logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
M

Mehmet Caner

North Carolina State University

24H指数
146论文数
3.6K被引数
收录论文 15
发表时间
logo
Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints高维投资组合分析：考虑跟踪误差与权重约束
errJournal of the American Statistical Association
IF3
err2026-03-01
err0
PREAI
errCaner, Mehmet; Fan, Qingliang
err分享
err收藏
Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio基于深度学习的非线性因子模型中的残差：低信噪比下收益率的精度矩阵估计
errJournal of Econometrics
IF4
err2025-08-19
err0
errOAAI
errMehmet Caner; Maurizio Daniele
err分享
err收藏
Generalized linear models with structured sparsity estimators
errJOURNAL OF ECONOMETRICS
IF4
err2023-10-01
err4
errOAAI
errCaner, Mehmet
err分享
err收藏
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.
err分享
err收藏
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
err分享
err收藏
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso混合广义经验似然估计: 使用自适应套索进行仪器选择
errJOURNAL OF ECONOMETRICS
IF4
err2015-07-01
err21
PREAI
errCaner, Mehmet; Fan, Qingliang
err分享
err收藏
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics广义经验似然估计中的近外生性和弱识别: 许多矩渐近性
errJOURNAL OF ECONOMETRICS
IF4
err2014-10-01
err8
PREAI
errCaner, Mehmet
err分享
err收藏
Valid tests when instrumental variables do not perfectly satisfy the exclusion restriction工具变量不能完全满足排除限制时的有效检验
errSTATA JOURNAL
IF2.4
err2013-09-01
err12
errOAAI
errRiquelme, Andres; Berkowitz, Daniel; Caner, Mehmet
err分享
err收藏
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
err分享
err收藏
CUE with many weak instruments and nearly singular design
errJOURNAL OF ECONOMETRICS
IF4
err2012-10-01
err3
PREAI
errCaner, Mehmet; Yildiz, Nese
err分享
err收藏
The validity of instruments revisited
errJOURNAL OF ECONOMETRICS
IF4
err2012-02-01
err47
PREAI
errBerkowitz, Daniel; Caner, Mehmet; Fang, Ying
err分享
err收藏
Nearly-singular design in GMM and generalized empirical likelihood estimators
errJOURNAL OF ECONOMETRICS
IF4
err2008-06-01
err9
PREAI
errCaner, Mehmet
err分享
err收藏
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
err分享
err收藏
Threshold autoregression with a unit root
errECONOMETRICA
IF7.1
err2001-11-01
err457
errOAAI
errCaner, M; Hansen, BE
err分享
err收藏
Tests for cointegration with infinite variance errors
errJOURNAL OF ECONOMETRICS
IF4
err1998-09-01
err27
PREAI
errCaner, M
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
B
Bruce E. Hansen
H 指数: 54 · 论文数: 157
É
Éric Renault
H 指数: 36 · 论文数: 182
D
Daniel Berkowitz
H 指数: 26 · 论文数: 168
M
Marcelo C. Medeiros
H 指数: 25 · 论文数: 182
Y
Yuichi Kitamura
H 指数: 24 · 论文数: 113
查看更多