Mehmet Caner : Citation Profile


Are you Mehmet Caner?

North Carolina State University

16

H index

19

i10 index

1473

Citations

RESEARCH PRODUCTION:

35

Articles

34

Papers

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 58
   Journals where Mehmet Caner has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 23 (1.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca228
   Updated: 2024-01-16    RAS profile: 2022-03-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mehmet Caner.

Is cited by:

Stengos, Thanasis (33)

de Paula, Aureo (17)

Rasul, Imran (15)

Boldea, Otilia (14)

Shi, Zhentao (14)

shin, yongcheol (13)

Tan, Chih Ming (13)

Kapetanios, George (13)

Doko Tchatoka, Firmin (12)

Otero, Jesus (12)

Kourtellos, Andros (12)

Cites to:

Hansen, Bruce (20)

Rogoff, Kenneth (15)

Andrews, Donald (15)

Phillips, Peter (14)

Smith, Richard (13)

Newey, Whitney (13)

Chernozhukov, Victor (12)

Fan, Jianqing (12)

Stock, James (12)

Obstfeld, Maurice (10)

Shleifer, Andrei (10)

Main data


Where Mehmet Caner has published?


Journals with more than one article published# docs
Journal of Econometrics8
Econometric Reviews5
Journal of Business & Economic Statistics4
Econometric Theory4
Studies in Nonlinear Dynamics & Econometrics3
Revue d'…conomie FinanciŤre2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, Bilkent University5
Econometrics / University Library of Munich, Germany5
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University3
Policy Research Working Paper Series / The World Bank2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Mehmet Caner (2024 and 2023)


YearTitle of citing document
2023Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition. (2019). de Paula, Aureo ; Rasul, Imran ; Souza, Pedro. In: Papers. RePEc:arx:papers:1910.07452.

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2023Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

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2023Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388.

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2023Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2023Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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2023Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation. (2023). Jain, Shashi ; Dutta, Sumanjay. In: Papers. RePEc:arx:papers:2305.11298.

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2023Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2023A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2023). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

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2023.

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2023Green innovation and SO2 emissions: Dynamic threshold effect of human capital. (2023). Wu, Chao ; Salman, Muhammad ; Yan, Zheming ; Long, Xingle ; Wang, Qinglin ; Luo, Yusen. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:499-515.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023.

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2023How does corruption affect sustainable development? A threshold non-linear analysis. (2023). Sekkat, Khalid ; Nouira, Ridha ; Fhima, Fredj. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:505-523.

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2023Bond market development and infrastructure-gap reduction: The case of Sub-saharan Africa. (2023). Ojah, Kalu ; Mukoki, Paul ; Kodongo, Odongo. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000421.

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2023High dimensional semiparametric moment restriction models. (2023). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:320-345.

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2023High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183.

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2023Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42.

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2023Wild bootstrap inference for penalized quantile regression for longitudinal data. (2023). Parker, Thomas ; Lamarche, Carlos. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1799-1826.

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2023Social threshold regression. (2023). Sun, Yiguo ; Kourtellos, Andros ; Konstantinidi, Antri. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2057-2081.

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2023Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models. (2023). Medeiros, Marcelo ; Caner, Mehmet. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:393-417.

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2023Threshold regression with nonparametric sample splitting. (2023). Lee, Yoonseok ; Wang, Yulong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:816-842.

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2023Generalized linear models with structured sparsity estimators. (2023). Caner, Mehmet. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s030440762300194x.

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2023Oil dependence and entrepreneurship: Non-linear evidence. (2023). Ondoa, Henri Atangana ; Efogo, Franoise Okah ; Awoa, Paul Awoa. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001212.

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2023Public debt, Chinese loans and optimal exploration‚Äďextraction in Africa. (2023). Lim, King Yoong ; Chuku, Chuku ; Lang, Lin. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000142.

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2023Public debt - economic growth nexus in emerging and developing economies: Exploring nonlinearity. (2023). Rafi, O. P. C. Muhammed, ; Augustine, Blessy. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007164.

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2023Recent developments in exchange rate pass-through: What have we learned from uncertain times?. (2023). ben Ameur, Hachmi ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000062.

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2023The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099.

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2023Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development. (2023). Suleymanov, Elchin ; Hasanov, Fakhri J ; Taskin, Dilvin ; Aliyev, Ruslan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002313.

