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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
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2
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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3
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/10001246505
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4
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
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5
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
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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/10003425500
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7
Threshold autoregression with a near unit root
Caner, Mehmet
;
Hansen, Bruce E.
-
1998
Persistent link: https://www.econbiz.de/10000168269
Saved in:
8
Analyzing unit root tests in finite samples using power profiles
Caner, Mehmet
;
Kilian, Lutz
-
1998
Persistent link: https://www.econbiz.de/10000993764
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9
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
Saved in:
10
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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