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PIVOTAL STRUCTURAL CHANGE TEST...
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Caner, Mehmet
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Nearly-singular design in GMM and generalized empirical likelihood estimators
Caner, Mehmet
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 511-523
Persistent link: https://www.econbiz.de/10003774699
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2
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
Caner, Mehmet
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 28-67
Persistent link: https://www.econbiz.de/10003425500
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3
Tests for cointegration with infinite variance errors
Caner, Mehmet
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10001243863
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4
Near exogeneity and weak identification in generalized empirical likelihood estimators : many moment asymptotics
Caner, Mehmet
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 247-268
Persistent link: https://www.econbiz.de/10010497084
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5
Generalized linear models with structured sparsity estimators
Caner, Mehmet
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014365476
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6
The validity of instruments revisited
Berkowitz, Daniel Michael
;
Caner, Mehmet
;
Fang, Ying
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 255-266
Persistent link: https://www.econbiz.de/10009511329
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7
CUE with many weak instruments and nearly singular design
Caner, Mehmet
;
Yıldız, Neşe
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 422-441
Persistent link: https://www.econbiz.de/10009686787
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8
Hybrid generalized empirical likelihood estimators : instrument selection with adaptive lasso
Caner, Mehmet
;
Fan, Qingliang
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 256-274
Persistent link: https://www.econbiz.de/10011498940
Saved in:
9
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Caner, Mehmet
;
Kock, Anders Bredahl
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10011974644
Saved in:
10
Tests for cointegration with infinite variance errors
Caner, Mehmet
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10006788944
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