Browsing All of EconStor by Author Caner, Mehmet
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
1999 | Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work | Caner, Mehmet; Kilian, Lutz |
2011 | A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics | Caner, Mehmet |
2015 | Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models | Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; Riquelme, Juan Andres |
2021 | Residual based nodewise regression in factor models with ultra-high dimensions: Analysis of mean-variance portfolio efficiency and estimation of out-of-sample and constrained maximum Sharpe ratios | Caner, Mehmet; Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R. |
2021 | A starting note: A historical perspective in Lasso | Caner, Mehmet |