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2023Effects of credit and labor constraints on microenterprises and the unintended impact of changes in household endowments: Use of threshold estimation to detect heterogeneity. (2023). Lahiri, Bidisha ; Daramola, Richard. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:21-38.

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2023Dynamic and threshold effects of energy transition and environmental governance on green growth in COP26 framework. (2023). Afshan, Sahar ; Ozturk, Ilhan ; Sharif, Arshian ; Razzaq, Asif. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:179:y:2023:i:c:s1364032123001521.

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2023Does FDI bring knowledge externalities for host country firms to develop complex technologies? The catalytic role of overseas returnee clustering structures. (2023). Chen, Kaihua ; Guo, Rui ; Ning, Lutao. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:6:s0048733323000513.

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2023Non-Linear Nexus of Technological Innovation and Carbon Total Factor Productivity in China. (2023). Sun, Huaping ; Li, Liang ; Jin, Guangmin ; Zhao, Tianyu ; Xiu, Jing. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13811-:d:1241121.

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2023The Impact of COVID-19 and War in Ukraine on Energy Prices of Oil and Natural Gas. (2023). Wang, Xueqing ; Cong, Yingjia ; Xing, Xiufeng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14208-:d:1247832.

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2023Identifying network ties from panel data: theory and an application to tax competition. (2023). Rasul, Imran ; de Paula, Aureo ; Cl, Pedro. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp21/23.

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2023What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies. (2023). Stengos, Thanasis ; Liu, Renliang. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09669-3.

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2023Large portfolio optimisation approaches. (2023). √Ėnder, A. √Ėzlem ; Ulasan, Esra. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00322-3.

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2023The euro area sovereign debt crisis and the sovereign debt Laffer curve: a historic assessment for 1999‚Äď2014. (2023). Bhimjee, Diptes. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01637-7.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023Financial development and declining market dynamics: Another dark side of ‚Äútoo much finance‚ÄĚ?. (2023). Zhu, Xiaoyang. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02327-0.

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2023Variable selection in threshold model with a covariate-dependent threshold. (2023). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02340-3.

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2023The impacts of heterogeneous environmental regulations on green economic efficiency from the perspective of urbanization: a dynamic threshold analysis. (2023). Salman, Muhammad ; Wang, Guimei. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:9:d:10.1007_s10668-022-02443-y.

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2023Modeling inflation rate factors on present consumption price index in Ethiopia: threshold autoregressive models approach. (2023). Kebede, Belete ; Temesgen, Aboma ; Abebe, Alebachew. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00241-0.

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2023Smooth transition regression model relating inflation to economic growth in Tunisia. (2023). Kalai, Maha ; Becha, Hamdi ; Helali, Kamel. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00308-9.

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2023ESG performance, herding behavior and stock market returns: evidence from Europe. (2023). Floros, Christos ; Gavrilakis, Nektarios. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:1:d:10.1007_s12351-023-00745-1.

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2023Local-currency debt and currency internationalization dynamics: A nonlinear framework. (2023). Prat, Stephanie ; Lahet, Delphine. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:1:d:10.1007_s10290-022-00463-4.

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2023Debt management game and debt ceiling. (2023). Villeneuve, Stephane ; Rodosthenous, Neofytos ; Dammann, Felix. In: TSE Working Papers. RePEc:tse:wpaper:128069.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202307.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2023). Lee, Tae-Hwy ; Banafti, Saman. In: Working Papers. RePEc:ucr:wpaper:202308.

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2023Political Turnover and Firm Innovation in China: The Moderating Role of Innovation and Entrepreneurship Environment. (2023). Wu, Huaqing ; Zhang, YA ; Shi, Xing. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:23-08.

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2023Does economic openness matter in the impact of financial development on income inequality?. (2023). Hassan, Gazi M ; Holmes, Mark J ; Taherifar, Roya. In: Working Papers in Economics. RePEc:wai:econwp:23/04.

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2023.

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2023A dynamic analysis of the distribution of commodity futures and spot prices. (2023). Chavas, Jeanpaul ; Li, Jian. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:1:p:122-143.

