Mehmet Caner

Available identifiers

zbMath Open caner.mehmetMaRDI QIDQ278489

List of research outcomes

Publication	Date of Publication	Type
Adaptive Elastic Net for Generalized Methods of Moments	2025-01-20	Paper
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators	2025-01-20	Paper
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection	2024-10-23	Paper
A Nodewise Regression Approach to Estimating Large Portfolios	2024-10-11	Paper
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models	2024-10-09	Paper
Generalized linear models with structured sparsity estimators	2023-09-28	Paper
Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models	2023-06-29	Paper
Determining the number of factors with potentially strong within-block correlations in error terms	2022-06-08	Paper
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets	2022-06-07	Paper
Moment and IV Selection Approaches: A Comparative Simulation Study	2022-06-07	Paper
An upper bound for functions of estimators in high dimensions	2022-03-04	Paper
Inference in partially identified models with many moment inequalities using Lasso	2020-02-28	Paper
High Dimensional Linear GMM	2018-11-21	Paper
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso	2018-03-22	Paper
CUE with many weak instruments and nearly singular design	2017-05-12	Paper
Delta Theorem in the Age of High Dimensions	2017-01-20	Paper
A Nodewise Regression Approach to Estimating Large Portfolios	2016-11-22	Paper
The validity of instruments revisited	2016-08-15	Paper
Nearly-singular design in GMM and generalized empirical likelihood estimators	2016-06-13	Paper
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases	2016-05-02	Paper
Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso	2015-09-01	Paper
Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics	2014-08-06	Paper
Are ``nearly exogenous instruments reliable?	2013-01-29	Paper
An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag	2013-01-25	Paper
PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION	2011-04-27	Paper
Testing, Estimation in GMM and CUE with Nearly-Weak Identification	2010-05-26	Paper
LASSO-TYPE GMM ESTIMATOR	2010-04-08	Paper
M-estimators with non-standard rates of convergence and weakly dependent data	2006-05-29	Paper
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM	2006-01-27	Paper
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test	2006-01-27	Paper
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL	2005-10-18	Paper
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL	2003-05-18	Paper
Threshold Autoregression with a Unit Root	2002-05-28	Paper
Tests for cointegration with infinite variance errors	1998-01-01	Paper

Research outcomes over time

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