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M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data
Caner, Mehmet - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005556259
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Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics
CANER, MEHMET - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005556361
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Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test
Basci, Erdem; Caner, Mehmet - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005556584
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Exponential Tilting with Weak Instruments: Estimation and Testing
CANER, MEHMET - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005407964
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NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS
CANER, MEHMET - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005119097
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Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases
CANER, MEHMET - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005119181