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Details about Mehmet Caner

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Homepage:http://www4.ncsu.edu/~mcaner

Access statistics for papers by Mehmet Caner.

Last updated 2017-03-05. Update your information in the RePEc Author Service.

Short-id: pca228


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Working Papers

2016

  1. Inference in partially identified models with many moment inequalities using Lasso
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

2015

  1. Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)
  2. Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads

2014

  1. Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)

2013

  1. Are "Nearly Exogenous" Instruments Reliable?
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads View citations (3)
    Also in WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2013) Downloads

    See also Journal Article in Economics Letters (2008)
  2. Oracle Inequalities for Convex Loss Functions with Non-Linear Targets
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    See also Journal Article in Econometric Reviews (2016)
  3. The Validity of Instruments Revisited
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
    See also Journal Article in Journal of Econometrics (2012)

2010

  1. Finding the tipping point -- when sovereign debt turns bad
    Policy Research Working Paper Series, The World Bank Downloads View citations (14)

2009

  1. A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads
  2. When do sudden stops really hurt?
    Policy Research Working Paper Series, The World Bank Downloads

2008

  1. Sovereign Wealth Funds: the Norwegian Experience
    Working Paper Series, North Carolina State University, Department of Economics Downloads
    See also Journal Article in The World Economy (2010)

2005

  1. Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test
    International Finance, EconWPA Downloads View citations (14)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2005)
  2. Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases
    Econometrics, EconWPA Downloads
    See also Journal Article in Journal of Econometrics (2007)
  3. Exponential Tilting with Weak Instruments: Estimation and Testing
    Econometrics, EconWPA Downloads View citations (6)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2010)
  4. M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data
    Econometrics, EconWPA Downloads
  5. NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS
    Econometrics, EconWPA Downloads
    See also Journal Article in Journal of Econometrics (2008)
  6. Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics
    Econometrics, EconWPA Downloads View citations (1)

2004

  1. Asymptotics of non-linear lasso type estimators
    Econometric Society 2004 North American Winter Meetings, Econometric Society
  2. Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (1)

2000

  1. Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Papers, Michigan - Center for Research on Economic & Social Theory (1999) View citations (14)

    See also Journal Article in Journal of International Money and Finance (2001)

1999

  1. An Empirical Investigation of Time Varying Betas via Threshold Models
    Working Papers, Department of Economics, Bilkent University
  2. Large Sample Theory for M-Estimators via Empirical Process Methods
    Working Papers, Department of Economics, Bilkent University
  3. Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work
    Computing in Economics and Finance 1999, Society for Computational Economics Downloads View citations (4)
    Also in ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies (1999) Downloads View citations (2)

1998

  1. A Direct test of the Emerging Consensus about Long-Run PPP
    Working Papers, Department of Economics, Bilkent University
  2. Analyzing Unit Root Tests in Finite Samples Using Power Profiles
    Working Papers, Michigan - Center for Research on Economic & Social Theory View citations (2)
  3. Least Absolute Deviation Estimation of a Threshold Model
    Working Papers, Department of Economics, Bilkent University
  4. Threshold Autoregressions with a Near Unit Root
    Working Papers, Department of Economics, Bilkent University View citations (5)
    Also in Working papers, Wisconsin Madison - Social Systems (1998) Downloads View citations (15)

1997

  1. Threshold Autoregressions with a Unit Root
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (15)
    See also Journal Article in Econometrica (2001)

Journal Articles

2016

  1. Model Selection and Shrinkage: An Overview
    Econometric Reviews, 2016, 35, (8-10), 1343-1346 Downloads
  2. Moment and IV Selection Approaches: A Comparative Simulation Study
    Econometric Reviews, 2016, 35, (8-10), 1562-1581 Downloads
  3. Oracle Inequalities for Convex Loss Functions with Nonlinear Targets
    Econometric Reviews, 2016, 35, (8-10), 1377-1411 Downloads
    See also Working Paper (2013)

2015

  1. Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso
    Journal of Econometrics, 2015, 187, (1), 256-274 Downloads

