Similar Search Results - EconBiz

A New Paradigm : A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated

Caner, Mehmet; Morrill, Melinda Sandler - 2009

Currently, the commonly employed instrumental variables strategy relies on the knife-edge assumption of perfect exogeneity for valid inference. To make reliable inferences on the structural parameters under violations of exogeneity one must know the true correlation between the structural error...

Persistent link: https://www.econbiz.de/10014205574

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/10001230728

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

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/10001673462

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

Testing, estimation in GMM and cue with nearly-weak identification

Caner, Mehmet - In: Econometric reviews 29 (2010) 3, pp. 330-363

Persistent link: https://www.econbiz.de/10003965141

Exponential tilting with weak instruments : estimation and testing

Caner, Mehmet - In: Oxford bulletin of economics and statistics 72 (2010) 3, pp. 307-325

Persistent link: https://www.econbiz.de/10003968322

Pivotal structural change tests in linear simultaneous equations with weak identification

Caner, Mehmet - In: Econometric theory 27 (2011) 2, pp. 413-426

Persistent link: https://www.econbiz.de/10009310707

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

Analyzing unit root tests in finite samples using power profiles

Caner, Mehmet; Kilian, Lutz - 1998

Persistent link: https://www.econbiz.de/10000993764

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