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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
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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
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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
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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
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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
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Tests for cointegration with infinite variance errors
Caner, Mehmet - In: Journal of econometrics 86 (1998) 1, pp. 155-176
Persistent link: https://www.econbiz.de/10006788944
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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/10007596841
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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/10008073019
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The validity of instruments revisited
Berkowitz, Daniel; Caner, Mehmet; Fang, Ying - In: Journal of econometrics 166 (2012) 2, pp. 255-267
Persistent link: https://www.econbiz.de/10009816471
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Editors’ introduction
Carrasco, Marine; Caner, Mehmet; Kitamura, Yuichi; … - In: Journal of econometrics 170 (2012) 2, pp. 251-256
Persistent link: https://www.econbiz.de/10010013513