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 3 4 552
A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated 0 0 0 17 0 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 6 9 11 84
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 4 6 12 103
An Empirical Investigation of Time Varying Betas via Threshold Models 0 0 0 0 2 3 4 212
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 0 1 3 20
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 18 22 24 505
Are "Nearly Exogenous" Instruments Reliable? 0 0 0 7 4 4 8 74
Are Nearly “Exogenous Instruments” Reliable? 0 0 0 2 8 11 11 78
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test 0 0 0 362 3 6 7 714
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 2 6 10 100
Asymptotics of non-linear lasso type estimators 0 0 0 1 2 4 6 387
Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases 0 0 0 100 2 8 11 400
Exponential Tilting with Weak Instruments: Estimation and Testing 0 0 1 170 5 9 11 513
Finding the tipping point -- when sovereign debt turns bad 0 0 7 479 5 19 58 1,348
Generalized Linear Models with Structured Sparsity Estimators 0 0 0 11 3 3 5 27
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 2 4 4 87
Large Sample Theory for M-Estimators via Empirical Process Methods 0 0 0 0 2 4 4 616
Least Absolute Deviation Estimation of a Threshold Model 0 0 0 0 2 2 2 436
M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data 0 0 0 298 6 9 11 616
NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS 0 0 0 96 5 5 9 357
Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics 0 0 0 94 6 7 9 375
New Evidence on Debt as an Obstacle to US Economic Growth 0 0 0 1 1 4 4 8
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 3 4 7 101
Portfolio Analysis in High Dimensions with TE and Weight Constraints 0 0 0 2 3 5 9 14
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 7 9 10 105
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 4 5 6 71
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models 0 0 0 28 3 11 15 58
Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso 0 0 0 25 6 9 9 26
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 1 2 2 521
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 4 9 10 967
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 2 9 10 843
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 2 5 13 186
Sovereign Wealth Funds: the Norwegian Experience 0 1 2 219 3 9 17 647
Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments 0 0 0 71 4 6 8 343
The Validity of Instruments Revisited 0 0 0 10 24 34 38 131
Threshold Autoregressions with a Near Unit Root 0 0 0 0 3 4 5 535
Threshold Autoregressions with a Unit Root 0 0 0 736 8 16 25 2,589
Threshold autoregression with a near unit root 0 0 0 310 7 14 18 652
When do sudden stops really hurt? 0 0 0 46 2 3 5 109
Total Working Papers 0 1 10 3,548 175 305 439 15,593
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 4 5 7 192
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL 0 0 0 25 1 4 5 91
A Nodewise Regression Approach to Estimating Large Portfolios 0 0 4 21 0 8 22 74
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics 0 0 0 15 4 5 8 139
A Starting Note: A Historical Perspective in Lasso 0 0 0 9 1 1 3 21
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 1 4 6 11 14 50
Adaptive Elastic Net for Generalized Methods of Moments 0 0 3 40 4 9 15 136
An upper bound for functions of estimators in high dimensions 0 0 0 3 1 1 2 16
Are "Nearly Exogenous Instruments" reliable? 0 0 0 33 9 9 9 140
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test 0 1 1 143 2 4 9 388
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 1 2 25 1 9 18 116
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases 0 0 0 36 1 2 3 144
CUE with many weak instruments and nearly singular design 0 0 1 20 1 2 6 93
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" 0 0 0 54 3 9 13 173
Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio 0 0 0 0 3 5 7 7
Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions 0 0 0 30 7 7 11 115
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 2 3 5 23
Exponential Tilting with Weak Instruments: Estimation and Testing* 0 0 0 8 7 9 13 90
Generalized linear models with structured sparsity estimators 0 0 0 4 2 3 5 14
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso 0 0 0 24 3 4 10 128
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 5 389 9 14 40 1,030
LASSO-TYPE GMM ESTIMATOR 1 2 3 205 3 8 12 505
Le fonds souverain norvégien 0 0 0 3 0 0 1 89
Model Selection and Shrinkage: An Overview 0 0 0 19 1 1 4 54
Moment and IV Selection Approaches: A Comparative Simulation Study 0 0 1 2 2 3 5 28
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics 0 0 0 10 5 8 9 87
Nearly-singular design in GMM and generalized empirical likelihood estimators 0 0 1 51 5 6 11 209
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 3 4 5 30
PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION 1 1 1 9 2 5 5 37
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth 0 0 1 10 1 5 12 45
Performance and Transparency of the Norwegian Sovereign Wealth Fund 0 0 0 14 2 3 6 66
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 0 8 4 5 10 61
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 2 6 8 27
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models 0 0 0 2 4 5 10 24
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators 0 0 0 0 1 2 4 6
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 1 1 3 102 5 7 16 436
Sovereign Wealth Funds: The Norwegian Experience 0 1 1 62 4 8 15 185
Testing, Estimation in GMM and CUE with Nearly-Weak Identification 0 0 0 40 4 6 9 149
Tests for cointegration with infinite variance errors 0 0 0 44 2 3 6 153
The validity of instruments revisited 1 1 1 47 13 16 20 224
Threshold Autoregression with a Unit Root 0 0 0 570 4 7 16 1,557
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 0 226 7 11 15 633
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction 2 2 2 20 11 16 28 202
Weak Convergence to a Matrix Stochastic Integral with Stable Processes 1 1 1 16 5 6 8 63
Total Journal Articles 7 11 32 2,349 161 265 460 8,050

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Statistics updated 2026-02-12