Mehmet Caner
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Mehmet |
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Caner |
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Affiliations
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North Carolina State University
/ Poole College of Management
/ Department of Economics
Research profile
author of:
- Oracle Inequalities for Convex Loss Functions with Non-Linear Targets (RePEc:aah:create:2013-51)
by Mehmet Caner & Anders Bredahl Kock - Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso (RePEc:aah:create:2014-36)
by Mehmet Caner & Anders Bredahl Kock - Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models (RePEc:aah:create:2015-10)
by Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme - Inference in partially identified models with many moment inequalities using Lasso (RePEc:aah:create:2016-12)
by Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri - Investigating Integration and Exchange Rate Pass-Through in World Maize Markets Using Inferential LASSO Methods (RePEc:ags:aaea22:335707)
by Yan, Hongqiang & Goodwin, Barry K. & Caner, Mehmet - New Evidence on Debt as an Obstacle to US Economic Growth (RePEc:ajw:wpaper:09997)
by Grennes , Thomas & Caner, Mehmet & Fan, Michael - Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models (RePEc:arx:papers:2002.01800)
by Mehmet Caner & Marcelo Medeiros & Gabriel Vasconcelos - An Upper Bound for Functions of Estimators in High Dimensions (RePEc:arx:papers:2008.02636)
by Mehmet Caner & Xu Han - Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso (RePEc:arx:papers:2101.01144)
by Mehmet Caner & Kfir Eliaz - Generalized Linear Models with Structured Sparsity Estimators (RePEc:arx:papers:2104.14371)
by Mehmet Caner - Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints (RePEc:arx:papers:2402.17523)
by Mehmet Caner & Qingliang Fan & Yingying Li - Threshold autoregression with a near unit root (RePEc:att:wimass:199827)
by Caner,M. & Hansen,B.E. - A Locally Optimal Seaosnal Unit-Root Test (RePEc:bes:jnlbes:v:16:y:1998:i:3:p:349-56)
by Caner, Mehmet - Least Absolute Deviation Estimation of a Threshold Model (RePEc:bil:wpaper:9819)
by Mehmet Caner - Threshold Autoregressions with a Near Unit Root (RePEc:bil:wpaper:9821)
by Mehmet Caner & Bruce E. Hansen - A Direct test of the Emerging Consensus about Long-Run PPP (RePEc:bil:wpaper:9823)
by Mehmet Caner & Lutz Kilian - Large Sample Theory for M-Estimators via Empirical Process Methods (RePEc:bil:wpaper:9903)
by Mehmet Caner - An Empirical Investigation of Time Varying Betas via Threshold Models (RePEc:bil:wpaper:9912)
by Mehmet Caner & Levent Akdeniz & A. Altay Salih - Exponential Tilting with Weak Instruments: Estimation and Testing (RePEc:bla:obuest:v:72:y:2010:i:3:p:307-325)
by Mehmet Caner - Sovereign Wealth Funds: The Norwegian Experience (RePEc:bla:worlde:v:33:y:2010:i:4:p:597-614)
by Mehmet Caner & Thomas Grennes - Threshold Autoregressions with a Unit Root (RePEc:boc:bocoec:381)
by Bruce E. Hansen & Mehmet Caner - Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions (RePEc:bpj:glecon:v:11:y:2011:i:1:n:2)
by Caner Mehmet & Caner Turanay & Grennes Thomas J - Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" (RePEc:bpj:sndecm:v:10:y:2006:i:2:n:re1)
by Basci Erdem & Caner Mehmet & Yoon Gawon - Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (RePEc:bpj:sndecm:v:6:y:2003:i:4:n:1)
by Akdeniz Levent & Altay-Salih Aslihan & Caner Mehmet - Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test (RePEc:bpj:sndecm:v:9:y:2005:i:4:n:2)
by Basci Erdem & Caner Mehmet - Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate (RePEc:cpr:ceprdp:2425)
by Kilian, Lutz & Caner, Mehmet - Weak Convergence to a Matrix Stochastic Integral with Stable Processes (RePEc:cup:etheor:v:13:y:1997:i:04:p:506-528_00)
by Caner, Mehmet - A Note On Least Absolute Deviation Estimation Of A Threshold Model (RePEc:cup:etheor:v:18:y:2002:i:03:p:800-814_18)