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Works by Mehmet Caner:


YearTitleTypeCited
2013Oracle Inequalities for Convex Loss Functions with Non-Linear Targets In: CREATES Research Papers.
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paper1
2016Oracle Inequalities for Convex Loss Functions with Nonlinear Targets.(2016) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 1
article
2014Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso In: CREATES Research Papers.
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paper30
2018Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso.(2018) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 30
article
2015Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models In: CREATES Research Papers.
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paper2
2017Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models.(2017) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 2
article
2015Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2016Inference in partially identified models with many moment inequalities using Lasso In: CREATES Research Papers.
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paper4
2022Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models In: Papers.
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paper3
1998Threshold autoregression with a near unit root In: Working papers.
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paper20
1998Threshold Autoregressions with a Near Unit Root.(1998) In: Working Papers.
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paper
1998A Locally Optimal Seaosnal Unit-Root Test. In: Journal of Business & Economic Statistics.
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article16
1998Least Absolute Deviation Estimation of a Threshold Model In: Working Papers.
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paper0
1998A Direct test of the Emerging Consensus about Long-Run PPP In: Working Papers.
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paper0
1999Large Sample Theory for M-Estimators via Empirical Process Methods In: Working Papers.
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1999An Empirical Investigation of Time Varying Betas via Threshold Models In: Working Papers.
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paper0
2010Exponential Tilting with Weak Instruments: Estimation and Testing* In: Oxford Bulletin of Economics and Statistics.
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article9
2005Exponential Tilting with Weak Instruments: Estimation and Testing.(2005) In: Econometrics.
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paper
2010Sovereign Wealth Funds: The Norwegian Experience In: The World Economy.
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1997Threshold Autoregressions with a Unit Root In: Boston College Working Papers in Economics.
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paper414
2001Threshold Autoregression with a Unit Root.(2001) In: Econometrica.
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article
2011Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP vs. Institutions In: Global Economy Journal.
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2006Corrigendum to Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2003Time-Varying Betas Help in Asset Pricing: The Threshold CAPM In: Studies in Nonlinear Dynamics & Econometrics.
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article20
2005Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test In: Studies in Nonlinear Dynamics & Econometrics.
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article21
2005Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a new Threshold Unit Root Test.(2005) In: International Finance.
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2000Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate In: CEPR Discussion Papers.
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2001Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate.(2001) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 139
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1999Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate..(1999) In: Michigan - Center for Research on Economic & Social Theory.
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This paper has nother version. Agregated cites: 139
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1997Weak Convergence to a Matrix Stochastic Integral with Stable Processes In: Econometric Theory.
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article3
2002A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL In: Econometric Theory.
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article14
2004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL In: Econometric Theory.
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article346
2009LASSO-TYPE GMM ESTIMATOR In: Econometric Theory.
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article43
2004Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments In: Econometric Society 2004 North American Summer Meetings.
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2004Asymptotics of non-linear lasso type estimators In: Econometric Society 2004 North American Winter Meetings.
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2008Are Nearly Exogenous Instruments reliable? In: Economics Letters.
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2013Are Nearly Exogenous Instruments Reliable?.(2013) In: Working Papers.
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2013Are Nearly ‚ÄúExogenous Instruments‚ÄĚ Reliable?.(2013) In: Working Papers.
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2007Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases In: Journal of Econometrics.
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2005Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases.(2005) In: Econometrics.
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2008Nearly-singular design in GMM and generalized empirical likelihood estimators In: Journal of Econometrics.
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2005NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS.(2005) In: Econometrics.
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2012The validity of instruments revisited In: Journal of Econometrics.
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2013The Validity of Instruments Revisited.(2013) In: Working Papers.
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2012CUE with many weak instruments and nearly singular design In: Journal of Econometrics.
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article3
2014Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics In: Journal of Econometrics.
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article8
2015Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso In: Journal of Econometrics.
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1998Tests for cointegration with infinite variance errors In: Journal of Econometrics.
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article18
2011A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics In: International Econometric Review (IER).
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1998Analyzing Unit Root Tests in Finite Samples Using Power Profiles. In: Michigan - Center for Research on Economic & Social Theory.
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paper2
2015Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection In: Center for Policy Research Working Papers.
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2009A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated In: MPRA Paper.
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2009A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated.(2009) In: MPRA Paper.
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2009Le fonds souverain norv√ɬ©gien In: Revue d'√Čconomie Financi√®re.
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