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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

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

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

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

Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work

Caner, Mehmet; Kilian, Lutz - 1999 - First Draft: March 1998, This Version: May 1, 1999

It is common in applied econometrics to test the null hypothesis of a level-stationary process against the alternative of a unit root process. We show that the use of conventional asymptotic critical values for the stationarity tests of Kwiatkowski et al. (1992) and Leybourne and McCabe (1994)...

Persistent link: https://www.econbiz.de/10010516947