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Mehmet Caner

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First Name:Mehmet
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Last Name:Caner
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RePEc Short-ID:pca228
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Homepage:http://www4.ncsu.edu/~mcaner
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This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Turkish Economists
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  1. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models," CREATES Research Papers 2015-10, School of Economics and Management, University of Aarhus.
  2. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, School of Economics and Management, University of Aarhus.
  3. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013. "The Validity of Instruments Revisited," Papers 2013-10-14, Working Paper.
  4. Daniel Berkowitz & Mehmet Caner* & Ying Fang, 2013. "Are Nearly “Exogenous Instruments†Reliable?," Papers 2013-10-14, Working Paper.
  5. Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, School of Economics and Management, University of Aarhus.
  6. 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.
  7. 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.
  8. Caner, Mehmet & Koehler-Geib, Fritzi & Vincelette, Gallina Andronova, 2009. "When do sudden stops really hurt?," Policy Research Working Paper Series 5021, The World Bank.
  9. Mehmet Caner & Tom Grennes, 2008. "Sovereign Wealth Funds: the Norwegian Experience," Working Paper Series 020, North Carolina State University, Department of Economics.
  10. Mehmet Caner, 2006. "A lasso type gmm estimator," Working Papers 210, University of Pittsburgh, Department of Economics, revised Jan 2006.
  11. Mehmet Caner & Dan Berkowitz & Ying Fang, 2006. "Are Nearly Exogenous Instruments Reliable?," Working Papers 207, University of Pittsburgh, Department of Economics, revised Jan 2006.
  12. Mehmet Caner, 2005. "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics 0509018, EconWPA.
  13. Erdem Basci & Mehmet Caner, 2005. "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test," International Finance 0512001, 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, 2005. "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics 0509016, EconWPA.
  16. 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.
  17. Mehmet Caner, 2005. "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics 0509019, EconWPA.
  18. Mehmet Caner, 2005. "M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data," Econometrics 0512009, EconWPA.
  19. Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, EconWPA.
  20. 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.
  21. mehmet caner, 2004. "Asymptotics of non-linear lasso type estimators," Econometric Society 2004 North American Winter Meetings 156, Econometric Society.
  22. 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.
  23. 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.
  24. Caner,M. & Hansen,B.E., 1998. "Threshold autoregression with a near unit root," Working papers 27, Wisconsin Madison - Social Systems.
  25. 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.
  26. Bruce E. Hansen & Mehmet Caner, 1997. "Threshold Autoregressions with a Unit Root," Boston College Working Papers in Economics 381, Boston College Department of Economics.

    RePEc:bil:bilpap:9819 is not listed on IDEAS
    RePEc:bil:bilpap:9912 is not listed on IDEAS
    RePEc:bil:bilpap:993 is not listed on IDEAS
    RePEc:bil:bilpap:9821 is not listed on IDEAS
    RePEc:bil:bilpap:9823 is not listed on IDEAS
  1. Caner, Mehmet, 2014. "Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics," Journal of Econometrics, Elsevier, vol. 182(2), pages 247-268.
  2. Mehmet Caner & Xu Han, 2014. "Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 359-374, July.
  3. Mehmet Caner & Hao Helen Zhang, 2014. "Adaptive Elastic Net for Generalized Methods of Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 30-47, January.
  4. Andres Riquelme & Daniel Berkowitz & Mehmet Caner, 2013. "Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction," Stata Journal, StataCorp LP, vol. 13(3), pages 528-546, September.
  5. Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2012. "The validity of instruments revisited," Journal of Econometrics, Elsevier, vol. 166(2), pages 255-266.
  6. Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, vol. 170(2), pages 422-441.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Mehmet Caner & Thomas Grennes, 2010. "Sovereign Wealth Funds: The Norwegian Experience," The World Economy, Wiley Blackwell, vol. 33(4), pages 597-614, 04.
  12. Mehmet Caner, 2010. "Testing, Estimation in GMM and CUE with Nearly-Weak Identification," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 330-363.
  13. 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.
  14. Caner, Mehmet, 2009. "Lasso-Type Gmm Estimator," Econometric Theory, Cambridge University Press, vol. 25(01), pages 270-290, February.
  15. Thomas Grenes & Mehmet Caner, 2009. "Le fonds souverain norvégien," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 125-131.
  16. Caner, Mehmet, 2008. "Nearly-singular design in GMM and generalized empirical likelihood estimators," Journal of Econometrics, Elsevier, vol. 144(2), pages 511-523, June.
  17. Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2008. "Are "Nearly Exogenous Instruments" reliable?," Economics Letters, Elsevier, vol. 101(1), pages 20-23, October.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Mehmet Caner & Bruce E. Hansen, 2001. "Threshold Autoregression with a Unit Root," Econometrica, Econometric Society, vol. 69(6), pages 1555-1596, November.
  25. 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.
  26. 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.
  27. Caner, Mehmet, 1998. "Tests for cointegration with infinite variance errors," Journal of Econometrics, Elsevier, vol. 86(1), pages 155-175, June.
  28. 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.
24 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 (17) 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 2013-12-29 2014-11-01. 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 Macroeconomics (1) 2009-09-05
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