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Mehmet Caner

Personal Details

First Name:Mehmet
Middle Name:
Last Name:Caner
Suffix:
RePEc Short-ID:pca228
[This author has chosen not to make the email address public]
Terminal Degree:1996 Economics Department; Brown University (from RePEc Genealogy)

Affiliation

Department of Economics
Poole College of Management
North Carolina State University

Raleigh, North Carolina (United States)
http://poole.ncsu.edu/index-exp.php/economics/economics
RePEc:edi:dencsus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mehmet Caner & Qingliang Fan & Yingying Li, 2024. "Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints," Papers 2402.17523, arXiv.org.
  2. Mehmet Caner, 2021. "Generalized Linear Models with Structured Sparsity Estimators," Papers 2104.14371, arXiv.org.
  3. Mehmet Caner & Kfir Eliaz, 2021. "Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso," Papers 2101.01144, arXiv.org, revised Sep 2021.
  4. Mehmet Caner & Xu Han, 2020. "An Upper Bound for Functions of Estimators in High Dimensions," Papers 2008.02636, arXiv.org.
  5. Mehmet Caner & Marcelo Medeiros & Gabriel Vasconcelos, 2020. "Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models," Papers 2002.01800, arXiv.org, revised Feb 2022.
  6. Grennes , Thomas & Caner, Mehmet & Fan, Michael, 2019. "New Evidence on Debt as an Obstacle to US Economic Growth," Working Papers 09997, George Mason University, Mercatus Center.
  7. Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016. "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers 2016-12, Department of Economics and Business Economics, Aarhus University.
  8. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models," CREATES Research Papers 2015-10, Department of Economics and Business Economics, Aarhus University.
  9. Yoonseok Lee & Mehmet Caner & Xu Han, 2015. "Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection," Center for Policy Research Working Papers 177, Center for Policy Research, Maxwell School, Syracuse University.
  10. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, Department of Economics and Business Economics, Aarhus University.
  11. Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, Department of Economics and Business Economics, Aarhus University.
  12. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013. "The Validity of Instruments Revisited," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  13. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013. "Are "Nearly Exogenous" Instruments Reliable?," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  14. Caner, Mehmet & Grennes,Thomas & Koehler-Geib, Fritzi, 2010. "Finding the tipping point -- when sovereign debt turns bad," Policy Research Working Paper Series 5391, The World Bank.
  15. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2009. "The Validity of Instruments Revisited," Working Paper 386, Department of Economics, University of Pittsburgh, revised Dec 2009.
  16. Caner, Mehmet & Morrill, Melinda, 2009. "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper 16790, University Library of Munich, Germany.
  17. Caner, Mehmet & Koehler-Geib, Fritzi & Vincelette, Gallina Andronova, 2009. "When do sudden stops really hurt?," Policy Research Working Paper Series 5021, The World Bank.
  18. Mehmet Caner & Tom Grennes, 2008. "Sovereign Wealth Funds: the Norwegian Experience," Working Paper Series 020, North Carolina State University, Department of Economics.
  19. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2006. "Are "Nearly Exogenous" Instruments Reliable?," Working Paper 219, Department of Economics, University of Pittsburgh, revised Jan 2006.
  20. Mehmet Caner & Dan Berkowitz & Ying Fang, 2006. "Are Nearly Exogenous Instruments Reliable?," Working Paper 207, Department of Economics, University of Pittsburgh, revised Jan 2006.
  21. Mehmet Caner, 2006. "Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics," Working Paper 212, Department of Economics, University of Pittsburgh, revised Jan 2006.
  22. Mehmet Caner, 2006. "A lasso type gmm estimator," Working Paper 210, Department of Economics, University of Pittsburgh, revised Jan 2006.
  23. Mehmet Caner, 2005. "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics 0509018, University Library of Munich, Germany.
  24. Mehmet Caner, 2005. "Exponential Tilting With Weak Instruments," Working Paper 208, Department of Economics, University of Pittsburgh, revised Jan 2005.
  25. Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, University Library of Munich, Germany.
  26. Mehmet Caner, 2005. "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Paper 211, Department of Economics, University of Pittsburgh, revised Jan 2005.
  27. Erdem Basci & Mehmet Caner, 2005. "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test," International Finance 0512001, University Library of Munich, Germany.
  28. Mehmet Caner, 2005. "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics 0509019, University Library of Munich, Germany.
  29. Mehmet Caner, 2005. "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics 0509016, University Library of Munich, Germany.
  30. Mehmet Caner, 2005. "Higher Order Expansions in GMM with Nearly Weak and Many Nearly Weak Instruments," Working Paper 209, Department of Economics, University of Pittsburgh, revised Jan 2005.
  31. Mehmet Caner, 2005. "M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data," Econometrics 0512009, University Library of Munich, Germany.
  32. Mehmet Caner, 2004. "Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments," Econometric Society 2004 North American Summer Meetings 128, Econometric Society.
  33. mehmet caner, 2004. "Asymptotics of non-linear lasso type estimators," Econometric Society 2004 North American Winter Meetings 156, Econometric Society.
  34. Kilian, Lutz & Caner, Mehmet, 2000. "Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate," CEPR Discussion Papers 2425, C.E.P.R. Discussion Papers.
  35. Mehmet Caner & Levent Akdeniz & A. Altay Salih, 1999. "An Empirical Investigation of Time Varying Betas via Threshold Models," Working Papers 9912, Department of Economics, Bilkent University.
  36. Mehmet Caner & Lutz Kilian, 1999. "Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work," Computing in Economics and Finance 1999 511, Society for Computational Economics.
  37. Mehmet Caner, 1999. "Large Sample Theory for M-Estimators via Empirical Process Methods," Working Papers 9903, Department of Economics, Bilkent University.
  38. Caner,M. & Hansen,B.E., 1998. "Threshold autoregression with a near unit root," Working papers 27, Wisconsin Madison - Social Systems.
  39. Mehmet Caner, 1998. "Least Absolute Deviation Estimation of a Threshold Model," Working Papers 9819, Department of Economics, Bilkent University.
  40. Kilian, L. & Caner, M., 1998. "Analyzing Unit Root Tests in Finite Samples Using Power Profiles," Papers 98-05, Michigan - Center for Research on Economic & Social Theory.
  41. Mehmet Caner & Lutz Kilian, 1998. "A Direct test of the Emerging Consensus about Long-Run PPP," Working Papers 9823, Department of Economics, Bilkent University.
  42. Bruce E. Hansen & Mehmet Caner, 1997. "Threshold Autoregressions with a Unit Root," Boston College Working Papers in Economics 381, Boston College Department of Economics.

