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Information about:
Mehmet Caner

Personal Details | Affiliation | Works
This is information that was supplied by Mehmet Caner in registering through RePEc. If you are Mehmet Caner , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Mehmet
Middle Name:
Last Name: Caner
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RePEc Short-ID: pca228

Email:
Homepage: http://www4.ncsu.edu/~mcaner
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Affiliation

(in no particular order)

No affiliation has been provided

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Caner, Mehmet & Sandler Morrill, Melinda, 2009. "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper 17689, University Library of Munich, Germany. [Downloadable!]

  2. Caner, Mehmet & Morrill, Melinda, 2009. "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper 16790, University Library of Munich, Germany. [Downloadable!]

  3. Caner, Mehmet & Koehler-Geib, Fritzi & Vincelette, Gallina Andronova, 2009. "When do sudden stops really hurt?," Policy Research Working Paper Series 5021, The World Bank. [Downloadable!]

  4. Mehmet Caner & Tom Grennes, 2008. "Sovereign Wealth Funds: the Norwegian Experience," Working Paper Series 020, North Carolina State University, Department of Economics. [Downloadable!]

  5. Mehmet Caner, 2006. "A lasso type gmm estimator," Working Papers 210, University of Pittsburgh, Department of Economics, revised Jan 2006. [Downloadable!]
    Published as:

  6. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2006. "Are "Nearly Exogenous" Instruments Reliable?," Working Papers 219, University of Pittsburgh, Department of Economics, revised Jan 2006. [Downloadable!]
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    Published as:

  7. Mehmet Caner, 2005. "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics 0509019, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  8. Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, EconWPA. [Downloadable!]

  9. Erdem Basci & Mehmet Caner, 2005. "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test," International Finance 0512001, EconWPA. [Downloadable!]

  10. Mehmet Caner, 2005. "Exponential Tilting With Weak Instruments," Working Papers 208, University of Pittsburgh, Department of Economics, revised Jan 2005. [Downloadable!]

  11. Mehmet Caner, 2005. "Higher Order Expansions in GMM with Nearly Weak and Many Nearly Weak Instruments," Working Papers 209, University of Pittsburgh, Department of Economics, revised Jan 2005. [Downloadable!]

  12. Mehmet Caner, 2005. "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics 0509018, EconWPA. [Downloadable!]
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  13. Mehmet Caner, 2005. "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics 0509016, EconWPA. [Downloadable!]
    Published as:

  14. Mehmet Caner, 2005. "M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data," Econometrics 0512009, EconWPA. [Downloadable!]

  15. Mehmet Caner, 2004. "Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments," Econometric Society 2004 North American Summer Meetings 128, Econometric Society. [Downloadable!]

  16. mehmet caner, 2004. "Asymptotics of non-linear lasso type estimators," Econometric Society 2004 North American Winter Meetings 156, Econometric Society.

  17. Caner, Mehmet & Kilian, Lutz, 2000. "Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate," CEPR Discussion Papers 2425, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    Published as:

  18. Mehmet Caner, 1999. "Large Sample Theory for M-Estimators via Empirical Process Methods," Departmental Working Papers 993, Bilkent University, Department of Economics.

  19. Mehmet Caner & Levent Akdeniz & A. Altay Salih, 1999. "An Empirical Investigation of Time Varying Betas via Threshold Models," Departmental Working Papers 9912, Bilkent University, Department of Economics.

  20. Mehmet Caner & Lutz Kilian, 1999. "Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work," Computing in Economics and Finance 1999 511, Society for Computational Economics. [Downloadable!]

  21. Mehmet Caner & Bruce E. Hansen, 1998. "Threshold Autoregressions with a Near Unit Root," Departmental Working Papers 9821, Bilkent University, Department of Economics.

  22. Mehmet Caner, 1998. "Least Absolute Deviation Estimation of a Threshold Model," Departmental Working Papers 9819, Bilkent University, Department of Economics.

  23. Kilian, L. & Caner, M., 1998. "Analyzing Unit Root Tests in Finite Samples Using Power Profiles," Papers 98-05, Michigan - Center for Research on Economic & Social Theory.

