Mehmet Caner

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Caner M, Han X. (2020) An Upper Bound for Functions of Estimators in High Dimensions Econometric Reviews. 1-13
Bugni FA, Caner M, Kock AB, et al. (2020) Inference in partially identified models with many moment inequalities using Lasso Journal of Statistical Planning and Inference. 206: 211-248
Callot L, Caner M, Önder AÖ, et al. (2019) A Nodewise Regression Approach to Estimating Large Portfolios Journal of Business & Economic Statistics. 1-12
Caner M, Han X, Lee Y. (2018) Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection Journal of Business & Economic Statistics. 36: 24-46
Han X, Caner M. (2017) Determining the number of factors with potentially strong within-block correlations in error terms Econometric Reviews. 36: 946-969
Callot L, Caner M, Kock AB, et al. (2017) Sharp Threshold Detection based on Sup-Norm Error Rates in High-Dimensional Models Journal of Business & Economic Statistics. 35: 250-264
Caner M, Kock AB. (2017) Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso Journal of Econometrics. 203: 143-168
Caner M, Maasoumi E, Riquelme JA. (2016) Moment and IV Selection Approaches: A Comparative Simulation Study Econometric Reviews. 35: 1562-1581
Caner M, Kock AB. (2016) Oracle Inequalities for Convex Loss Functions with Nonlinear Targets Econometric Reviews. 35: 1377-1411
Caner M, Medeiros MC. (2016) Model Selection and Shrinkage: An Overview Econometric Reviews. 35: 1343-1346