    repec:ags:aaea22:335707 is not listed on IDEAS

Articles

  1. Caner, Mehmet & Medeiros, Marcelo & Vasconcelos, Gabriel F.R., 2023. "Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models," Journal of Econometrics, Elsevier, vol. 235(2), pages 393-417.
  2. Caner, Mehmet, 2023. "Generalized linear models with structured sparsity estimators," Journal of Econometrics, Elsevier, vol. 236(2).
  3. Mehmet Caner, 2021. "A Starting Note: A Historical Perspective in Lasso," International Econometric Review (IER), Econometric Research Association, vol. 13(1), pages 1-3, March.
  4. Caner, Mehmet & Fan, Qingliang & Grennes, Thomas, 2021. "Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 694-711.
  5. Laurent Callot & Mehmet Caner & A. Özlem Önder & Esra Ulaşan, 2021. "A Nodewise Regression Approach to Estimating Large Portfolios," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 520-531, March.
  6. Mehmet Caner & Xu Han, 2021. "An upper bound for functions of estimators in high dimensions," Econometric Reviews, Taylor & Francis Journals, vol. 40(1), pages 1-13, January.
  7. Mehmet Caner & Xu Han & Yoonseok Lee, 2018. "Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 24-46, January.
  8. Caner, Mehmet & Kock, Anders Bredahl, 2018. "Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso," Journal of Econometrics, Elsevier, vol. 203(1), pages 143-168.
  9. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017. "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 250-264, April.
  10. Xu Han & Mehmet Caner, 2017. "Determining the number of factors with potentially strong within-block correlations in error terms," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 946-969, October.
  11. Mehmet Caner & Anders Bredahl Kock, 2016. "Oracle Inequalities for Convex Loss Functions with Nonlinear Targets," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1377-1411, December.
  12. Mehmet Caner & Marcelo C. Medeiros, 2016. "Model Selection and Shrinkage: An Overview," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1343-1346, December.
  13. Mehmet Caner & Esfandiar Maasoumi & Juan Andrés Riquelme, 2016. "Moment and IV Selection Approaches: A Comparative Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1562-1581, December.
  14. Caner, Mehmet & Fan, Qingliang, 2015. "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, vol. 187(1), pages 256-274.
  15. Caner, Mehmet, 2014. "Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics," Journal of Econometrics, Elsevier, vol. 182(2), pages 247-268.
  16. Mehmet Caner & Xu Han, 2014. "Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 359-374, July.
  17. Mehmet Caner & Hao Helen Zhang, 2014. "Adaptive Elastic Net for Generalized Methods of Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 30-47, January.
  18. Andres Riquelme & Daniel Berkowitz & Mehmet Caner, 2013. "Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction," Stata Journal, StataCorp LP, vol. 13(3), pages 528-546, September.
  19. Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, vol. 170(2), pages 422-441.
  20. Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2012. "The validity of instruments revisited," Journal of Econometrics, Elsevier, vol. 166(2), pages 255-266.
  21. Mehmet Caner, 2011. "A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics," International Econometric Review (IER), Econometric Research Association, vol. 3(2), pages 13-21, September.
  22. Caner, Mehmet, 2011. "Pivotal Structural Change Tests In Linear Simultaneous Equations With Weak Identification," Econometric Theory, Cambridge University Press, vol. 27(2), pages 413-426, April.
  23. Caner Mehmet & Caner Turanay & Grennes Thomas J, 2011. "Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions," Global Economy Journal, De Gruyter, vol. 11(1), pages 1-34, March.
  24. Mehmet Caner, 2010. "Exponential Tilting with Weak Instruments: Estimation and Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(3), pages 307-325, June.
