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M

Mehmet Caner

North Carolina State University

24H-index
146Paper Count
3.6KCitation Count
Published Papers 15
Publication Date
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Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints
errJournal of the American Statistical Association
IF3
err2026-03-01
err0
PREAI
errCaner, Mehmet; Fan, Qingliang
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Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio
errJournal of Econometrics
IF4
err2025-08-19
err0
errOAAI
errMehmet Caner; Maurizio Daniele
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errSave
Generalized linear models with structured sparsity estimators
errJOURNAL OF ECONOMETRICS
IF4
err2023-10-01
err4
errOAAI
errCaner, Mehmet
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errSave
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err1
errOAAI
errCaner, Mehmet; Medeiros, Marcelo; Vasconcelos, Gabriel F. R.
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errSave
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
errJOURNAL OF ECONOMETRICS
IF4
err2018-03-01
err28
errOAAI
errCaner, Mehmet; Kock, Anders Bredahl
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errSave
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso
errJOURNAL OF ECONOMETRICS
IF4
err2015-07-01
err21
PREAI
errCaner, Mehmet; Fan, Qingliang
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errSave
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
errJOURNAL OF ECONOMETRICS
IF4
err2014-10-01
err8
PREAI
errCaner, Mehmet
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errSave
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction
errSTATA JOURNAL
IF2.4
err2013-09-01
err12
errOAAI
errRiquelme, Andres; Berkowitz, Daniel; Caner, Mehmet
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Thirtieth Anniversary of Generalized Method of Moments introduction
errJOURNAL OF ECONOMETRICS
IF4
err2012-10-01
err0
PREAI
errCarrasco, Marine; Caner, Mehmet; Kitamura, Yuichi; Renault, Eric
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errSave
CUE with many weak instruments and nearly singular design
errJOURNAL OF ECONOMETRICS
IF4
err2012-10-01
err3
PREAI
errCaner, Mehmet; Yildiz, Nese
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errSave
The validity of instruments revisited
errJOURNAL OF ECONOMETRICS
IF4
err2012-02-01
err47
PREAI
errBerkowitz, Daniel; Caner, Mehmet; Fang, Ying
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errSave
Nearly-singular design in GMM and generalized empirical likelihood estimators
errJOURNAL OF ECONOMETRICS
IF4
err2008-06-01
err9
PREAI
errCaner, Mehmet
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errSave
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
errJOURNAL OF ECONOMETRICS
IF4
err2007-03-01
err14
PREAI
errCaner, Mehmet
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errSave
Threshold autoregression with a unit root
errECONOMETRICA
IF7.1
err2001-11-01
err457
errOAAI
errCaner, M; Hansen, BE
errShare
errSave
Tests for cointegration with infinite variance errors
errJOURNAL OF ECONOMETRICS
IF4
err1998-09-01
err27
PREAI
errCaner, M
errShare
errSave

Research Directions

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Co-authors
Cooperation Journals
B
Bruce E. Hansen
H-index: 54 · Papers: 157
É
Éric Renault
H-index: 36 · Papers: 182
D
Daniel Berkowitz
H-index: 26 · Papers: 168
M
Marcelo C. Medeiros
H-index: 25 · Papers: 182
Y
Yuichi Kitamura
H-index: 24 · Papers: 113
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