The following pages link to Mehmet Caner (Q278489):
Displaying 32 items.
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
- (Q494395) (redirect page) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- The validity of instruments revisited (Q738120) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag (Q1931358) (← links)
- Are ``nearly exogenous instruments'' reliable? (Q1934899) (← links)
- Inference in partially identified models with many moment inequalities using Lasso (Q2301088) (← links)
- M-estimators with non-standard rates of convergence and weakly dependent data (Q2491851) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
- Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (Q3368301) (← links)
- Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test (Q3368399) (← links)
- LASSO-TYPE GMM ESTIMATOR (Q3551023) (← links)
- Testing, Estimation in GMM and CUE with Nearly-Weak Identification (Q3564824) (← links)
- Threshold Autoregression with a Unit Root (Q4531043) (← links)
- A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL (Q4807311) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (Q5696350) (← links)
- An upper bound for functions of estimators in high dimensions (Q5861046) (← links)
- Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (Q5864505) (← links)
- Moment and IV Selection Approaches: A Comparative Simulation Study (Q5864513) (← links)
- Determining the number of factors with potentially strong within-block correlations in error terms (Q5864656) (← links)
- Generalized linear models with structured sparsity estimators (Q6054394) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
- Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models (Q6616611) (← links)
- A Nodewise Regression Approach to Estimating Large Portfolios (Q6617775) (← links)
- Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection (Q6623159) (← links)
- Adaptive Elastic Net for Generalized Methods of Moments (Q6666936) (← links)
- Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators (Q6666976) (← links)
