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 2 3 3 551
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 2 4 83
A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated 0 0 0 23 2 3 6 78
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 2 2 8 99
An Empirical Investigation of Time Varying Betas via Threshold Models 0 0 0 0 1 1 2 210
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 0 3 3 20
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 3 5 6 487
Are "Nearly Exogenous" Instruments Reliable? 0 0 0 7 0 2 4 70
Are Nearly “Exogenous Instruments” Reliable? 0 0 0 2 2 3 3 70
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test 0 0 0 362 1 3 4 711
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 0 5 8 98
Asymptotics of non-linear lasso type estimators 0 0 0 1 0 2 4 385
Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases 0 0 0 100 5 8 9 398
Exponential Tilting with Weak Instruments: Estimation and Testing 0 0 1 170 3 4 7 508
Finding the tipping point -- when sovereign debt turns bad 0 1 7 479 4 24 54 1,343
Generalized Linear Models with Structured Sparsity Estimators 0 0 0 11 0 1 2 24
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 1 2 2 85
Large Sample Theory for M-Estimators via Empirical Process Methods 0 0 0 0 2 2 2 614
Least Absolute Deviation Estimation of a Threshold Model 0 0 0 0 0 0 0 434
M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data 0 0 0 298 1 3 5 610
NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS 0 0 0 96 0 2 4 352
Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics 0 0 0 94 1 2 3 369
New Evidence on Debt as an Obstacle to US Economic Growth 0 0 0 1 1 3 3 7
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 0 3 4 98
Portfolio Analysis in High Dimensions with TE and Weight Constraints 0 0 0 2 1 3 6 11
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 1 2 3 98
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 1 1 2 67
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models 0 0 0 28 3 9 12 55
Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso 0 0 0 25 3 3 3 20
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 1 1 1 520
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 1 5 6 963
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 4 8 8 841
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 3 5 11 184
Sovereign Wealth Funds: the Norwegian Experience 1 1 2 219 5 6 14 644
Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments 0 0 0 71 2 4 4 339
The Validity of Instruments Revisited 0 0 0 10 5 12 15 107
Threshold Autoregressions with a Near Unit Root 0 0 0 0 1 2 2 532
Threshold Autoregressions with a Unit Root 0 0 0 736 4 10 18 2,581
Threshold autoregression with a near unit root 0 0 0 310 5 8 11 645
When do sudden stops really hurt? 0 0 0 46 1 1 3 107
Total Working Papers 1 2 10 3,548 73 168 269 15,418
9 registered items for which data could not be found

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 1 2 3 188
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL 0 0 0 25 2 3 4 90
A Nodewise Regression Approach to Estimating Large Portfolios 0 2 4 21 2 12 22 74
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics 0 0 0 15 1 1 4 135
A Starting Note: A Historical Perspective in Lasso 0 0 1 9 0 1 3 20
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 1 1 4 1 6 9 44
Adaptive Elastic Net for Generalized Methods of Moments 0 1 3 40 1 7 11 132
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 0 1 15
Are "Nearly Exogenous Instruments" reliable? 0 0 0 33 0 0 1 131
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test 0 1 1 143 0 3 7 386
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 1 1 2 25 6 11 18 115
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases 0 0 0 36 1 1 2 143
CUE with many weak instruments and nearly singular design 0 0 1 20 1 1 5 92
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" 0 0 2 54 3 6 12 170
Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio 0 0 0 0 2 3 4 4
Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions 0 0 0 30 0 1 4 108
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 1 1 3 21
Exponential Tilting with Weak Instruments: Estimation and Testing* 0 0 0 8 2 3 6 83
Generalized linear models with structured sparsity estimators 0 0 0 4 0 1 3 12
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso 0 0 0 24 1 2 7 125
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 1 5 389 1 15 32 1,021
LASSO-TYPE GMM ESTIMATOR 0 1 2 204 2 6 9 502
Le fonds souverain norvégien 0 0 0 3 0 0 1 89
Model Selection and Shrinkage: An Overview 0 0 1 19 0 1 4 53
Moment and IV Selection Approaches: A Comparative Simulation Study 0 0 1 2 0 1 3 26
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics 0 0 0 10 2 3 4 82
Nearly-singular design in GMM and generalized empirical likelihood estimators 0 1 1 51 0 2 6 204
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 1 1 2 27
PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION 0 0 0 8 1 3 4 35
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth 0 0 1 10 3 6 12 44
Performance and Transparency of the Norwegian Sovereign Wealth Fund 0 0 0 14 0 2 4 64
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 0 8 0 3 6 57
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 4 4 6 25
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models 0 0 0 2 1 1 6 20
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators 0 0 0 0 1 1 4 5
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 0 2 101 2 4 11 431
Sovereign Wealth Funds: The Norwegian Experience 1 1 1 62 3 5 11 181
Testing, Estimation in GMM and CUE with Nearly-Weak Identification 0 0 0 40 0 3 5 145
Tests for cointegration with infinite variance errors 0 0 0 44 1 2 5 151
The validity of instruments revisited 0 0 0 46 1 3 8 211
Threshold Autoregression with a Unit Root 0 0 0 570 2 5 12 1,553
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 0 226 3 5 8 626
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction 0 0 0 18 3 6 17 191
Weak Convergence to a Matrix Stochastic Integral with Stable Processes 0 0 0 15 1 2 3 58
Total Journal Articles 2 10 29 2,342 57 149 312 7,889

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Statistics updated 2026-01-09