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 2 7 555
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 4 17 90
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 3 5 86
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 1 5 18 112
An Empirical Investigation of Time Varying Betas via Threshold Models 0 0 0 0 0 2 6 215
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 0 1 6 23
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 5 29 510
Are "Nearly Exogenous" Instruments Reliable? 0 0 0 7 1 4 13 80
Are Nearly “Exogenous Instruments” Reliable? 0 0 0 2 1 2 15 82
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test 0 0 0 362 0 7 14 722
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 0 1 12 102
Asymptotics of non-linear lasso type estimators 0 0 0 1 0 0 4 387
Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases 0 0 0 100 1 2 18 407
Designing Agentic AI-Based Screening for Portfolio Investment 2 5 5 5 0 5 5 5
Exponential Tilting with Weak Instruments: Estimation and Testing 0 0 0 170 3 7 22 526
Finding the tipping point -- when sovereign debt turns bad 0 1 5 481 4 21 65 1,372
Generalized Linear Models with Structured Sparsity Estimators 0 0 0 11 0 4 9 32
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 4 8 91
Investigating Integration and Exchange Rate Pass-Through in World Maize Markets Using Inferential LASSO Methods 0 0 0 0 0 3 6 6
Large Sample Theory for M-Estimators via Empirical Process Methods 0 0 0 0 1 1 5 617
Least Absolute Deviation Estimation of a Threshold Model 0 0 0 0 0 0 2 436
M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data 0 0 0 298 0 1 11 618
NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS 0 0 0 96 0 2 12 361
Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics 0 0 0 94 0 6 15 381
New Evidence on Debt as an Obstacle to US Economic Growth 0 0 0 1 0 0 4 8
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 0 1 7 102
Portfolio Analysis in High Dimensions with TE and Weight Constraints 0 0 0 2 0 1 11 17
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 0 4 17 112
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 1 1 9 74
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models 0 0 0 28 0 4 18 62
Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso 0 0 0 25 0 1 10 27
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 0 1 3 522
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 1 3 14 972
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 1 4 16 849
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 0 1 14 187
Sovereign Wealth Funds: the Norwegian Experience 0 0 2 219 0 3 14 650
Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments 0 0 0 71 0 4 13 348
The Validity of Instruments Revisited 0 0 0 10 1 15 87 182
Threshold Autoregressions with a Near Unit Root 0 0 0 0 2 7 14 544
Threshold Autoregressions with a Unit Root 0 0 0 736 2 5 34 2,598
Threshold autoregression with a near unit root 0 0 0 310 0 2 24 659
When do sudden stops really hurt? 0 0 0 46 1 3 8 113
Total Working Papers 2 6 12 3,555 22 152 641 15,842
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 3 10 195
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL 0 0 0 25 1 2 7 93
A Nodewise Regression Approach to Estimating Large Portfolios 0 0 2 21 1 12 32 88
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics 0 0 0 15 0 3 16 147
A Starting Note: A Historical Perspective in Lasso 0 0 0 9 1 2 6 24
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 1 2 5 2 8 27 63
Adaptive Elastic Net for Generalized Methods of Moments 0 0 3 40 1 3 18 139
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 1 3 17
Are "Nearly Exogenous Instruments" reliable? 0 0 0 33 0 4 15 146
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test 0 0 1 143 0 2 8 390
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 0 1 25 1 6 23 124
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases 0 0 0 36 0 1 4 145
CUE with many weak instruments and nearly singular design 0 0 1 20 0 1 8 96
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" 0 0 0 54 0 3 14 177
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 16 24 24
Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions 0 0 0 30 1 3 17 121
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 1 6 11 29
Exponential Tilting with Weak Instruments: Estimation and Testing* 0 0 0 8 1 2 15 92
Generalized linear models with structured sparsity estimators 0 0 0 4 0 3 7 17
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso 0 0 0 24 1 1 12 132
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 2 389 4 11 41 1,044
LASSO-TYPE GMM ESTIMATOR 0 0 2 205 1 3 13 508
Le fonds souverain norvégien 0 0 0 3 2 8 10 98
Model Selection and Shrinkage: An Overview 0 0 0 19 0 0 2 54
Moment and IV Selection Approaches: A Comparative Simulation Study 0 0 0 2 1 2 6 30
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics 0 0 0 10 1 4 13 91
Nearly-singular design in GMM and generalized empirical likelihood estimators 0 0 1 51 0 2 14 213
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 4 9 34
PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION 0 0 1 9 0 1 8 40
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth 0 1 2 11 0 5 16 50
Performance and Transparency of the Norwegian Sovereign Wealth Fund 0 1 1 15 1 5 10 71
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 1 9 0 6 18 69
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 1 5 14 34
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models 0 1 2 4 0 1 10 26
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators 0 0 0 0 0 1 3 7
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 1 2 103 1 5 16 442
Sovereign Wealth Funds: The Norwegian Experience 0 0 1 62 0 6 23 194
Testing, Estimation in GMM and CUE with Nearly-Weak Identification 0 0 0 40 0 4 14 155
Tests for cointegration with infinite variance errors 0 0 0 44 0 1 7 154
The validity of instruments revisited 0 0 1 47 1 9 29 234
Threshold Autoregression with a Unit Root 0 0 0 570 3 7 22 1,565
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 1 227 1 10 29 648
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction 0 0 2 20 0 8 37 217
Weak Convergence to a Matrix Stochastic Integral with Stable Processes 0 0 1 16 1 3 11 66
Total Journal Articles 0 5 30 2,357 31 193 652 8,303

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Statistics updated 2026-06-04