by Caner, Mehmet - Instrumental Variable Estimation Of A Threshold Model (RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20)
by Caner, Mehmet & Hansen, Bruce E. - Lasso-Type Gmm Estimator (RePEc:cup:etheor:v:25:y:2009:i:01:p:270-290_09)
by Caner, Mehmet - Pivotal Structural Change Tests In Linear Simultaneous Equations With Weak Identification (RePEc:cup:etheor:v:27:y:2011:i:02:p:413-426_00)
by Caner, Mehmet - Threshold Autoregression with a Unit Root (RePEc:ecm:emetrp:v:69:y:2001:i:6:p:1555-1596)
by Mehmet Caner & Bruce E. Hansen - Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments (RePEc:ecm:nasm04:128)
by Mehmet Caner - Asymptotics of non-linear lasso type estimators (RePEc:ecm:nawm04:156)
by mehmet caner - Are "Nearly Exogenous Instruments" reliable? (RePEc:eee:ecolet:v:101:y:2008:i:1:p:20-23)
by Berkowitz, Daniel & Caner, Mehmet & Fang, Ying - Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (RePEc:eee:econom:v:137:y:2007:i:1:p:28-67)
by Caner, Mehmet - Nearly-singular design in GMM and generalized empirical likelihood estimators (RePEc:eee:econom:v:144:y:2008:i:2:p:511-523)
by Caner, Mehmet - The validity of instruments revisited (RePEc:eee:econom:v:166:y:2012:i:2:p:255-266)
by Berkowitz, Daniel & Caner, Mehmet & Fang, Ying - CUE with many weak instruments and nearly singular design (RePEc:eee:econom:v:170:y:2012:i:2:p:422-441)
by Caner, Mehmet & Yıldız, Neşe - Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics (RePEc:eee:econom:v:182:y:2014:i:2:p:247-268)
by Caner, Mehmet - Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso (RePEc:eee:econom:v:187:y:2015:i:1:p:256-274)
by Caner, Mehmet & Fan, Qingliang - Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (RePEc:eee:econom:v:203:y:2018:i:1:p:143-168)
by Caner, Mehmet & Kock, Anders Bredahl - Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models (RePEc:eee:econom:v:235:y:2023:i:2:p:393-417)
by Caner, Mehmet & Medeiros, Marcelo & Vasconcelos, Gabriel F.R. - Generalized linear models with structured sparsity estimators (RePEc:eee:econom:v:236:y:2023:i:2:s030440762300194x)
by Caner, Mehmet - Tests for cointegration with infinite variance errors (RePEc:eee:econom:v:86:y:1998:i:1:p:155-175)
by Caner, Mehmet - Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate (RePEc:eee:jimfin:v:20:y:2001:i:5:p:639-657)
by Caner, M. & Kilian, L. - Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth (RePEc:eee:reveco:v:76:y:2021:i:c:p:694-711)
by Caner, Mehmet & Fan, Qingliang & Grennes, Thomas - A Starting Note: A Historical Perspective in Lasso (RePEc:erh:journl:v:13:y:2021:i:1:p:1-3)
by Mehmet Caner - A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics (RePEc:erh:journl:v:3:y:2011:i:2:p:13-21)
by Mehmet Caner - Analyzing Unit Root Tests in Finite Samples Using Power Profiles (RePEc:fth:michet:98-05)
by Kilian, L. & Caner, M. - Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate (RePEc:fth:michet:99-05)
by Kilian, L. & Caner, M. - Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection (RePEc:max:cprwps:177)
by Yoonseok Lee & Mehmet Caner & Xu Han - Sovereign Wealth Funds: the Norwegian Experience (RePEc:ncs:wpaper:020)
by Mehmet Caner & Tom Grennes - Are Nearly Exogenous Instruments Reliable? (RePEc:pit:wpaper:207)
by Mehmet Caner & Dan Berkowitz & Ying Fang - Exponential Tilting With Weak Instruments (RePEc:pit:wpaper:208)
by Mehmet Caner - Higher Order Expansions in GMM with Nearly Weak and Many Nearly Weak Instruments (RePEc:pit:wpaper:209)
by Mehmet Caner - A lasso type gmm estimator (RePEc:pit:wpaper:210)
by Mehmet Caner - Nearly Singular design in gmm and generalized empirical likelihood estimators (RePEc:pit:wpaper:211)
by Mehmet Caner - Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics (RePEc:pit:wpaper:212)
by Mehmet Caner - Are "Nearly Exogenous" Instruments Reliable? (RePEc:pit:wpaper:219)
by Daniel Berkowitz & Mehmet Caner & Ying Fang - The Validity of Instruments Revisited (RePEc:pit:wpaper:386)
