Mehmet Caner : Citation Profile

Are you Mehmet Caner?

North Carolina State University

16

H index

19

i10 index

1523

Citations

RESEARCH PRODUCTION:

42

Articles

47

Papers

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 56
   Journals where Mehmet Caner has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 33 (2.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca228
   Updated: 2024-11-04    RAS profile: 2024-02-07    
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Relations with other researchers

Works with:

Han, Xu (2)

Medeiros, Marcelo (2)

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)

Boldea, Otilia (16)

Rasul, Imran (15)

Shi, Zhentao (14)

shin, yongcheol (13)

Tan, Chih Ming (13)

Kapetanios, George (13)

Pitarakis, Jean-Yves (12)

Otero, Jesus (12)

Doko Tchatoka, Firmin (12)

Cites to:

Smith, Richard (21)

Hansen, Bruce (21)

Stock, James (20)

Newey, Whitney (20)

Rogoff, Kenneth (20)

Shleifer, Andrei (19)

Chernozhukov, Victor (17)

Reinhart, Carmen (16)

Andrews, Donald (16)

Phillips, Peter (15)

Fan, Jianqing (15)

Main data

Where Mehmet Caner has published?

Journals with more than one article published# docs
Journal of Econometrics10
Econometric Reviews6
Econometric Theory5
Journal of Business & Economic Statistics5
Studies in Nonlinear Dynamics & Econometrics3
Revue d'Économie Financière2
International Econometric Review (IER)2

Working Papers Series with more than one paper published# docs
Working Paper / Department of Economics, University of Pittsburgh7
Papers / arXiv.org5
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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2024Binary 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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2024Testing 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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2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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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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2024Latent 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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2024Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2024A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2023). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

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2024RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction. (2024). Guo, Shengjie ; Wang, Yilun. In: Papers. RePEc:arx:papers:2403.02500.

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2024Robust Inference for High-Dimensional Panel Data Models. (2024). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Papers. RePEc:arx:papers:2405.07420.

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2023.

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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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2023Institutions and the financial development–economic growth nexus in subâ€ÂSaharan Africa. (2020). Ibrahim, Muazu ; Aluko, Olufemi A. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12163.

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2023.

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2023.

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2023.

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2024Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework. (2024). Amindavar, Hamidreza ; Nikseresht, Ali. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014332.

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2023Political turnover and firm innovation in China: The moderating role of innovation and entrepreneurship environment. (2023). Wu, Yanrui ; Zhang, YA ; Shi, Xing. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000714.

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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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2023The nonlinear impacts of aging labor and government health expenditures on productivity in ASEAN+3 economies. (2023). Maneejuk, Paravee ; Yamaka, Woraphon ; Dumrong, Pasinee ; Osathanunkul, Rossarin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:450-470.

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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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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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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646.

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2024Instrumental variable estimation with first-stage heterogeneity. (2024). Shen, Shu ; Gu, Jiaying ; Abadie, Alberto. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000702.

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2024GMM with Nearly-Weak Identification. (2024). Renault, Eric ; Antoine, Bertille. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:36-59.

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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–extraction 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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2023Global value chain participation and CO2 emissions: Does economic growth matter? New evidence from dynamic panel threshold regression. (2023). Ashraf, Sania. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006527.

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2023Asymmetric price transmission and impulse responses from U.S. crude oil to jet fuel and diesel markets. (2023). Qiu, Feng ; Luckert, Martin ; Zhang, Wenbei. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223018194.

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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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2024Does digital inclusive finance affect the credit risk of commercial banks?. (2024). Jiang, Ruishi ; Ruan, Jia. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001831.

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2024Shrinkage and thresholding approaches for expected utility portfolios: An analysis in terms of predictive ability. (2024). Jain, Shashi ; Dutta, Sumanjay. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004562.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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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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2024Real exchange rate and international reserves in the era of financial integration. (2024). Saadaoui, Jamel ; Ho, Sy-Hoa ; Uddin, Gazi Salah ; Toan, Luu Duc ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000019.

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2023AI revolution and coordination failure: Theory and evidence. (2023). Sunal, Sekin ; Durmaz, Tun ; Unveren, Burak. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000617.

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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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2024Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund. (2024). Eriksen, Sondre Hansen ; Lindset, Snorre ; Nguyen, Quynh Trang ; Skara, Marie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1120-1135.

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2024The labor market impact of inflation uncertainty: Evidence from Sub-Saharan Africa. (2024). Kassouri, Yacouba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1514-1528.

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2024The threshold effects of public debt on economic growth in MENA countries: Do energy endowments matter?. (2024). Mimouni, Karim ; Mrabet, Zouhair ; Alsamara, Mouyad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:458-470.

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2024Do green trade and technology-oriented trade affect economic cycles? Evidence from the Chinese provinces. (2024). Rahut, Dil ; Jose, Annmary ; Padhan, Hemachandra ; Liu, Shihua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001306.

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2024Estimating the relationship between ethnic inequality, conflict and voter turnout in Africa using geocoded data. (2024). Smyth, Russell ; Churchill, Sefa Awaworyi ; Ackermann, Klaus. In: World Development. RePEc:eee:wdevel:v:180:y:2024:i:c:s0305750x24001141.

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2023.

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2023.

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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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2024Impact of Green Infrastructure Investment on Urban Carbon Emissions in China. (2024). Pan, Lingying ; Sang, Jinhui. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2668-:d:1363078.

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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). Önder, A. Özlem ; 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 1999–2014. (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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2024How aging impacts environmental sustainability—insights from the effects of social consumption and labor supply. (2024). Li, Rongrong ; Wang, Qiang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02914-9.

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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 “too much finance�. (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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More than 100 citations found, this list is not complete...

Works by Mehmet Caner:

YearTitleTypeCited
2013Oracle Inequalities for Convex Loss Functions with Non-Linear Targets In: CREATES Research Papers.
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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.
[Full Text][Citation analysis]		paper27
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: 27		article
2015Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models In: CREATES Research Papers.
[Full Text][Citation analysis]		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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In: .
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2019New Evidence on Debt as an Obstacle to US Economic Growth In: Working Papers.
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2022Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models In: Papers.
[Full Text][Citation analysis]		paper4
2023Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 4		article
2020An Upper Bound for Functions of Estimators in High Dimensions In: Papers.
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2021An upper bound for functions of estimators in high dimensions.(2021) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 0		article
2021Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso In: Papers.
[Full Text][Citation analysis]		paper1
2021Generalized Linear Models with Structured Sparsity Estimators In: Papers.
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2023Generalized linear models with structured sparsity estimators.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 0		article
2024Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints In: Papers.
[Full Text][Citation analysis]		paper0
1998Threshold autoregression with a near unit root In: Working papers.
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