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 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 17 0 1 6 87
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 16 91
Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 0 43 0 0 15 112
An Empirical Investigation of Time Varying Betas via Threshold Models 0 0 0 0 0 1 7 216
An Upper Bound for Functions of Estimators in High Dimensions 0 0 0 6 0 0 6 23
Analyzing Unit Root Tests in Finite Samples Using Power Profiles 0 0 0 0 1 1 29 511
Are "Nearly Exogenous" Instruments Reliable? 0 0 0 7 1 2 14 82
Are Nearly “Exogenous Instruments” Reliable? 0 0 0 2 1 1 16 83
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test 0 0 0 362 0 0 14 722
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 3 3 15 105
Asymptotics of non-linear lasso type estimators 0 0 0 1 1 1 5 388
Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases 0 0 0 100 1 2 20 409
Designing Agentic AI-Based Screening for Portfolio Investment 0 0 5 5 2 5 10 10
Exponential Tilting with Weak Instruments: Estimation and Testing 0 0 0 170 0 1 23 527
Finding the tipping point -- when sovereign debt turns bad 0 1 5 482 2 11 68 1,383
Generalized Linear Models with Structured Sparsity Estimators 0 0 0 11 2 3 12 35
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 0 8 91
Investigating Integration and Exchange Rate Pass-Through in World Maize Markets Using Inferential LASSO Methods 0 0 0 0 1 1 7 7
Large Sample Theory for M-Estimators via Empirical Process Methods 0 0 0 0 0 0 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 0 11 618
NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS 0 0 0 96 0 2 13 363
Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics 0 0 0 94 0 1 16 382
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 1 3 10 105
Portfolio Analysis in High Dimensions with TE and Weight Constraints 0 0 0 2 2 2 11 19
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 1 1 1 18 1 1 18 113
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 1 1 10 75
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models 0 1 1 29 2 4 21 66
Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso 0 0 0 25 0 0 10 27
Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate 0 0 0 87 1 1 4 523
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work 0 0 0 151 0 0 14 972
Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate 0 0 0 0 1 3 19 852
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work 0 0 0 16 0 0 8 187
Sovereign Wealth Funds: the Norwegian Experience 0 0 1 219 0 0 12 650
Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments 0 0 0 71 0 0 13 348
The Validity of Instruments Revisited 0 0 0 10 6 6 93 188
Threshold Autoregressions with a Near Unit Root 0 0 0 0 1 1 15 545
Threshold Autoregressions with a Unit Root 0 0 0 736 2 2 32 2,600
Threshold autoregression with a near unit root 0 0 0 310 1 1 23 660
When do sudden stops really hurt? 0 0 0 46 0 0 7 113
Total Working Papers 1 3 13 3,558 34 62 669 15,904
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 10 196
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL 0 0 0 25 0 1 7 94
A Nodewise Regression Approach to Estimating Large Portfolios 0 0 2 21 0 0 26 88
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics 0 0 0 15 0 0 16 147
A Starting Note: A Historical Perspective in Lasso 0 0 0 9 0 0 5 24
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection 0 0 2 5 1 1 26 64
Adaptive Elastic Net for Generalized Methods of Moments 0 0 2 40 1 2 18 141
An upper bound for functions of estimators in high dimensions 0 0 0 3 0 1 3 18
Are "Nearly Exogenous Instruments" reliable? 0 0 0 33 0 1 16 147
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test 0 0 1 143 1 5 12 395
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 0 1 25 0 3 25 127
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases 0 0 0 36 0 1 4 146
CUE with many weak instruments and nearly singular design 0 0 0 20 0 0 5 96
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" 0 0 0 54 0 1 15 178
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 9 33 33
Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions 0 0 0 30 0 0 14 121
Determining the number of factors with potentially strong within-block correlations in error terms 0 0 0 5 0 1 11 30
Exponential Tilting with Weak Instruments: Estimation and Testing* 0 0 0 8 0 0 12 92
Generalized linear models with structured sparsity estimators 0 0 0 4 0 0 7 17
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso 0 0 0 24 1 1 10 133
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL 2 2 3 391 3 12 50 1,056
LASSO-TYPE GMM ESTIMATOR 1 1 3 206 1 2 14 510
Le fonds souverain norvégien 0 0 0 3 1 1 10 99
Model Selection and Shrinkage: An Overview 0 0 0 19 0 1 3 55
Moment and IV Selection Approaches: A Comparative Simulation Study 0 0 0 2 0 2 7 32
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics 1 1 1 11 3 4 16 95
Nearly-singular design in GMM and generalized empirical likelihood estimators 0 0 1 51 0 0 11 213
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 0 8 34
PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION 0 0 1 9 0 1 9 41
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth 0 0 2 11 0 1 17 51
Performance and Transparency of the Norwegian Sovereign Wealth Fund 0 0 1 15 1 2 11 73
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators 0 0 1 9 1 2 17 71
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 0 1 14 35
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models 0 0 2 4 1 2 9 28
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators 0 0 0 0 0 0 3 7
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate 1 1 3 104 2 2 17 444
Sovereign Wealth Funds: The Norwegian Experience 0 1 2 63 0 3 21 197
Testing, Estimation in GMM and CUE with Nearly-Weak Identification 0 0 0 40 0 1 14 156
Tests for cointegration with infinite variance errors 0 0 0 44 0 0 5 154
The validity of instruments revisited 0 0 1 47 0 3 29 237
Threshold Autoregression with a Unit Root 0 0 0 570 19 20 37 1,585
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM 0 0 1 227 0 0 27 648
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction 0 0 2 20 25 52 87 269
Weak Convergence to a Matrix Stochastic Integral with Stable Processes 0 0 1 16 1 1 11 67
Total Journal Articles 5 6 33 2,363 65 141 722 8,444

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Statistics updated 2026-09-10