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Mehmet Caner

Global rank #1351 98%

Institution: North Carolina State University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1997

Most Recent: 2025

RePEc ID: pca228 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 5.19 0.00 0.00 10.39
Last 10 Years 0.00 7.37 0.00 0.00 14.75
All Time 0.00 20.11 12.07 0.00 52.62

Publication Statistics

Raw Publications 25
Coauthorship-Adjusted Count 32.98

Publications (25)

Year Article Journal Tier Authors
2025 Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio Journal of Econometrics A 2
2024 Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators Journal of Business & Economic Statistics A 2
2023 Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models Journal of Econometrics A 3
2023 Generalized linear models with structured sparsity estimators Journal of Econometrics A 1
2021 A Nodewise Regression Approach to Estimating Large Portfolios Journal of Business & Economic Statistics A 4
2018 Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso Journal of Econometrics A 2
2018 Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection Journal of Business & Economic Statistics A 3
2017 Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models Journal of Business & Economic Statistics A 4
2015 Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso Journal of Econometrics A 2
2014 Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics Journal of Econometrics A 1
2014 Adaptive Elastic Net for Generalized Methods of Moments Journal of Business & Economic Statistics A 2
2014 Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators Journal of Business & Economic Statistics A 2
2012 The validity of instruments revisited Journal of Econometrics A 3
2012 CUE with many weak instruments and nearly singular design Journal of Econometrics A 2
2011 PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION Econometric Theory B 1
2010 Exponential Tilting with Weak Instruments: Estimation and Testing* Oxford Bulletin of Economics and Statistics B 1
2009 LASSO-TYPE GMM ESTIMATOR Econometric Theory B 1
2008 Are "Nearly Exogenous Instruments" reliable? Economics Letters C 3
2008 Nearly-singular design in GMM and generalized empirical likelihood estimators Journal of Econometrics A 1
2007 Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases Journal of Econometrics A 1
2004 INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL Econometric Theory B 2
2002 A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL Econometric Theory B 1
2001 Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate Journal of International Money and Finance B 2
1998 Tests for cointegration with infinite variance errors Journal of Econometrics A 1
1997 Weak Convergence to a Matrix Stochastic Integral with Stable Processes Econometric Theory B 1