Mehmet Caner
Works (22)
Updated: August 18th, 2023 05:01
2023 journal article
Generalized linear models with structured sparsity estimators
JOURNAL OF ECONOMETRICS, 236(2).
author keywords: Uniformity; Size and power of the test; Restrictions
arxiv.org (repository)
Source: Web Of Science
Added: August 14, 2023
2023 journal article
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models
JOURNAL OF ECONOMETRICS, 235(2), 393–417.
Source: Web Of Science
Added: July 31, 2023
2021 journal article
A Nodewise Regression Approach to Estimating Large Portfolios
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 39(2), 520–531.
author keywords: High-dimensionality; Penalized regression; Portfolio optimization; Precision matrix
Source: Web Of Science
Added: December 16, 2019
2021 journal article
An upper bound for functions of estimators in high dimensions
ECONOMETRIC REVIEWS, 40(1), 1–13.
author keywords: Lasso; many assets; many restrictions
Source: Web Of Science
Added: September 14, 2020
2021 journal article
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 76, 694–711.
author keywords: Public and private debt; Interactive effect; Economic growth; Endogenous threshold; Dynamic panel data
Source: Web Of Science
Added: November 15, 2021
2020 journal article
Inference in partially identified models with many moment inequalities using Lasso
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 206, 211–248.
author keywords: Many moment inequalities; Self-normalizing sum; Multiplier bootstrap; Empirical bootstrap; Lasso; Inequality selection
Source: Web Of Science
Added: January 6, 2020
2016 journal article
Moment and IV selection approaches: A comparative simulation study
Econometric Reviews, 35(8-10), 1562–1581.
Source: NC State University Libraries
Added: August 6, 2018
2015 journal article
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso
Journal of Econometrics, 187(1), 256–274.
Source: NC State University Libraries
Added: August 6, 2018
2014 journal article
Adaptive Elastic Net for Generalized Methods of Moments
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 32(1), 30–47.
author keywords: GMM; Oracle property; Penalized estimators
Source: Web Of Science
Added: August 6, 2018
2014 journal article
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
Journal of Econometrics, 182(2), 247–268.
Source: NC State University Libraries
Added: August 6, 2018
2014 journal article
selecting the correct number of factors in approximate factor models: The large panel case with group bridge estimators
Journal of Business & Economic Statistics, 32(3), 359–374.
Source: NC State University Libraries
Added: August 6, 2018
2013 journal article
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction
Stata Journal, 13(3), 528–546.
Source: NC State University Libraries
Added: August 6, 2018
2012 journal article
CUE with many weak instruments and nearly singular design
Journal of Econometrics, 170(2), 422–441.
Source: NC State University Libraries
Added: August 6, 2018
2012 journal article
The validity of instruments revisited
Journal of Econometrics, 166(2), 255–266.
Source: NC State University Libraries
Added: August 6, 2018
2012 journal article
Thirtieth anniversary of generalized method of moments introduction
Journal of Econometrics, 170(2), 251–255.
Source: NC State University Libraries
Added: August 6, 2018
2011 journal article
Pivotal structural change tests in linear simultaneous equations with weak identification
Econometric Theory, 27(2), 413–426.
Source: NC State University Libraries
Added: August 6, 2018
2010 journal article
Exponential tilting with weak instruments: Estimation and testing
Oxford Bulletin of Economics and Statistics, 72(3), 307–325.
Source: NC State University Libraries
Added: August 6, 2018
2010 journal article
Sovereign Wealth Funds: The Norwegian Experience
WORLD ECONOMY, 33(4), 597–614.
Source: Web Of Science
Added: August 6, 2018
2010 journal article
Testing, estimation in gmm and cue with nearly-weak identification
Econometric Reviews, 29(3), 330–363.
Source: NC State University Libraries
Added: August 6, 2018
2009 journal article
LASSO-TYPE GMM ESTIMATOR
ECONOMETRIC THEORY, 25(1), 270–290.
Source: Web Of Science
Added: August 6, 2018
2008 journal article
Are "Nearly Exogenous Instruments" reliable?
ECONOMICS LETTERS, 101(1), 20–23.
author keywords: valid instruments; weak identification; inference
Source: Web Of Science
Added: August 6, 2018
2008 journal article
Nearly-singular design in GMM and generalized empirical likelihood estimators
JOURNAL OF ECONOMETRICS, 144(2), 511–523.
author keywords: singular matrix; rate of convergence; small sample properties
Source: Web Of Science
Added: August 6, 2018
