Mehmet Caner Caner, M. (2023). Generalized linear models with structured sparsity estimators. JOURNAL OF ECONOMETRICS, 236(2). https://doi.org/10.1016/j.jeconom.2023.105478 Caner, M., Medeiros, M., & Vasconcelos, G. F. R. (2023). Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models. JOURNAL OF ECONOMETRICS, 235(2), 393–417. https://doi.org/10.1016/j.jeconom.2022.03.009 Callot, L., Caner, M., Onder, A. O., & Ulasan, E. (2021). A Nodewise Regression Approach to Estimating Large Portfolios. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 39(2), 520–531. https://doi.org/10.1080/07350015.2019.1683018 Caner, M., & Han, X. (2021). An upper bound for functions of estimators in high dimensions. ECONOMETRIC REVIEWS, 40(1), 1–13. https://doi.org/10.1080/07474938.2020.1808370 Caner, M., Fan, Q., & Grennes, T. (2021). 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. https://doi.org/10.1016/j.iref.2021.07.010 Bugni, F. A., Caner, M., Kock, A. B., & Lahiri, S. (2020). Inference in partially identified models with many moment inequalities using Lasso. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 206, 211–248. https://doi.org/10.1016/j.jspi.2019.09.013 Caner, M., Maasoumi, E., & Riquelme, J. A. (2016). Moment and IV selection approaches: A comparative simulation study. Econometric Reviews, 35(8-10), 1562–1581. Caner, M., & Fan, Q. L. (2015). Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso. Journal of Econometrics, 187(1), 256–274. Caner, M., & Zhang, H. H. (2014). Adaptive Elastic Net for Generalized Methods of Moments. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 32(1), 30–47. https://doi.org/10.1080/07350015.2013.836104 Caner, M. (2014). Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics. Journal of Econometrics, 182(2), 247–268. Caner, M., & Han, X. (2014). 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. Riquelme, A., Berkowitz, D., & Caner, M. (2013). Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction. Stata Journal, 13(3), 528–546. Caner, M., & Yildiz, N. (2012). CUE with many weak instruments and nearly singular design. Journal of Econometrics, 170(2), 422–441. Berkowitz, D., Caner, M., & Fang, Y. (2012). The validity of instruments revisited. Journal of Econometrics, 166(2), 255–266. Carrasco, M., Caner, M., Kitamura, Y., & Renault, E. (2012). Thirtieth anniversary of generalized method of moments introduction. Journal of Econometrics, 170(2), 251–255. Caner, M. (2011). Pivotal structural change tests in linear simultaneous equations with weak identification. Econometric Theory, 27(2), 413–426. Caner, M. (2010). Exponential tilting with weak instruments: Estimation and testing. Oxford Bulletin of Economics and Statistics, 72(3), 307–325. Caner, M., & Grennes, T. (2010). Sovereign Wealth Funds: The Norwegian Experience. WORLD ECONOMY, 33(4), 597–614. https://doi.org/10.1111/j.1467-9701.2009.01235.x Caner, M. (2010). Testing, estimation in gmm and cue with nearly-weak identification. Econometric Reviews, 29(3), 330–363. Caner, M. (2009). LASSO-TYPE GMM ESTIMATOR. ECONOMETRIC THEORY, 25(1), 270–290. https://doi.org/10.1017/S0266466608090099 Berkowitz, D., Caner, M., & Fang, Y. (2008). Are "Nearly Exogenous Instruments" reliable? ECONOMICS LETTERS, 101(1), 20–23. https://doi.org/10.1016/j.econlet.2008.03.020 Caner, M. (2008). Nearly-singular design in GMM and generalized empirical likelihood estimators. JOURNAL OF ECONOMETRICS, 144(2), 511–523. https://doi.org/10.1016/j.jeconom.2008.04.008