  25. Mehmet Caner, 2010. "Testing, Estimation in GMM and CUE with Nearly-Weak Identification," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 330-363.
  26. Mehmet Caner & Thomas Grennes, 2010. "Sovereign Wealth Funds: The Norwegian Experience," The World Economy, Wiley Blackwell, vol. 33(4), pages 597-614, April.
  27. Caner, Mehmet, 2009. "Lasso-Type Gmm Estimator," Econometric Theory, Cambridge University Press, vol. 25(1), pages 270-290, February.
  28. Mehmet Caner & Thomas Grenes, 2009. "Le fonds souverain norvégien," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 125-131.
  29. Mehmet Caner & Thomas Grennes, 2009. "Performance and Transparency of the Norwegian Sovereign Wealth Fund," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 119-125.
  30. Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2008. "Are "Nearly Exogenous Instruments" reliable?," Economics Letters, Elsevier, vol. 101(1), pages 20-23, October.
  31. Caner, Mehmet, 2008. "Nearly-singular design in GMM and generalized empirical likelihood estimators," Journal of Econometrics, Elsevier, vol. 144(2), pages 511-523, June.
  32. Caner, Mehmet, 2007. "Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases," Journal of Econometrics, Elsevier, vol. 137(1), pages 28-67, March.
  33. Basci Erdem & Caner Mehmet & Yoon Gawon, 2006. "Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(2), pages 1-6, May.
  34. Basci Erdem & Caner Mehmet, 2005. "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-21, December.
  35. Caner, Mehmet & Hansen, Bruce E., 2004. "Instrumental Variable Estimation Of A Threshold Model," Econometric Theory, Cambridge University Press, vol. 20(5), pages 813-843, October.
  36. Akdeniz Levent & Altay-Salih Aslihan & Caner Mehmet, 2003. "Time-Varying Betas Help in Asset Pricing: The Threshold CAPM," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(4), pages 1-18, March.
  37. Caner, Mehmet, 2002. "A Note On Least Absolute Deviation Estimation Of A Threshold Model," Econometric Theory, Cambridge University Press, vol. 18(3), pages 800-814, June.
  38. Caner, M. & Kilian, L., 2001. "Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 639-657, October.
  39. Mehmet Caner & Bruce E. Hansen, 2001. "Threshold Autoregression with a Unit Root," Econometrica, Econometric Society, vol. 69(6), pages 1555-1596, November.
  40. Caner, Mehmet, 1998. "Tests for cointegration with infinite variance errors," Journal of Econometrics, Elsevier, vol. 86(1), pages 155-175, June.
  41. Caner, Mehmet, 1998. "A Locally Optimal Seaosnal Unit-Root Test," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 349-356, July.
  42. Caner, Mehmet, 1997. "Weak Convergence to a Matrix Stochastic Integral with Stable Processes," Econometric Theory, Cambridge University Press, vol. 13(4), pages 506-528, February.

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This author is among the top 5% authors according to these criteria:
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Featured entries

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  1. Turkish Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (24) 1999-07-12 2004-10-30 2005-09-29 2005-09-29 2005-09-29 2005-09-29 2005-12-14 2006-10-14 2006-10-14 2006-10-14 2006-10-14 2006-10-14 2006-10-14 2009-08-22 2009-10-10 2010-01-16 2013-12-29 2014-11-01 2015-04-25 2015-05-02 2016-05-28 2020-02-10 2021-02-01 2021-05-03. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 1999-07-12 2004-10-30 2005-12-14
  3. NEP-CMP: Computational Economics (1) 2021-02-01
  4. NEP-DEV: Development (1) 2009-09-05
  5. NEP-FMK: Financial Markets (1) 2020-02-10
  6. NEP-IFN: International Finance (1) 2005-12-14
  7. NEP-MIC: Microeconomics (1) 2009-08-22
  8. NEP-OPM: Open Economy Macroeconomics (1) 2009-09-05
  9. NEP-RMG: Risk Management (1) 2020-02-10

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