Access Statistics for Mehmet Caner

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Direct test of the Emerging Consensus about Long-Run PPP 0 0 0 0 1 1 4 542
A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated 0 0 0 23 1 1 4 69
A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated 0 0 0 17 1 1 5 74
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 1 3 40 0 2 13 79
An Empirical Investigation of Time Varying Betas via Threshold Models 0 0 0 0 1 1 4 204
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 0 3 474
Are "Nearly Exogenous" Instruments Reliable? 0 0 0 6 0 0 5 44
Are Nearly “Exogenous Instruments” Reliable? 0 0 0 1 1 2 3 44
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test 0 0 2 359 3 5 8 688
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 41 0 0 8 76
Asymptotics of non-linear lasso type estimators 0 0 0 1 0 2 7 371
Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases 0 0 1 97 2 4 13 376
Exponential Tilting with Weak Instruments: Estimation and Testing 0 0 1 163 2 4 10 485
Finding the tipping point -- when sovereign debt turns bad 3 6 15 346 13 25 63 830
Inference in partially identified models with many moment inequalities using Lasso 0 0 2 37 0 1 11 72
Large Sample Theory for M-Estimators via Empirical Process Methods 0 0 0 0 0 0 3 612
Least Absolute Deviation Estimation of a Threshold Model 0 0 0 0 0 0 5 430
M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data 0 1 7 283 2 3 12 580
NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS 0 0 1 95 2 3 11 341
Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics 0 0 1 94 1 1 5 360
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 23 1 1 6 76
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 1 1 9 85
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 2 2 4 52
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 1 1 86 1 4 11 506
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 0 1 6 948
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 4 6 18 818
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 1 14 0 1 6 159
Sovereign Wealth Funds: the Norwegian Experience 0 0 5 201 5 10 33 576
Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments 0 0 0 70 1 1 4 330
The Validity of Instruments Revisited 0 0 1 8 0 3 9 62
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 0 7 517
Threshold Autoregressions with a Unit Root 0 0 3 725 0 0 12 2,515
Threshold autoregression with a near unit root 0 0 2 306 1 1 7 616
When do sudden stops really hurt? 0 0 2 44 1 2 7 93
Total Working Papers 3 9 48 3,262 47 89 336 14,104


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Locally Optimal Seaosnal Unit-Root Test 0 0 0 0 0 0 2 177
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL 0 0 0 25 0 0 2 76
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics 0 0 0 14 0 1 7 126
Adaptive Elastic Net for Generalized Methods of Moments 0 1 1 22 1 3 10 78
Are "Nearly Exogenous Instruments" reliable? 0 0 1 31 0 0 6 116
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test 0 0 0 139 1 2 4 362
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 1 2 2 7 1 2 11 42
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases 0 0 0 33 0 1 7 133
CUE with many weak instruments and nearly singular design 0 0 1 16 0 1 9 79
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" 0 0 0 52 1 2 4 153
Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions 0 0 0 29 0 0 5 101
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 2 4 0 0 4 13
Exponential Tilting with Weak Instruments: Estimation and Testing* 0 0 0 8 0 1 3 68
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso 0 0 2 21 2 3 10 103
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 1 3 9 332 3 13 54 799
LASSO-TYPE GMM ESTIMATOR 0 1 6 182 1 7 21 422
Le fonds souverain norvégien 0 0 0 1 0 1 10 74
Model Selection and Shrinkage: An Overview 0 0 1 18 0 0 4 46
Moment and IV Selection Approaches: A Comparative Simulation Study 0 0 0 1 0 0 5 20
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics 0 0 0 8 0 1 3 72
Nearly-singular design in GMM and generalized empirical likelihood estimators 0 0 0 49 0 0 3 184
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 0 3 14
Performance and Transparency of the Norwegian Sovereign Wealth Fund 1 1 4 7 1 2 9 47
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 1 5 0 0 4 40
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 0 0 1 2 12
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 2 2 5 81 5 10 25 342
Sovereign Wealth Funds: The Norwegian Experience 0 0 3 56 0 1 11 154
Testing, Estimation in GMM and CUE with Nearly-Weak Identification 0 0 1 36 2 2 11 120
Tests for cointegration with infinite variance errors 0 0 0 40 0 1 3 134
The validity of instruments revisited 0 0 1 35 0 1 9 165
Threshold Autoregression with a Unit Root 0 0 2 570 2 3 32 1,483
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 1 2 223 0 3 19 591
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction 0 0 0 16 0 3 5 153
Weak Convergence to a Matrix Stochastic Integral with Stable Processes 0 0 0 13 0 0 4 49
Total Journal Articles 5 11 44 2,074 20 65 321 6,548


Statistics updated 2020-09-04