Mehmet Caner : Citation Profile

North Carolina State University

16

H index

22

i10 index

1642

Citations

RESEARCH PRODUCTION:

44

Articles

49

Papers

RESEARCH ACTIVITY:

   28 years (1997 - 2025). See details.
   Cites by year: 58
   Journals where Mehmet Caner has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 35 (2.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca228
   Updated: 2026-05-02    RAS profile: 2026-04-12    
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Relations with other researchers

Works with:

Medeiros, Marcelo (2)

Han, Xu (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 (34)

Boldea, Otilia (17)

de Paula, Aureo (17)

Rasul, Imran (15)

Shi, Zhentao (14)

shin, yongcheol (13)

Tan, Chih Ming (13)

Kapetanios, George (13)

Otero, Jesus (12)

Doko Tchatoka, Firmin (12)

Kourtellos, Andros (12)

Cites to:

Hansen, Bruce (21)

Smith, Richard (21)

Stock, James (20)

Rogoff, Kenneth (20)

Newey, Whitney (20)

Shleifer, Andrei (19)

Chernozhukov, Victor (17)

Fan, Jianqing (17)

Reinhart, Carmen (16)

Andrews, Donald (16)

Phillips, Peter (15)

Main data

Where Mehmet Caner has published?

Journals with more than one article published# docs
Journal of Econometrics11
Econometric Reviews6
Journal of Business & Economic Statistics6
Econometric Theory5
Studies in Nonlinear Dynamics & Econometrics3
International Econometric Review (IER)2
Revue d'Économie Financière2

Working Papers Series with more than one paper published# docs
Working Paper / Department of Economics, University of Pittsburgh7
Papers / arXiv.org6
Econometrics / University Library of Munich, Germany5
Working Papers / Department of Economics, Bilkent University5
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 (2026 and 2025)

YearTitle of citing document
2024The boosted HP filter is more general than you might think. (2024). Shi, Zhentao ; Phillips, Peter ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481.

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2025Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2025Robust Estimation and Inference for High-Dimensional Panel Data Models. (2025). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2405.07420.

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2024Double/Debiased CoCoLASSO of Treatment Effects with Mismeasured High-Dimensional Control Variables. (2024). Song, Suyong ; Kim, Geonwoo. In: Papers. RePEc:arx:papers:2408.14671.

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2026Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets. (2024). Yang, Yanrong ; Wu, Ruike ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2410.01826.

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2026High-dimensional censored MIDAS logistic regression for corporate survival forecasting. (2025). van Keilegom, Ingrid ; Striaukas, Jonas ; Beyhum, Jad ; Miao, Wei. In: Papers. RePEc:arx:papers:2502.09740.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2025A Practitioners Guide to AI+ML in Portfolio Investing. (2025). Qingliang, Mehmet Caner. In: Papers. RePEc:arx:papers:2509.25456.

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2025Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors. (2025). Tavlas, George S ; Gefang, Deborah ; Hall, Stephen G. In: Papers. RePEc:arx:papers:2510.22399.

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2025High-dimensional Penalized Linear IV Estimation & Inference using BRIDGE and Adaptive LASSO. (2025). Kelekidou, Eleftheria. In: Papers. RePEc:arx:papers:2512.00265.

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2025The Endogenous Constraint: Hysteresis, Stagflation, and the Structural Inhibition of Monetary Velocity in the Bitcoin Network (2016-2025). (2025). Soleimani, Hamoon. In: Papers. RePEc:arx:papers:2512.07886.

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2026A Blessing in Disguise: How DeFi Hacks Trigger Unintended Liquidity Injections into US Money Markets. (2026). Lin, Tingyi. In: Papers. RePEc:arx:papers:2601.08263.

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2026Testing the Exclusion Restriction in IV Models Using Non-Gaussianity: A LiNGAM-Based Approach. (2026). Delbianco, Fernando. In: Papers. RePEc:arx:papers:2603.13505.

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2025A monetary policy perspective of threshold effects in interest rates in the Euro-area.. (2025). Mamatzakis, Emmanuel ; Triantopoulos, C ; Staikouras, C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00320.

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2026Estimating cumulative input effects in annual crop production: A LASSO-based panel data approach from India. (2026). Takeshima, Hiroyuki ; Kishore, Avinash. In: Agricultural Systems. RePEc:eee:agisys:v:231:y:2026:i:c:s0308521x25002951.

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2025A score-based threshold effect test in time series models. (2025). Yang, Yaxing ; Deng, Yaping ; Wei, Shufang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:212:y:2025:i:c:s0167947325001124.

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2025Imported intermediate goods, intellectual property protection, and innovation in Chinese manufacturing firms. (2025). Tian, Jiayu ; Xie, Jie ; Dai, Zhaoqiong ; Wang, Quan ; Hu, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003171.

