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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

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

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

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

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

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

A Sticky Wage, Limited Participation Model of Monetary Transmission

Karaca, Zeynal - 2006

This paper studies to what extent surprise money growth may affect output, employment,and real wages from the supply side. Under nominal wage contracts, we analyze the effects of monetary shocks in a limited participation model. We observe that unanticipated money growth increases real wages,...

Persistent link: https://www.econbiz.de/10012732411

Threshold autoregression with a near unit root

Caner, Mehmet; Hansen, Bruce E. - 1998

Persistent link: https://www.econbiz.de/10000168269

Analyzing unit root tests in finite samples using power profiles

Caner, Mehmet; Kilian, Lutz - 1998

Persistent link: https://www.econbiz.de/10000993764

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