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PIVOTAL STRUCTURAL CHANGE TEST...
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Caner, Mehmet
23
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5
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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2
Testing, Estimation in GMM and CUE with Nearly-Weak Identification
Caner, Mehmet
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 330-364
Persistent link: https://www.econbiz.de/10008347425
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3
LASSO-TYPE GMM ESTIMATOR
Caner, Mehmet
- In:
Econometric theory
25
(
2009
)
1
,
pp. 270-290
Persistent link: https://www.econbiz.de/10008163713
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4
Sovereign Wealth Funds: The Norwegian Experience
Caner, Mehmet
;
Grennes, Thomas
- In:
The world economy : the leading journal on …
33
(
2010
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008398887
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5
A Locally Optimal Seasonal Unit-Root Test
Caner, Mehmet
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 349-356
Persistent link: https://www.econbiz.de/10008219118
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6
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/10007596841
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7
Determinants of investment by the Norwegian sovereign wealth fund : GDP vs. institutions
Caner, Mehmet
;
Caner, Turanay
;
Grennes, Thomas J.
- In:
Global economy journal : GEJ
11
(
2011
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009949537
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8
Time-varying betas help in asset pricing : the threshold CAPM
Akdeniz, Levent
;
Altay-Salih, Aslihan
;
Caner, Mehmet
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10009949779
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9
Are real exchange rates nonlinear or nonstationary? : Evidence from a new threshold unit root test
Basci, Erdem
;
Caner, Mehmet
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009949855
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10
Le fonds souverain norvégien
Caner, Mehmet
;
Grennes, Thomas
- In:
Revue d'économie financière : revue trimestrielle de …
(
2009
),
pp. 125-131
Persistent link: https://www.econbiz.de/10010081099
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