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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
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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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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
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Lasso-type GMM estimator
Caner, Mehmet - In: Econometric theory 25 (2009) 1, pp. 270-290
Persistent link: https://www.econbiz.de/10003816229
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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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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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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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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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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
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A starting note : a historical perspective in Lasso
Caner, Mehmet - In: International econometric review 13 (2021) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012816115