2014

  1. Adaptive Elastic Net for Generalized Methods of Moments
    Journal of Business & Economic Statistics, 2014, 32, (1), 30-47 Downloads View citations (3)
  2. Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
    Journal of Econometrics, 2014, 182, (2), 247-268 Downloads View citations (1)
  3. Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators
    Journal of Business & Economic Statistics, 2014, 32, (3), 359-374 Downloads View citations (8)

2013

  1. Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction
    Stata Journal, 2013, 13, (3), 528-546 Downloads View citations (7)

2012

  1. CUE with many weak instruments and nearly singular design
    Journal of Econometrics, 2012, 170, (2), 422-441 Downloads
  2. The validity of instruments revisited
    Journal of Econometrics, 2012, 166, (2), 255-266 Downloads View citations (29)
    See also Working Paper (2013)

2011

  1. A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
    International Econometric Review (IER), 2011, 3, (2), 13-21 Downloads
  2. Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions
    Global Economy Journal, 2011, 11, (1), 1-34 Downloads
  3. PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION
    Econometric Theory, 2011, 27, (02), 413-426 Downloads View citations (3)

2010

  1. Exponential Tilting with Weak Instruments: Estimation and Testing
    Oxford Bulletin of Economics and Statistics, 2010, 72, (3), 307-325 Downloads View citations (1)
    See also Working Paper (2005)
  2. Sovereign Wealth Funds: The Norwegian Experience
    The World Economy, 2010, 33, (4), 597-614 Downloads View citations (4)
    See also Working Paper (2008)
  3. Testing, Estimation in GMM and CUE with Nearly-Weak Identification
    Econometric Reviews, 2010, 29, (3), 330-363 Downloads View citations (8)

2009

  1. LASSO-TYPE GMM ESTIMATOR
    Econometric Theory, 2009, 25, (01), 270-290 Downloads View citations (22)
  2. Le fonds souverain norvégien
    Revue d'Économie Financière, 2009, 9, (1), 125-131 Downloads
  3. Performance and Transparency of the Norwegian Sovereign Wealth Fund
    Revue d'Économie Financière, 2009, 9, (1), 119-125 Downloads

2008

  1. Are "Nearly Exogenous Instruments" reliable?
    Economics Letters, 2008, 101, (1), 20-23 Downloads View citations (20)
    See also Working Paper (2013)
  2. Nearly-singular design in GMM and generalized empirical likelihood estimators
    Journal of Econometrics, 2008, 144, (2), 511-523 Downloads View citations (4)
    See also Working Paper (2005)

2007

  1. Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
    Journal of Econometrics, 2007, 137, (1), 28-67 Downloads View citations (7)
    See also Working Paper (2005)

2006

  1. Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (2), 1-6 Downloads View citations (1)

2005

  1. Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (4), 1-21 Downloads View citations (16)
    See also Working Paper (2005)

2004

  1. INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
    Econometric Theory, 2004, 20, (05), 813-843 Downloads View citations (151)

2003

  1. Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
    Studies in Nonlinear Dynamics & Econometrics, 2003, 6, (4), 1-18 Downloads View citations (5)

2002

  1. A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
    Econometric Theory, 2002, 18, (03), 800-814 Downloads View citations (11)

2001

  1. Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
    Journal of International Money and Finance, 2001, 20, (5), 639-657 Downloads View citations (87)
    See also Working Paper (2000)
  2. Threshold Autoregression with a Unit Root
    Econometrica, 2001, 69, (6), 1555-1596 Downloads View citations (267)
    See also Working Paper (1997)

1998

  1. A Locally Optimal Seaosnal Unit-Root Test
    Journal of Business & Economic Statistics, 1998, 16, (3), 349-56 View citations (15)
  2. Tests for cointegration with infinite variance errors
    Journal of Econometrics, 1998, 86, (1), 155-175 Downloads View citations (12)

1997

  1. Weak Convergence to a Matrix Stochastic Integral with Stable Processes
    Econometric Theory, 1997, 13, (04), 506-528 Downloads View citations (2)
 
Page updated 2017-10-19