Narrow search
Showing 1 - 10 of 17
Cover Image
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
Cover Image
Generalized linear models with structured sparsity estimators
Caner, Mehmet - In: Journal of econometrics 236 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014365476
Cover Image
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
Cover Image
Nearly-singular design in GMM and generalized empirical likelihood estimators
Caner, Mehmet - In: Journal of econometrics 144 (2008) 2, pp. 511-523
Persistent link: https://www.econbiz.de/10003774699
Cover Image
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
Caner, Mehmet - In: Journal of econometrics 137 (2007) 1, pp. 28-67
Persistent link: https://www.econbiz.de/10003425500
Cover Image
The validity of instruments revisited
Berkowitz, Daniel M.; Caner, Mehmet; Fang, Ying - In: Journal of econometrics 166 (2012) 2, pp. 255-266
Persistent link: https://www.econbiz.de/10009511329
Cover Image
CUE with many weak instruments and nearly singular design
Caner, Mehmet; Yıldız, Neşe - In: Journal of econometrics 170 (2012) 2, pp. 422-441
Persistent link: https://www.econbiz.de/10009686787
Cover Image
Hybrid generalized empirical likelihood estimators : instrument selection with adaptive lasso
Caner, Mehmet; Fan, Qingliang - In: Journal of econometrics 187 (2015) 1, pp. 256-274
Persistent link: https://www.econbiz.de/10011498940
Cover Image
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Caner, Mehmet; Kock, Anders Bredahl - In: Journal of econometrics 203 (2018) 1, pp. 143-168
Persistent link: https://www.econbiz.de/10011974644
Cover Image
Oracle inequalities for high dimensional vector autoregressions
Kock, Anders Bredahl; Callot, Laurent - In: Journal of econometrics 186 (2015) 2, pp. 325-344
Persistent link: https://www.econbiz.de/10011349464