Narrow search
Showing 1 - 10 of 28
Cover Image
Exponential tilting with weak instruments : estimation and testing
Caner, Mehmet - In: Oxford bulletin of economics and statistics 72 (2010) 3, pp. 307-325
Persistent link: https://www.econbiz.de/10003968322
Cover Image
Testing, estimation in GMM and cue with nearly-weak identification
Caner, Mehmet - In: Econometric reviews 29 (2010) 3, pp. 330-363
Persistent link: https://www.econbiz.de/10003965141
Cover Image
Pivotal structural change tests in linear simultaneous equations with weak identification
Caner, Mehmet - In: Econometric theory 27 (2011) 2, pp. 413-426
Persistent link: https://www.econbiz.de/10009310707
Cover Image
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
Cover Image
Weak convergence to a matrix stochastic integral with stable processes
Caner, Mehmet - In: Econometric theory 13 (1997) 4, pp. 506-528
Persistent link: https://www.econbiz.de/10001230728
Cover Image
A note on least absolute deviation estimation of a threshold model
Caner, Mehmet - In: Econometric theory 18 (2002) 3, pp. 800-814
Persistent link: https://www.econbiz.de/10001673462
Cover Image
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
Cover Image
Threshold autoregression with a near unit root
Caner, Mehmet; Hansen, Bruce E. - 1998
Persistent link: https://www.econbiz.de/10000168269
Cover Image
Are "nearly exogenous instruments" reliable?
Berkowitz, Daniel Michael; Caner, Mehmet; Fang, Ying - In: Economics letters 101 (2008) 1, pp. 20-23
Persistent link: https://www.econbiz.de/10003787434
Cover Image
Adaptive elastic net for generalized methods of moments
Caner, Mehmet; Zhang, Hao Helen; Danaher, Peter J. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 30-47
Persistent link: https://www.econbiz.de/10010380481