Advanced Search
MyIDEAS: Login

Mehmet Caner

Contents:

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

Personal Details

First Name: Mehmet
Middle Name:
Last Name: Caner
Suffix:

RePEc Short-ID: pca228

Email:
Homepage: http://www4.ncsu.edu/~mcaner
Postal Address:
Phone:

Affiliation

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Turkish Economists

Works

as in new window

Working papers

  1. Caner, Mehmet & Grennes,Thomas & Koehler-Geib, Fritzi, 2010. "Finding the tipping point -- when sovereign debt turns bad," Policy Research Working Paper Series 5391, The World Bank.
  2. Caner, Mehmet & Koehler-Geib, Fritzi & Vincelette, Gallina Andronova, 2009. "When do sudden stops really hurt?," Policy Research Working Paper Series 5021, The World Bank.
  3. 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.
  4. Mehmet Caner & Tom Grennes, 2008. "Sovereign Wealth Funds: the Norwegian Experience," Working Paper Series 020, North Carolina State University, Department of Economics.
  5. Mehmet Caner, 2006. "A lasso type gmm estimator," Working Papers 210, University of Pittsburgh, Department of Economics, revised Jan 2006.
  6. Mehmet Caner & Dan Berkowitz & Ying Fang, 2006. "Are Nearly Exogenous Instruments Reliable?," Working Papers 207, University of Pittsburgh, Department of Economics, revised Jan 2006.
  7. Mehmet Caner, 2005. "M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data," Econometrics 0512009, EconWPA.
  8. Erdem Basci & Mehmet Caner, 2005. "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test," International Finance 0512001, EconWPA.
  9. Mehmet Caner, 2005. "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics 0509019, EconWPA.
  10. Mehmet Caner, 2005. "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics 0509018, EconWPA.
  11. Mehmet Caner, 2005. "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics 0509016, EconWPA.
  12. 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.
  13. Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, EconWPA.
  14. Mehmet Caner, 2005. "Exponential Tilting With Weak Instruments," Working Papers 208, University of Pittsburgh, Department of Economics, revised Jan 2005.
  15. mehmet caner, 2004. "Asymptotics of non-linear lasso type estimators," Econometric Society 2004 North American Winter Meetings 156, Econometric Society.
  16. 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.
  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.
  18. 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.
  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, 1999. "Large Sample Theory for M-Estimators via Empirical Process Methods," Departmental Working Papers 993, Bilkent University, Department of Economics.
  21. Mehmet Caner, 1998. "Least Absolute Deviation Estimation of a Threshold Model," Departmental Working Papers 9819, Bilkent University, Department of Economics.
  22. 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.
  23. 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.
  24. Mehmet Caner & Bruce E. Hansen, 1998. "Threshold Autoregressions with a Near Unit Root," Departmental Working Papers 9821, 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.

Articles

  1. Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2012. "The validity of instruments revisited," Journal of Econometrics, Elsevier, vol. 166(2), pages 255-266.
  2. Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, vol. 170(2), pages 422-441.
  3. Caner, Mehmet, 2011. "Pivotal Structural Change Tests In Linear Simultaneous Equations With Weak Identification," Econometric Theory, Cambridge University Press, vol. 27(02), pages 413-426, April.
  4. Caner Mehmet & Caner Turanay & Grennes Thomas J, 2011. "Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions," Global Economy Journal, De Gruyter, vol. 11(1), pages 1-34, March.
  5. Mehmet Caner, 2011. "A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics," International Econometric Review (IER), Econometric Research Association, vol. 3(2), pages 13-21, September.
  6. Mehmet Caner, 2010. "Exponential Tilting with Weak Instruments: Estimation and Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(3), pages 307-325, 06.
  7. Mehmet Caner, 2010. "Testing, Estimation in GMM and CUE with Nearly-Weak Identification," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 330-363.
  8. Mehmet Caner & Thomas Grennes, 2010. "Sovereign Wealth Funds: The Norwegian Experience," The World Economy, Wiley Blackwell, vol. 33(4), pages 597-614, 04.
  9. Thomas Grenes & Mehmet Caner, 2009. "Le fonds souverain norvégien," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 125-131.
  10. Caner, Mehmet, 2009. "Lasso-Type Gmm Estimator," Econometric Theory, Cambridge University Press, vol. 25(01), pages 270-290, February.
  11. Thomas Grennes & Mehmet Caner, 2009. "Performance and Transparency of the Norwegian Sovereign Wealth Fund," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 119-125.
  12. Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2008. "Are "Nearly Exogenous Instruments" reliable?," Economics Letters, Elsevier, vol. 101(1), pages 20-23, October.
  13. Caner, Mehmet, 2008. "Nearly-singular design in GMM and generalized empirical likelihood estimators," Journal of Econometrics, Elsevier, vol. 144(2), pages 511-523, June.
  14. 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.
  15. Basci Erdem & Caner Mehmet & Yoon Gawon, 2006. "Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(2), pages 1-6, May.
  16. Basci Erdem & Caner Mehmet, 2005. "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-21, December.
  17. 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.
  18. Akdeniz Levent & Altay-Salih Aslihan & Caner Mehmet, 2003. "Time-Varying Betas Help in Asset Pricing: The Threshold CAPM," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(4), pages 1-18, March.
  19. 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.
  20. 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.
  21. Mehmet Caner & Bruce E. Hansen, 2001. "Threshold Autoregression with a Unit Root," Econometrica, Econometric Society, vol. 69(6), pages 1555-1596, November.
  22. 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.
  23. Caner, Mehmet, 1998. "Tests for cointegration with infinite variance errors," Journal of Econometrics, Elsevier, vol. 86(1), pages 155-175, June.
  24. 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.

NEP Fields

19 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 Economy Macroeconomic (1) 2009-09-05

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  3. Wu-Index
  4. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Mehmet Caner should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.