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Caner, Mehmet
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OLC EcoSci
ECONIS (ZBW)
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3
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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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2
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
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3
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
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4
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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5
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
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6
LASSO-TYPE GMM ESTIMATOR
Caner, Mehmet
- In:
Econometric theory
25
(
2009
)
1
,
pp. 270-290
Persistent link: https://www.econbiz.de/10008163713
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7
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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8
Are “Nearly Exogenous Instruments” reliable?
Berkowitz, Daniel
;
Caner, Mehmet
;
Fang, Ying
- In:
Economics letters
101
(
2008
)
1
,
pp. 20-23
Persistent link: https://www.econbiz.de/10008094789
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9
A Note on Least Absolute Deviation Estimation of a Threshold Model
Caner, Mehmet
- In:
Econometric theory
18
(
2002
)
3
,
pp. 800-814
Persistent link: https://www.econbiz.de/10006973964
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10
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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