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 4 5 553
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 1 3 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 2 10 13 86
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 4 10 15 107
An Empirical Investigation of Time Varying Betas via Threshold Models 0 0 0 0 1 4 4 213
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 2 2 5 22
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 0 21 24 505
Are "Nearly Exogenous" Instruments Reliable? 0 0 0 7 2 6 9 76
Are Nearly “Exogenous Instruments” Reliable? 0 0 0 2 2 12 13 80
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test 0 0 0 362 1 5 7 715
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 1 3 11 101
Asymptotics of non-linear lasso type estimators 0 0 0 1 0 2 5 387
Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases 0 0 0 100 5 12 16 405
Exponential Tilting with Weak Instruments: Estimation and Testing 0 0 1 170 6 14 16 519
Finding the tipping point -- when sovereign debt turns bad 1 1 7 480 3 12 58 1,351
Generalized Linear Models with Structured Sparsity Estimators 0 0 0 11 1 4 6 28
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 3 4 87
Large Sample Theory for M-Estimators via Empirical Process Methods 0 0 0 0 0 4 4 616
Least Absolute Deviation Estimation of a Threshold Model 0 0 0 0 0 2 2 436
M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data 0 0 0 298 1 8 12 617
NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS 0 0 0 96 2 7 11 359
Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics 0 0 0 94 0 7 9 375
New Evidence on Debt as an Obstacle to US Economic Growth 0 0 0 1 0 2 4 8
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 0 3 7 101
Portfolio Analysis in High Dimensions with TE and Weight Constraints 0 0 0 2 2 6 11 16
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 3 11 13 108
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 2 7 8 73
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models 0 0 0 28 0 6 15 58
Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso 0 0 0 25 0 9 9 26
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 0 2 2 521
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 2 7 11 969
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 2 8 12 845
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 0 5 13 186
Sovereign Wealth Funds: the Norwegian Experience 0 1 2 219 0 8 17 647
Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments 0 0 0 71 1 7 9 344
The Validity of Instruments Revisited 0 0 0 10 36 65 73 167
Threshold Autoregressions with a Near Unit Root 0 0 0 0 2 6 7 537
Threshold Autoregressions with a Unit Root 0 0 0 736 4 16 29 2,593
Threshold autoregression with a near unit root 0 0 0 310 5 17 22 657
When do sudden stops really hurt? 0 0 0 46 1 4 6 110
Total Working Papers 1 2 10 3,549 94 342 520 15,687
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 5 7 192
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL 0 0 0 25 0 3 5 91
A Nodewise Regression Approach to Estimating Large Portfolios 0 0 4 21 2 4 23 76
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics 0 0 0 15 5 10 13 144
A Starting Note: A Historical Perspective in Lasso 0 0 0 9 1 2 4 22
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 1 4 5 12 19 55
Adaptive Elastic Net for Generalized Methods of Moments 0 0 3 40 0 5 15 136
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 1 2 16
Are "Nearly Exogenous Instruments" reliable? 0 0 0 33 2 11 11 142
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test 0 0 1 143 0 2 6 388
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 1 2 25 2 9 20 118
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases 0 0 0 36 0 2 3 144
CUE with many weak instruments and nearly singular design 0 0 1 20 2 4 8 95
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" 0 0 0 54 1 7 11 174
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 6 8 8
Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions 0 0 0 30 3 10 14 118
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 0 3 5 23
Exponential Tilting with Weak Instruments: Estimation and Testing* 0 0 0 8 0 9 13 90
Generalized linear models with structured sparsity estimators 0 0 0 4 0 2 4 14
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso 0 0 0 24 3 7 12 131
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 0 0 4 389 3 13 39 1,033
LASSO-TYPE GMM ESTIMATOR 0 1 2 205 0 5 10 505
Le fonds souverain norvégien 0 0 0 3 1 1 2 90
Model Selection and Shrinkage: An Overview 0 0 0 19 0 1 2 54
Moment and IV Selection Approaches: A Comparative Simulation Study 0 0 1 2 0 2 5 28
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics 0 0 0 10 0 7 9 87
Nearly-singular design in GMM and generalized empirical likelihood estimators 0 0 1 51 2 7 12 211
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 4 5 30
PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION 0 1 1 9 2 5 7 39
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth 0 0 1 10 0 4 12 45
Performance and Transparency of the Norwegian Sovereign Wealth Fund 0 0 0 14 0 2 6 66
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 1 1 1 9 2 6 12 63
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 2 8 9 29
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models 1 1 1 3 1 6 10 25
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators 0 0 0 0 0 2 2 6
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 0 1 2 102 1 8 16 437
Sovereign Wealth Funds: The Norwegian Experience 0 1 1 62 3 10 18 188
Testing, Estimation in GMM and CUE with Nearly-Weak Identification 0 0 0 40 2 6 10 151
Tests for cointegration with infinite variance errors 0 0 0 44 0 3 6 153
The validity of instruments revisited 0 1 1 47 1 15 21 225
Threshold Autoregression with a Unit Root 0 0 0 570 1 7 16 1,558
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 1 1 1 227 5 15 19 638
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction 0 2 2 20 7 21 34 209
Weak Convergence to a Matrix Stochastic Integral with Stable Processes 0 1 1 16 0 6 8 63
Total Journal Articles 3 12 32 2,352 60 278 493 8,110

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Statistics updated 2026-03-04