  24. Mehmet Caner & Lutz Kilian, 1998. "A Direct test of the Emerging Consensus about Long-Run PPP," Departmental Working Papers 9823, Bilkent University, Department of Economics.

  25. Bruce E. Hansen & Mehmet Caner, 1997. "Threshold Autoregressions with a Unit Root," Boston College Working Papers in Economics 381, Boston College Department of Economics. [Downloadable!]
    Published as:

  26. RePEc:att:wimass:199827 is not listed on IDEAS

Articles

  1. Caner, Mehmet, 2009. "Lasso-Type Gmm Estimator," Econometric Theory, Cambridge University Press, vol. 25(01), pages 270-290, February. [Downloadable!]
    Other versions:

  2. Caner, Mehmet, 2008. "Nearly-singular design in GMM and generalized empirical likelihood estimators," Journal of Econometrics, Elsevier, vol. 144(2), pages 511-523, June. [Downloadable!] (restricted)
    Other versions:

  3. Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2008. "Are "Nearly Exogenous Instruments" reliable?," Economics Letters, Elsevier, vol. 101(1), pages 20-23, October. [Downloadable!] (restricted)
    Other versions:

  4. Caner, Mehmet, 2007. "Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases," Journal of Econometrics, Elsevier, vol. 137(1), pages 28-67, March. [Downloadable!] (restricted)
    Other versions:

  5. Erdem Basci & Mehmet Caner & Gawon Yoon, 2006. "Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(2). [Downloadable!]

  6. Erdem Basci & Mehmet Caner, 2005. "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 9(4). [Downloadable!]

  7. Caner, Mehmet & Hansen, Bruce E., 2004. "Instrumental Variable Estimation Of A Threshold Model," Econometric Theory, Cambridge University Press, vol. 20(05), pages 813-843, October. [Downloadable!]

  8. Caner, Mehmet, 2002. "A Note On Least Absolute Deviation Estimation Of A Threshold Model," Econometric Theory, Cambridge University Press, vol. 18(03), pages 800-814, June. [Downloadable!]

  9. Mehmet Caner & Bruce E. Hansen, 2001. "Threshold Autoregression with a Unit Root," Econometrica, Econometric Society, vol. 69(6), pages 1555-1596, November. [Downloadable!] (restricted)
    Other versions:

  10. Caner, M. & Kilian, L., 2001. "Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 639-657, October. [Downloadable!] (restricted)
    Other versions:

  11. Caner, Mehmet, 1998. "Tests for cointegration with infinite variance errors," Journal of Econometrics, Elsevier, vol. 86(1), pages 155-175, June. [Downloadable!] (restricted)

  12. Caner, Mehmet, 1998. "A Locally Optimal Seaosnal Unit-Root Test," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 349-56, July.

  13. Caner, Mehmet, 1997. "Weak Convergence to a Matrix Stochastic Integral with Stable Processes," Econometric Theory, Cambridge University Press, vol. 13(04), pages 506-528, August. [Downloadable!]

  14. RePEc:bep:sndecm:9:2005:4:1273-1273 is not listed on IDEAS

  15. RePEc:bep:sndecm:6:2003:4:1101-1101 is not listed on IDEAS

  16. RePEc:bep:sndecm:10:2006:2:1409-1409 is not listed on IDEAS

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DEV: Development (1) 2009-09-05
  2. NEP-ECM: Econometrics (15) 1999-07-12 2004-10-30 2005-09-29 2005-09-29 2005-09-29 2005-09-29 2005-12-14 2006-10-14 2006-10-14 2006-10-14 2006-10-14 2006-10-14 2006-10-14 2009-08-22 2009-10-10 Author is listed
  3. NEP-ETS: Econometric Time Series (3) 1999-07-12 2004-10-30 2005-12-14
  4. NEP-IFN: International Finance (1) 2005-12-14
  5. NEP-MIC: Microeconomics (1) 2009-08-22
  6. NEP-OPM: Open MacroEconomics (1) 2009-09-05
Did you know? About 2700 working paper series are listed on RePEc.

This page was last updated on 2009-11-21.

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