Narrow search
Showing 1 - 10 of 27
Cover Image
SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Knight, Keith; Barnabani, M.; Caner, M.; Caner, M.; … - In: Econometric theory 24 (2008) 2, pp. 323-337
Persistent link: https://www.econbiz.de/10007912728
Cover Image
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
Caner, M.; Kilian, L. - In: Journal of international money and finance 20 (2001) 5, pp. 639-658
Persistent link: https://www.econbiz.de/10006899958
Cover Image
UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
Lütkepohl, Helmut; Rodrigues, Paulo M.M.; Balke, N.S.; … - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10007896797
Cover Image
ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
Jensen, Søren Tolver; Rahbek, Anders; Andrews, D.; … - In: Econometric theory 23 (2007) 4, pp. 761-766
Persistent link: https://www.econbiz.de/10007732413
Cover Image
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
Cover Image
A Locally Optimal Seasonal Unit-Root Test
Caner, Mehmet - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 349-356
Persistent link: https://www.econbiz.de/10008219118
Cover Image
Weak Convergence to a Matrix Stochastic Integral with Stable Processes
Caner, Mehmet - In: Econometric theory 13 (1997) 4, pp. 506-528
Persistent link: https://www.econbiz.de/10006997118
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/10007596841
Cover Image
Testing, Estimation in GMM and CUE with Nearly-Weak Identification
Caner, Mehmet - In: Econometric reviews 29 (2010) 3, pp. 330-364
Persistent link: https://www.econbiz.de/10008347425
Cover Image
LASSO-TYPE GMM ESTIMATOR
Caner, Mehmet - In: Econometric theory 25 (2009) 1, pp. 270-290
Persistent link: https://www.econbiz.de/10008163713