Works (18)

2020 journal article

Inference in partially identified models with many moment inequalities using Lasso

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 206, 211–248.

By: F. Bugni, M. Caner, A. Kock & S. Lahiri

Source: Web Of Science
Added: January 6, 2020

2019 article

A Nodewise Regression Approach to Estimating Large Portfolios

JOURNAL OF BUSINESS & ECONOMIC STATISTICS.

By: L. Callot, M. Caner, A. Onder & E. Ulasan

Source: Web Of Science
Added: December 16, 2019

2016 journal article

Moment and IV selection approaches: A comparative simulation study

Econometric Reviews, 35(8-10), 1562–1581.

By: M. Caner, E. Maasoumi & J. Riquelme

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.

By: M. Caner & Q. Fan

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.

By: M. Caner & H. Zhang

Source: NC State University Libraries
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.

By: M. Caner

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.

By: M. Caner & X. Han

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.

By: A. Riquelme, D. Berkowitz & M. Caner

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.

By: M. Caner & N. Yildiz

Source: NC State University Libraries
Added: August 6, 2018

2012 journal article

The validity of instruments revisited

Journal of Econometrics, 166(2), 255–266.

By: D. Berkowitz, M. Caner & Y. Fang

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.

By: M. Carrasco, M. Caner, Y. Kitamura & E. Renault

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.

By: M. Caner

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.

By: M. Caner

Source: NC State University Libraries
Added: August 6, 2018

2010 journal article

Sovereign wealth funds: The Norwegian experience

World Economy, 33(4), 597–614.

By: M. Caner & T. Grennes

Source: NC State University Libraries
Added: August 6, 2018

2010 journal article

Testing, estimation in gmm and cue with nearly-weak identification

Econometric Reviews, 29(3), 330–363.

By: M. Caner

Source: NC State University Libraries
Added: August 6, 2018

2009 journal article

Lasso-type GMM estimator

Econometric Theory, 25(1), 270–290.

By: M. Caner

Source: NC State University Libraries
Added: August 6, 2018

2008 journal article

Are "nearly exogenous instruments" reliable?

Economics Letters, 101(1), 20–23.

By: D. Berkowitz, M. Caner & Y. Fang

Source: NC State University Libraries
Added: August 6, 2018

2008 journal article

Nearly-singular design in GMM and generalized empirical likelihood estimators

Journal of Econometrics, 144(2), 511–523.

By: M. Caner

Source: NC State University Libraries
Added: August 6, 2018