Date[removed]Title Robust Covariance Matrix Estimators Description Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-08-24 16:09:19 Estimation theory Statistical methods Signal processing Newey–West estimator Autocorrelation Heteroscedasticity-consistent standard errors Linear regression Estimator Variance Statistics Regression analysis Econometrics

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