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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2025Quantile graphical models: Prediction and conditional independence with applications to systemic risk. (2025). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s030440762500154x.

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2025GMM Model Averaging Using Higher Order Approximations. (2025). Martins, Luis ; Gabriel, Vasco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:36:y:2025:i:c:p:37-54.

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2025Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case. (2025). Thomaidis, Nikolaos S ; Paschalidou, Eleftheria G. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008119.

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2025The credibility of environmental policy stringency: Implications for sustainability in OECD Countries. (2025). Tiwari, Aviral ; Silva, Emilson ; Poletti, Stephen ; Tao, Miaomiao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003160.

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2025Impact of green and energy efficiency policies on environmental sustainability: Evidence from dynamic panel threshold model. (2025). Rahman, Abdul ; Charfeddine, Lanouar. In: Energy Policy. RePEc:eee:enepol:v:202:y:2025:i:c:s0301421525000965.

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2025The resource hypothesis revisited: Analysing the OECD experience in energy sustainability. (2025). Kindzeka, Muhamadu Awal ; Ketchoua, Germain Stephane. In: Energy Policy. RePEc:eee:enepol:v:207:y:2025:i:c:s0301421525003374.

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2025Identifying roles of a cleaner energy consumption structure in industrial green transformation: A multi-dimensional perspective considering spatial spillovers and transmission mechanisms. (2025). Gao, Kang ; Zhao, XU ; Guo, Ziyu. In: Energy. RePEc:eee:energy:v:323:y:2025:i:c:s0360544225014185.

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2025The impact of the digital economy on energy productivity: An empirical analysis based on 30 provinces in China. (2025). Zhang, Jie ; Guan, Hongjun ; Wang, Jingyi. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225039337.

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2025How much debt is too much? Debt-growth dynamics in commodity-dependent and non-commodity-dependent developing economies. (2025). Padilla, Leon ; Herrera, Ronny Oswaldo ; Carrington, Sarah J. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000204.

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2025Optimal credit development regimes and impact of foreign capital flows. (2025). Babou, Franois Dassises. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001184.

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2025International financial integration, economic growth and threshold effects: some panel evidence for Europe. (2025). Caporale, Guglielmo Maria ; Sova, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001421.

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2025The asymmetric impact of fiscal decentralization on ecological footprint-accounting for methodological refinements and globalization facets. (2025). Choudhury, Atrayee ; Sahu, Sohini. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000495.

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2025Asymmetric threshold effects of economic growth on renewable energy in response to energy price fluctuations. (2025). Boulanouar, Zakaria ; ben Mahjoub, Lassaad ; Farid, Saqib ; Essid, Lobna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000143.

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2025The impact of the Federal Government debt on macroeconomic stability in the United States. (2025). Orlowski, Lucjan T. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:4:p:771-784.

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2025Moderating effect of credit growth for financial development on economic growth: Considering banking crises and endogeneity. (2025). Lee, Yen-Hsien ; Fang, Hao ; Chung, Chien-Ping. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925001024.

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2025The threshold impact of fiscal disaster relief expenditure on economic growth: Evidence from China. (2025). Gnahe, Franck Edouard. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:4:s1090944325000535.

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2025Informal economies and energy efficiency: Empirical evidence from African countries. (2025). Å Äasný, Milan ; Karimu, Amin ; Okwoche, Princewill. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:214:y:2025:i:c:s1364032125001911.

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2025FinTech and unemployment: New evidence on the role of labor market regulation. (2025). Ridhwan, Masagus M ; Trinugroho, Irwan ; Ahmad, Abd Halim ; Rusgianto, Sulistya ; Mohd, Siti Nurazira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003162.

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2026Carbon pricing and sovereign credit risk: A threshold analysis of policy design and economic structure for climate-fiscal resilience. (2026). Tian, Yixiang ; Huang, Huiling ; Ur, Haroon ; Daki, Chabi Marcellin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004532.

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2025Impact of institutions on the corruption-financial development nexus in Africa: non linearities and thresholds. (2025). Gandjon, Gislain Stphane ; Ndzana, Wendelin. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:391-411.

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2025A Uniformly Valid Test for Instrument Exogeneity. (2025). Gospodinov, Nikolay ; Dovonon, Prosper. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101963.

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2025Does a Migrant Relocation Program Aggravate Cropland Abandonment? A Case Study on Pingli County, China. (2025). Hou, Xianhui ; Liu, Jingming ; Zhou, Xin. In: Land. RePEc:gam:jlands:v:14:y:2025:i:3:p:518-:d:1603509.