by Daniel Berkowitz & Mehmet Caner & Ying Fang - A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated (RePEc:pra:mprapa:16790)
by Caner, Mehmet & Morrill, Melinda - A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated (RePEc:pra:mprapa:17689)
by Caner, Mehmet & Sandler Morrill, Melinda - Le fonds souverain norvégien (RePEc:prs:recofi:ecofi_0987-3368_2009_hos_9_1_5424)
by Mehmet Caner & Thomas Grenes - Performance and Transparency of the Norwegian Sovereign Wealth Fund (RePEc:prs:recofi:ecofi_1767-4603_2009_hos_9_1_5498)
by Mehmet Caner & Thomas Grennes - Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work (RePEc:sce:scecf9:511)
by Mehmet Caner & Lutz Kilian - Testing, Estimation in GMM and CUE with Nearly-Weak Identification (RePEc:taf:emetrv:v:29:y:2010:i:3:p:330-363)
by Mehmet Caner - Model Selection and Shrinkage: An Overview (RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1343-1346)
by Mehmet Caner & Marcelo C. Medeiros - Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1377-1411)
by Mehmet Caner & Anders Bredahl Kock - Moment and IV Selection Approaches: A Comparative Simulation Study (RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1562-1581)
by Mehmet Caner & Esfandiar Maasoumi & Juan Andrés Riquelme - Determining the number of factors with potentially strong within-block correlations in error terms (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:946-969)
by Xu Han & Mehmet Caner - An upper bound for functions of estimators in high dimensions (RePEc:taf:emetrv:v:40:y:2021:i:1:p:1-13)
by Mehmet Caner & Xu Han - Adaptive Elastic Net for Generalized Methods of Moments (RePEc:taf:jnlbes:v:32:y:2014:i:1:p:30-47)
by Mehmet Caner & Hao Helen Zhang - Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators (RePEc:taf:jnlbes:v:32:y:2014:i:3:p:359-374)
by Mehmet Caner & Xu Han - Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models (RePEc:taf:jnlbes:v:35:y:2017:i:2:p:250-264)
by Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme - Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection (RePEc:taf:jnlbes:v:36:y:2018:i:1:p:24-46)
by Mehmet Caner & Xu Han & Yoonseok Lee - A Nodewise Regression Approach to Estimating Large Portfolios (RePEc:taf:jnlbes:v:39:y:2021:i:2:p:520-531)
by Laurent Callot & Mehmet Caner & A. Özlem Önder & Esra Ulaşan - Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models (RePEc:tin:wpaper:20150019)
by Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme - Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction (RePEc:tsj:stataj:v:13:y:2013:i:3:p:528-546)
by Andres Riquelme & Daniel Berkowitz & Mehmet Caner - When do sudden stops really hurt? (RePEc:wbk:wbrwps:5021)
by Caner, Mehmet & Koehler-Geib, Fritzi & Vincelette, Gallina Andronova - Finding the tipping point -- when sovereign debt turns bad (RePEc:wbk:wbrwps:5391)
by Caner, Mehmet & Grennes,Thomas & Koehler-Geib, Fritzi - Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases (RePEc:wpa:wuwpem:0509016)
by Mehmet Caner - Exponential Tilting with Weak Instruments: Estimation and Testing (RePEc:wpa:wuwpem:0509017)
by Mehmet Caner - Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics (RePEc:wpa:wuwpem:0509018)
by Mehmet Caner - Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators (RePEc:wpa:wuwpem:0509019)
by Mehmet Caner - M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data (RePEc:wpa:wuwpem:0512009)
by Mehmet Caner - Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test (RePEc:wpa:wuwpif:0512001)
by Erdem Basci & Mehmet Caner - Are "Nearly Exogenous" Instruments Reliable? (RePEc:wyi:wpaper:001965)
by Daniel Berkowitz & Mehmet Caner & Ying Fang - Are Nearly “Exogenous Instruments” Reliable? (RePEc:wyi:wpaper:001987)
by Daniel Berkowitz & Mehmet Caner* & Ying Fang - The Validity of Instruments Revisited (RePEc:wyi:wpaper:001990)
by Daniel Berkowitz & Mehmet Caner & Ying Fang - Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work (RePEc:zbw:zeiwps:b121999)
by Caner, Mehmet & Kilian, Lutz