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Threshold autoregression with a near unit root
Caner, Mehmet; Hansen, Bruce E. - 1998
Persistent link: https://www.econbiz.de/10000168269
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet (contributor); Kilian, Lutz (contributor) - 1999
Persistent link: https://www.econbiz.de/10001397820
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work
Caner, Mehmet; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001404606
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Adaptive elastic net GMM estimation with many invalid moment conditions : simultaneous model and moment selection
Caner, Mehmet; Han, Xu; Lee, Yoonseok - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 24-46
Persistent link: https://www.econbiz.de/10011894389
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001411062
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A nodewise regression approach to estimating large portfolios
Callot, Laurent; Caner, Mehmet; Özlem Önder, A.; … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 520-531
Persistent link: https://www.econbiz.de/10012499096
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Partners in debt : an endogenous non-linear analysis of the effects of public and private debt on growth
Caner, Mehmet; Fan, Qingliang; Grennes, Thomas J. - In: International review of economics & finance : IREF 76 (2021), pp. 694-711
Persistent link: https://www.econbiz.de/10013175887
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet - 2000
Persistent link: https://www.econbiz.de/10013423063