Mehmet Caner
Title
Cited by
Cited by
Year
Threshold autoregression with a unit root
M Caner, BE Hansen
Econometrica 69 (6), 1555-1596, 2001
9692001
Instrumental variable estimation of a threshold model
M Caner, BE Hansen
Econometric Theory, 813-843, 2004
6122004
Finding the tipping point--when sovereign debt turns bad
M Caner, T Grennes, F Koehler-Geib
2892010
Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for the PPP debate
M Caner, L Kilian
Journal of International Money and Finance 20 (5), 639-657, 2001
2552001
Identifying and analyzing touchpoints for building a higher education brand
M Khanna, I Jacob, N Yadav
Journal of Marketing for Higher Education 24 (1), 122-143, 2014
169*2014
Lasso-type GMM estimator
M Caner
Econometric Theory, 270-290, 2009
1322009
The validity of instruments revisited
D Berkowitz, M Caner, Y Fang
Journal of Econometrics 166 (2), 255-266, 2012
802012
Time-varying betas help in asset pricing: the threshold CAPM
L Akdeniz, A Altay-Salih, M Caner
Studies in Nonlinear Dynamics and Econometrics 6 (4), 1-24, 2003
632003
A locally optimal seasonal unit-root test
M Caner
Journal of Business & Economic Statistics 16 (3), 349-356, 1998
571998
Are “nearly exogenous instruments” reliable?
D Berkowitz, M Caner, Y Fang
Economics Letters 101 (1), 20-23, 2008
522008
Adaptive elastic net for generalized methods of moments
M Caner, HH Zhang
Journal of Business & Economic Statistics 32 (1), 30-47, 2014
512014
Tests for cointegration with infinite variance errors
M Caner
Journal of Econometrics 86 (1), 155-175, 1998
501998
Sovereign wealth funds: The Norwegian experience
M Caner, T Grennes
World Economy 33 (4), 597-614, 2010
462010
Negotiating identity in late life: Diversity among Australian baby boomers
E Ozanne
Australian Social Work 62 (2), 132-154, 2009
452009
Selecting the correct number of factors in approximate factor models: The large panel case with group bridge estimators
M Caner, X Han
Journal of Business & Economic Statistics 32 (3), 359-374, 2014
422014
A note on least absolute deviation estimation of a threshold model
M Caner
Econometric Theory, 800-814, 2002
422002
Dynamics of inequalities in access to higher education: Bulgaria in a comparative perspective
P Ilieva-Trichkova, P Boyadjieva
European Journal of Higher Education 4 (2), 97-117, 2014
39*2014
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative lasso
M Caner, AB Kock
Journal of Econometrics 203 (1), 143-168, 2018
382018
Are real exchange rates nonlinear or nonstationary? Evidence from a new threshold unit root test
E Basci, M Caner
Studies in Nonlinear Dynamics & Econometrics 9 (4), 2005
382005
Testing, estimation in GMM and CUE with nearly-weak identification
M Caner
Econometric Reviews 29 (3), 330-363, 2009
322009
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