@article{caner_han_2020, title={An upper bound for functions of estimators in high dimensions}, ISBN={1532-4168}, DOI={10.1080/07474938.2020.1808370}, journal={ECONOMETRIC REVIEWS}, author={Caner, Mehmet and Han, Xu}, year={2020} }
 @article{bugni_caner_kock_lahiri_2020, title={Inference in partially identified models with many moment inequalities using Lasso}, volume={206}, ISBN={1873-1171}, DOI={10.1016/j.jspi.2019.09.013}, journal={JOURNAL OF STATISTICAL PLANNING AND INFERENCE}, author={Bugni, Federico A. and Caner, Mehmet and Kock, Anders Bredahl and Lahiri, Soumendra}, year={2020}, month={May}, pages={211–248} }
 @article{callot_caner_onder_ulasan_2019, title={A Nodewise Regression Approach to Estimating Large Portfolios}, ISBN={1537-2707}, DOI={10.1080/07350015.2019.1683018}, journal={JOURNAL OF BUSINESS & ECONOMIC STATISTICS}, author={Callot, Laurent and Caner, Mehmet and Onder, A. Ozlem and Ulasan, Esra}, year={2019} }
 @article{caner_maasoumi_riquelme_2016, title={Moment and IV selection approaches: A comparative simulation study}, volume={35}, number={8-10}, journal={Econometric Reviews}, author={Caner, M. and Maasoumi, E. and Riquelme, J. A.}, year={2016}, pages={1562–1581} }
 @article{caner_fan_2015, title={Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso}, volume={187}, number={1}, journal={Journal of Econometrics}, author={Caner, M. and Fan, Q. L.}, year={2015}, pages={256–274} }
 @article{caner_zhang_2014, title={Adaptive elastic net for generalized methods of moments}, volume={32}, DOI={10.1080/07350015.2013.836104}, number={1}, journal={Journal of Business & Economic Statistics}, author={Caner, M. and Zhang, H. H.}, year={2014}, pages={30–47} }
 @article{caner_2014, title={Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics}, volume={182}, number={2}, journal={Journal of Econometrics}, author={Caner, M.}, year={2014}, pages={247–268} }
 @article{caner_han_2014, title={selecting the correct number of factors in approximate factor models: The large panel case with group bridge estimators}, volume={32}, number={3}, journal={Journal of Business & Economic Statistics}, author={Caner, M. and Han, X.}, year={2014}, pages={359–374} }
 @article{riquelme_berkowitz_caner_2013, title={Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction}, volume={13}, number={3}, journal={Stata Journal}, author={Riquelme, A. and Berkowitz, D. and Caner, M.}, year={2013}, pages={528–546} }
 @article{caner_yildiz_2012, title={CUE with many weak instruments and nearly singular design}, volume={170}, number={2}, journal={Journal of Econometrics}, author={Caner, M. and Yildiz, N.}, year={2012}, pages={422–441} }
 @article{berkowitz_caner_fang_2012, title={The validity of instruments revisited}, volume={166}, number={2}, journal={Journal of Econometrics}, author={Berkowitz, D. and Caner, M. and Fang, Y.}, year={2012}, pages={255–266} }
 @article{carrasco_caner_kitamura_renault_2012, title={Thirtieth anniversary of generalized method of moments introduction}, volume={170}, number={2}, journal={Journal of Econometrics}, author={Carrasco, M. and Caner, M. and Kitamura, Y. and Renault, E.}, year={2012}, pages={251–255} }
 @article{caner_2011, title={Pivotal structural change tests in linear simultaneous equations with weak identification}, volume={27}, number={2}, journal={Econometric Theory}, author={Caner, M.}, year={2011}, pages={413–426} }
 @article{caner_2010, title={Exponential tilting with weak instruments: Estimation and testing}, volume={72}, number={3}, journal={Oxford Bulletin of Economics and Statistics}, author={Caner, M.}, year={2010}, pages={307–325} }
 @article{caner_grennes_2010, title={Sovereign wealth funds: The Norwegian experience}, volume={33}, DOI={10.1111/j.1467-9701.2009.01235.x}, number={4}, journal={World Economy}, author={Caner, M. and Grennes, T.}, year={2010}, pages={597–614} }
 @article{caner_2010, title={Testing, estimation in gmm and cue with nearly-weak identification}, volume={29}, number={3}, journal={Econometric Reviews}, author={Caner, M.}, year={2010}, pages={330–363} }
 @article{caner_2009, title={Lasso-type GMM estimator}, volume={25}, DOI={10.1017/S0266466608090099}, number={1}, journal={Econometric Theory}, author={Caner, M.}, year={2009}, pages={270–290} }
 @article{berkowitz_caner_fang_2008, title={Are "nearly exogenous instruments" reliable?}, volume={101}, DOI={10.1016/j.econlet.2008.03.020}, number={1}, journal={Economics Letters}, author={Berkowitz, D. and Caner, M. and Fang, Y.}, year={2008}, pages={20–23} }
 @article{caner_2008, title={Nearly-singular design in GMM and generalized empirical likelihood estimators}, volume={144}, DOI={10.1016/j.jeconom.2008.04.008}, number={2}, journal={Journal of Econometrics}, author={Caner, M.}, year={2008}, pages={511–523} }