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2025Impact of Green Finance on Renewable Energy Technology Innovation: Empirical Evidence from China. (2025). Shi, Xiaoyan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:2201-:d:1604570.

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2025Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w.

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2025The Heterogenous Threshold Effects of Public Debt on Economic Growth: Empirical Evidence from Developing Countries. (2025). Ali, Syed Sadaqat ; Dickinson, David ; Tao, Kunyu ; Wang, Chan ; Zhang, Liqing. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:1:d:10.1007_s11079-024-09756-7.

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2025A test for instrumental variable validity using a correlation restriction. (2025). Tursunalieva, Ainura ; Dzhumashev, Ratbek. In: Monash Economics Working Papers. RePEc:mos:moswps:2025-06.

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2025Assessing the financial interconnectedness between China and Russia: A dynamic approach. (2025). Vukovic, D ; Rogova, E ; Fefelov, D. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:110-137.

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2025Does renewable energy reduce energy intensity? A matter of income inequality. (2025). Wang, Qiang ; Yang, Zhuang ; Li, Rongrong. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04439-1.

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2025Government environmental attention and urban ecosystems metabolic efficiency: Does the digital economy matter. (2025). Miao, Jingyun ; Zeng, Weilin ; He, Xiangmin ; Yan, Shenrun. In: PLOS ONE. RePEc:plo:pone00:0332993.

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2025Debt Dynamics and Economic Growth. (2025). Idrees, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:125658.

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2026Le seuil de la dette publique en République Démocratique du Congo : contraintes conjoncturelles et impératif de soutenabilité pour le financement du développement. (2026). Muya, Jonathan K. In: MPRA Paper. RePEc:pra:mprapa:128137.

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2025ESG Resilience Amid Financial Distress: the Role of Board Gender Diversity in EU Firms. (2025). Dsouza, Suzan ; Erbas, Cansu Unver ; Ozekenci, Sreyya Yilmaz. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2025:y:2025:i:4:id:902:p:470-494.

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2026Estimation of the trade elasticities for the South African economy. (2026). Nyathi, Malibongwe ; Msomi, Simiso ; Hadebe, Ntokozo ; Kisten, Reuben Jerome. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:15:y:2026:i:1:p:89-100.

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2025A Note on the Relationship between Public and Private Investment in Brazil. (2025). Arruda, Elano Ferreira ; Rios, Joao Paulo. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:12:y:2025:i:2:p:1-9.

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2026Governance and inequality in Latin America: is there evidence of an institutional Kuznets curve?. (2026). Peaherrera, Mara Gabriela ; Martin-Mayoral, Fernando. In: Economics of Governance. RePEc:spr:ecogov:v:27:y:2026:i:1:d:10.1007_s10101-025-00344-0.

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2025Random change point model with an application to the potato’s contribution to population. (2025). Wu, Qiang ; Zhang, Xun ; Jiang, Qing ; Li, Meng ; Tong, Xingwei. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02700-1.

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2025Do the level of government debt and economic development matter in the impact of fiscal rules on fiscal performance? Evidence from the dynamic panel threshold model. (2025). Iyidogan, Pelin Varol ; Yelkesen, Oguzhan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:4:d:10.1007_s00181-025-02804-2.

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2025Does public indebtedness matter in the effect of public health expenditure on human longevity in Sub-Saharan Africa countries? Evidence from dynamic panel threshold regression. (2025). Boundioa, Jacques. In: Health Economics Review. RePEc:spr:hecrev:v:15:y:2025:i:1:d:10.1186_s13561-025-00673-0.

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2025Financial inclusion—entrepreneurship nexus: evidence from a threshold analysis. (2025). Aawaar, Godfred ; Poku, Kwasi ; Adusei, Michael ; Logogye, Louis. In: Journal of Business Economics. RePEc:spr:jbecon:v:95:y:2025:i:4:d:10.1007_s11573-024-01215-6.

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2025Innovative development financing amidst uncertainty: how can African countries leverage domestic resource mobilization?. (2025). Arogundade, Sodiq ; Bandele, Olayinka ; Ngarachu, Maria. In: Journal of Economic Structures. RePEc:spr:jecstr:v:14:y:2025:i:1:d:10.1186_s40008-025-00360-7.

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2025Exploring the Influence of Regional Knowledge Dynamics on the Competitiveness of Tourism in China’s Provinces. (2025). Wang, Kai ; Yan, BO ; Yang, Shaohua ; Jiang, Yanjun. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02010-y.

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2025Fiscal Consolidation and Debt Sustainability in Latin America and the Caribbean: Evidence from a Panel Threshold Logit Model. (2025). Gabsi, Foued Badr ; Mtibaa, Ameni. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:5:d:10.1007_s13132-024-02528-1.

