E-LIB Suche - Ergebnisse für: Caner, Mehmet

1

Should Humans Lie to Machines? The Incentive Compatibility ..:

Caner, Mehmet ; Eliaz, Kfir
Journal of Business & Economic Statistics. , 2024

Link: https://doi.org/10.1080/..

2

Generalized linear models with structured sparsity estimato..:

Caner, Mehmet
Journal of Econometrics. 236 (2023) 2 - p. 105478 , 2023

Link: https://doi.org/10.1016/..

3

Sharpe Ratio analysis in high dimensions: Residual-based no..:

Caner, Mehmet ; Medeiros, Marcelo ; Vasconcelos, Gabriel F.R.
Journal of Econometrics. 235 (2023) 2 - p. 393-417 , 2023

Link: https://doi.org/10.1016/..

4

Partners in debt: An endogenous non-linear analysis of the ..:

Caner, Mehmet ; Fan, Qingliang ; Grennes, Thomas
International Review of Economics & Finance. 76 (2021) - p. 694-711 , 2021

Link: https://doi.org/10.1016/..

5

An upper bound for functions of estimators in high dimensio..:

Caner, Mehmet ; Han, Xu
Econometric Reviews. 40 (2020) 1 - p. 1-13 , 2020

Link: https://doi.org/10.1080/..

6

Inference in partially identified models with many moment i..:

Bugni, Federico A. ; Caner, Mehmet ; Bredahl Kock, Anders.
Journal of Statistical Planning and Inference. 206 (2020) - p. 211-248 , 2020

Link: https://doi.org/10.1016/..

7

A Nodewise Regression Approach to Estimating Large Portfoli..:

Callot, Laurent ; Caner, Mehmet ; Önder, A. Özlem.
Journal of Business & Economic Statistics. 39 (2019) 2 - p. 520-531 , 2019

Link: https://doi.org/10.1080/..

8

Asymptotically honest confidence regions for high dimension..:

Caner, Mehmet ; Kock, Anders Bredahl
Journal of Econometrics. 203 (2018) 1 - p. 143-168 , 2018

Link: https://doi.org/10.1016/..

9

Adaptive Elastic Net GMM Estimation With Many Invalid Momen..:

Caner, Mehmet ; Han, Xu ; Lee, Yoonseok
Journal of Business & Economic Statistics. 36 (2018) 1 - p. 24-46 , 2018

Link: https://www.jstor.org/st..

10

Sharp Threshold Detection Based on Sup-Norm Error Rates in ..:

Callot, Laurent ; Caner, Mehmet ; Kock, Anders Bredahl.
Journal of Business & Economic Statistics. 35 (2017) 2 - p. 250-264 , 2017

Link: https://doi.org/10.1080/..

11

Determining the number of factors with potentially strong w..:

Han, Xu ; Caner, Mehmet
Econometric Reviews. 36 (2017) 6-9 - p. 946-969 , 2017

Link: https://doi.org/10.1080/..

12

Sharp Threshold Detection Based on Sup-Norm Error Rates in ..:

Callot, Laurent ; Caner, Mehmet ; Kock, Anders Bredahl.
Journal of Business & Economic Statistics. 35 (2017) 2 - p. 250-264 , 2017

Link: https://www.jstor.org/st..

13

Adaptive Elastic Net GMM Estimation With Many Invalid Momen..:

Caner, Mehmet ; Han, Xu ; Lee, Yoonseok
Journal of Business & Economic Statistics. 36 (2017) 1 - p. 24-46 , 2017

Link: https://doi.org/10.1080/..

14

Moment and IV Selection Approaches: A Comparative Simulatio..:

Caner, Mehmet ; Maasoumi, Esfandiar ; Riquelme, Juan Andrés
Econometric Reviews. 35 (2015) 8-10 - p. 1562-1581 , 2015

Link: https://doi.org/10.1080/..

15

Oracle Inequalities for Convex Loss Functions with Nonlinea..:

Caner, Mehmet ; Kock, Anders Bredahl
Econometric Reviews. 35 (2015) 8-10 - p. 1377-1411 , 2015

Link: https://doi.org/10.1080/..