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 0 1 1 549
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 76
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 4 82
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 0 0 6 97
An Empirical Investigation of Time Varying Betas via Threshold Models 0 0 0 0 0 0 1 209
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 1 3 3 20
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 1 2 3 484
Are "Nearly Exogenous" Instruments Reliable? 0 0 0 7 0 2 4 70
Are Nearly “Exogenous Instruments” Reliable? 0 0 0 2 1 1 1 68
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test 0 0 0 362 2 2 3 710
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 4 8 8 98
Asymptotics of non-linear lasso type estimators 0 0 0 1 2 2 4 385
Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases 0 0 0 100 1 4 5 393
Exponential Tilting with Weak Instruments: Estimation and Testing 0 0 3 170 1 1 7 505
Finding the tipping point -- when sovereign debt turns bad 0 2 7 479 10 24 52 1,339
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 1 1 84
Large Sample Theory for M-Estimators via Empirical Process Methods 0 0 0 0 0 0 0 612
Least Absolute Deviation Estimation of a Threshold Model 0 0 0 0 0 0 1 434
M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data 0 0 0 298 2 2 4 609
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 0 2 2 368
New Evidence on Debt as an Obstacle to US Economic Growth 0 0 0 1 2 2 2 6
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 1 3 4 98
Portfolio Analysis in High Dimensions with TE and Weight Constraints 0 0 0 2 1 2 6 10
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 1 2 2 97
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 1 1 66
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models 0 0 0 28 5 7 9 52
Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso 0 0 0 25 0 0 0 17
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 0 0 0 519
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 4 4 5 962
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 3 4 4 837
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 0 2 8 181
Sovereign Wealth Funds: the Norwegian Experience 0 0 1 218 1 1 9 639
Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments 0 0 0 71 0 2 2 337
The Validity of Instruments Revisited 0 0 0 10 5 7 10 102
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 1 2 531
Threshold Autoregressions with a Unit Root 0 0 0 736 4 9 14 2,577
Threshold autoregression with a near unit root 0 0 0 310 2 3 6 640
When do sudden stops really hurt? 0 0 0 46 0 0 2 106
Total Working Papers 0 2 11 3,547 57 110 206 15,345
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 0 1 2 187
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL 0 0 0 25 1 1 2 88
A Nodewise Regression Approach to Estimating Large Portfolios 0 2 4 21 6 10 20 72
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics 0 0 0 15 0 3 3 134
A Starting Note: A Historical Perspective in Lasso 0 0 1 9 0 1 4 20
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 1 1 4 4 5 8 43
Adaptive Elastic Net for Generalized Methods of Moments 0 2 3 40 4 8 12 131
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 1 1 1 143 2 3 7 386
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 0 1 24 2 7 12 109
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases 0 0 1 36 0 0 2 142
CUE with many weak instruments and nearly singular design 0 0 1 20 0 0 4 91
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" 0 0 2 54 3 4 9 167
Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio 0 0 0 0 0 2 2 2
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 0 1 2 20
Exponential Tilting with Weak Instruments: Estimation and Testing* 0 0 0 8 0 1 4 81
Generalized linear models with structured sparsity estimators 0 0 0 4 1 2 3 12
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso 0 0 0 24 0 1 6 124
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 1 6 389 4 14 34 1,020
LASSO-TYPE GMM ESTIMATOR 1 1 2 204 3 4 7 500
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 1 1 4 26
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics 0 0 0 10 1 1 2 80
Nearly-singular design in GMM and generalized empirical likelihood estimators 0 1 1 51 1 2 6 204
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 0 1 26
PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION 0 0 0 8 2 2 3 34
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth 0 1 1 10 1 7 9 41
Performance and Transparency of the Norwegian Sovereign Wealth Fund 0 0 0 14 1 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 1 3 6 57
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 0 0 3 21
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models 0 0 0 2 0 0 5 19
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators 0 0 0 0 0 0 3 4
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 0 2 101 0 2 9 429
Sovereign Wealth Funds: The Norwegian Experience 0 0 0 61 1 2 8 178
Testing, Estimation in GMM and CUE with Nearly-Weak Identification 0 0 0 40 2 3 5 145
Tests for cointegration with infinite variance errors 0 0 0 44 0 1 4 150
The validity of instruments revisited 0 0 0 46 2 2 7 210
Threshold Autoregression with a Unit Root 0 0 0 570 1 3 10 1,551
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 0 226 1 2 5 623
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction 0 0 1 18 2 6 16 188
Weak Convergence to a Matrix Stochastic Integral with Stable Processes 0 0 0 15 0 1 3 57
Total Journal Articles 2 10 30 2,340 47 110 267 7,832

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Statistics updated 2025-12-06