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 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 0 1 3 75
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 0 3 81
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 0 2 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 2 2 2 19
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 1 2 2 483
Are "Nearly Exogenous" Instruments Reliable? 0 0 0 7 2 3 5 70
Are Nearly “Exogenous Instruments” Reliable? 0 0 0 2 0 0 0 67
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test 0 0 0 362 0 0 1 708
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 1 4 5 94
Asymptotics of non-linear lasso type estimators 0 0 0 1 0 0 3 383
Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases 0 0 0 100 2 3 4 392
Exponential Tilting with Weak Instruments: Estimation and Testing 0 0 3 170 0 0 6 504
Finding the tipping point -- when sovereign debt turns bad 1 2 8 479 10 15 44 1,329
Generalized Linear Models with Structured Sparsity Estimators 0 0 0 11 1 1 2 24
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 0 0 83
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 0 0 2 607
NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS 0 0 0 96 2 2 4 352
Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics 0 0 0 94 1 2 2 368
New Evidence on Debt as an Obstacle to US Economic Growth 0 0 0 1 0 0 0 4
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 2 2 3 97
Portfolio Analysis in High Dimensions with TE and Weight Constraints 0 0 0 2 1 1 5 9
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 0 1 1 96
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 1 2 4 47
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 1 519
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 0 0 1 958
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 1 1 1 834
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 2 8 8 181
Sovereign Wealth Funds: the Norwegian Experience 0 0 1 218 0 0 8 638
Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments 0 0 0 71 2 2 2 337
The Validity of Instruments Revisited 0 0 0 10 2 2 5 97
Threshold Autoregressions with a Near Unit Root 0 0 0 0 1 1 3 531
Threshold Autoregressions with a Unit Root 0 0 0 736 2 9 13 2,573
Threshold autoregression with a near unit root 0 0 0 310 1 3 4 638
When do sudden stops really hurt? 0 0 0 46 0 0 2 106
Total Working Papers 1 2 12 3,547 38 71 159 15,288
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 1 2 187
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL 0 0 0 25 0 0 1 87
A Nodewise Regression Approach to Estimating Large Portfolios 2 2 4 21 4 8 14 66
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 1 1 4 20
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 1 1 1 4 1 2 4 39
Adaptive Elastic Net for Generalized Methods of Moments 1 3 3 40 2 5 9 127
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 1 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 0 0 142 1 1 5 384
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 0 1 24 3 5 11 107
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 1 1 20 0 3 4 91
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" 0 0 2 54 0 1 6 164
Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio 0 0 0 0 1 2 2 2
Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions 0 0 0 30 1 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 1 2 4 81
Generalized linear models with structured sparsity estimators 0 0 1 4 0 1 3 11
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso 0 0 0 24 1 1 6 124
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 1 1 7 389 10 10 31 1,016
LASSO-TYPE GMM ESTIMATOR 0 0 1 203 1 1 4 497
Le fonds souverain norvégien 0 0 0 3 0 1 1 89
Model Selection and Shrinkage: An Overview 0 0 1 19 1 1 4 53
Moment and IV Selection Approaches: A Comparative Simulation Study 0 0 1 2 0 0 3 25
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics 0 0 0 10 0 0 1 79
Nearly-singular design in GMM and generalized empirical likelihood estimators 1 1 1 51 1 2 5 203
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 0 0 1 32
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth 0 1 1 10 2 6 8 40
Performance and Transparency of the Norwegian Sovereign Wealth Fund 0 0 0 14 1 1 3 63
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 0 8 2 3 6 56
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 1 6 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 3 101 2 3 10 429
Sovereign Wealth Funds: The Norwegian Experience 0 0 0 61 1 2 7 177
Testing, Estimation in GMM and CUE with Nearly-Weak Identification 0 0 0 40 1 1 3 143
Tests for cointegration with infinite variance errors 0 0 0 44 1 1 4 150
The validity of instruments revisited 0 0 0 46 0 0 5 208
Threshold Autoregression with a Unit Root 0 0 0 570 2 6 10 1,550
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 0 226 1 1 4 622
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction 0 0 1 18 1 4 15 186
Weak Convergence to a Matrix Stochastic Integral with Stable Processes 0 0 0 15 1 1 3 57
Total Journal Articles 6 10 31 2,338 45 84 229 7,785

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Statistics updated 2025-11-08