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 0 1 548
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
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 2 74
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 1 1 4 95
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 0 0 0 17
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 0 1 481
Are "Nearly Exogenous" Instruments Reliable? 0 0 0 7 0 0 2 67
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 0 0 1 90
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 0 0 1 389
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 0 1 8 477 1 11 44 1,314
Generalized Linear Models with Structured Sparsity Estimators 0 0 1 11 0 1 3 23
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 0 1 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 1 2 2 350
Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints 0 0 1 2 1 2 6 8
Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics 0 0 0 94 0 0 0 366
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 0 0 1 95
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 0 0 0 95
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 0 0 65
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models 0 0 0 28 1 2 2 45
Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso 0 0 0 25 0 0 1 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 0 0 0 833
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 0 0 0 173
Sovereign Wealth Funds: the Norwegian Experience 0 1 1 218 1 7 9 638
Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments 0 0 0 71 0 0 0 335
The Validity of Instruments Revisited 0 0 0 10 0 0 5 95
Threshold Autoregressions with a Near Unit Root 0 0 0 0 0 0 2 530
Threshold Autoregressions with a Unit Root 0 0 2 736 0 0 6 2,564
Threshold autoregression with a near unit root 0 0 1 310 0 0 3 635
When do sudden stops really hurt? 0 0 0 46 1 1 2 106
Total Working Papers 0 2 17 3,545 7 28 118 15,217
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 1 186
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL 0 0 0 25 1 1 1 87
A Nodewise Regression Approach to Estimating Large Portfolios 0 0 3 19 2 2 8 58
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics 0 0 0 15 0 0 0 131
A Starting Note: A Historical Perspective in Lasso 0 0 1 9 1 1 3 19
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 3 0 1 2 37
Adaptive Elastic Net for Generalized Methods of Moments 0 0 1 37 1 1 6 122
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 0 2 14
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 4 383
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 1 1 24 0 3 7 102
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases 0 0 1 36 0 1 2 142
CUE with many weak instruments and nearly singular design 0 0 0 19 0 0 1 88
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" 0 0 2 54 0 0 5 163
Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions 0 0 0 30 3 3 3 107
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 1 1 1 19
Exponential Tilting with Weak Instruments: Estimation and Testing* 0 0 0 8 1 2 3 79
Generalized linear models with structured sparsity estimators 0 0 1 4 0 0 5 10
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso 0 0 1 24 3 4 7 123
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 2 6 388 0 9 22 1,006
LASSO-TYPE GMM ESTIMATOR 0 0 1 203 0 1 3 496
Le fonds souverain norvégien 0 0 0 3 0 0 1 88
Model Selection and Shrinkage: An Overview 0 0 1 19 0 0 3 52
Moment and IV Selection Approaches: A Comparative Simulation Study 0 0 1 2 1 1 3 25
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics 0 0 0 10 1 1 3 79
Nearly-singular design in GMM and generalized empirical likelihood estimators 0 0 0 50 2 2 3 201
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 1 1 1 26
PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION 0 0 0 8 0 0 2 32
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth 0 0 0 9 0 1 4 34
Performance and Transparency of the Norwegian Sovereign Wealth Fund 0 0 0 14 0 1 2 62
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 0 8 2 2 3 53
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 1 1 3 21
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models 0 0 0 2 2 3 10 18
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators 0 0 0 0 0 0 4 4
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 0 4 101 0 2 11 426
Sovereign Wealth Funds: The Norwegian Experience 0 0 0 61 3 4 5 175
Testing, Estimation in GMM and CUE with Nearly-Weak Identification 0 0 0 40 1 1 2 142
Tests for cointegration with infinite variance errors 0 0 0 44 2 2 4 149
The validity of instruments revisited 0 0 0 46 2 3 7 208
Threshold Autoregression with a Unit Root 0 0 0 570 1 1 7 1,544
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 0 226 1 2 3 621
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction 0 0 1 18 0 4 13 182
Weak Convergence to a Matrix Stochastic Integral with Stable Processes 0 0 1 15 0 1 3 56
Total Journal Articles 0 3 26 2,328 35 65 184 7,701

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Statistics updated 2025-08-05