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2026Foreign Direct Investment and Economic Growth in Arab Countries: Do Institutions, Financial Development, and Knowledge Economy Matter?. (2026). Saidi, Anis ; Haouas, Amine ; Nouaili, Makram ; Ochi, Anis. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:17:y:2026:i:2:d:10.1007_s13132-025-02794-7.

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2026Non-linear impact of trade openness on Arab Maghreb Union economic growth: Empirical evidence from the PSTAR approach. (2026). Bouattour, Mariem ; Helali, Kamel ; Kanoun, Salem. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:36:y:2026:i:1:d:10.1007_s00191-025-00925-6.

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2026Non-linearity Inflation-Growth relationship in Tunisia: application with threshold regression model. (2026). Helali, Kamel ; Kalai, Maha ; Ferhi, Afifa ; Becha, Hamdi. In: SN Business & Economics. RePEc:spr:snbeco:v:6:y:2026:i:3:d:10.1007_s43546-026-01073-0.

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2025Boosting GMM with Many Instruments When Some Are Invalid and/or Irrelevant. (2025). Lee, Tae-Hwy ; Hao, Hao. In: Working Papers. RePEc:ucr:wpaper:202504.

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2026Tensor Portfolios. (2026). Tu, Tianyan ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202601.

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2025The Debt-Growth Relationship in the Western Balkans, Developing Europe, and the Eurozone Economies: Testing for the Existence of a Tipping Point. (2025). Hajdar, Korbi ; Avdullah, Hoti. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:20:y:2025:i:2:p:149-164:n:1010.

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2024The boosted Hodrickâ€Prescott filter is more general than you might think. (2024). Phillips, Peter ; Mei, Ziwei ; Shi, Zhentao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1260-1281.

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2025Binary Response Model With Many Weak Instruments. (2025). Seong, Dakyung. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:214-230.

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2025Assessing Progress Toward SDG 7: A Threshold Analysis of Environmental Policy Stringency and Institutional Quality on Renewable Energy Consumption. (2025). Badmus, Jamiu ; Bisiriyu, Sodiq Olaide. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:6:p:7915-7933.

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2026Bridging Inequality and Energy Transition: Leveraging Natural Resource Rents to Achieve SDG 1, SDG 7, and SDG 10. (2026). Yang, Zhuang ; Wang, Qiang ; Li, Rongrong. In: Sustainable Development. RePEc:wly:sustdv:v:34:y:2026:i:2:p:2982-3014.

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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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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]		paper31
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: 31		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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2023Investigating Integration and Exchange Rate Pass-Through in World Maize Markets Using Inferential LASSO Methods In: 2022 Annual Meeting, July 31-August 2, Anaheim, California.
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2023Investigating Integration and Exchange Rate Pass-Through in World Maize Markets Using Inferential LASSO Methods In: 2023 Annual Meeting, July 23-25, Washington D.C..
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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]		paper5
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: 5		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.
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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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2003Time-Varying Betas Help in Asset Pricing: The Threshold CAPM In: Studies in Nonlinear Dynamics & Econometrics.
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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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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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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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2004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL In: Econometric Theory.
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2011PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION In: Econometric Theory.
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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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2013Are Nearly Exogenous Instruments Reliable?.(2013) In: Working Papers.
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2013Are Nearly “Exogenous Instruments†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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2005NEARLY SINGULAR DESIGN IN GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS.(2005) In: Econometrics.
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2014Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics In: Journal of Econometrics.
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2015Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso In: Journal of Econometrics.
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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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2018Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection.(2018) In: Journal of Business & Economic Statistics.
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2005Exponential Tilting With Weak Instruments In: Working Paper.
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2005Higher Order Expansions in GMM with Nearly Weak and Many Nearly Weak Instruments In: Working Paper.
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2005Nearly Singular design in gmm and generalized empirical likelihood estimators In: Working Paper.
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2006Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics In: Working 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 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 norvégien In: Revue d'Économie Financière.
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2009Performance and Transparency of the Norwegian Sovereign Wealth Fund In: Revue d'Économie Financière.
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1999Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work In: Computing in Economics and Finance 1999.
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2016Model Selection and Shrinkage: An Overview In: Econometric Reviews.
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2016Moment and IV Selection Approaches: A Comparative Simulation Study In: Econometric Reviews.
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2017Determining the number of factors with potentially strong within-block correlations in error terms In: Econometric Reviews.
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2014Adaptive Elastic Net for Generalized Methods of Moments In: Journal of Business & Economic Statistics.
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2014Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators In: Journal of Business & Economic Statistics.
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2021A Nodewise Regression Approach to Estimating Large Portfolios In: Journal of Business & Economic Statistics.
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2024Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators In: Journal of Business & Economic Statistics.
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2005Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics In: Econometrics.
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