← All authors Mehmet Caner North Carolina State University (from arXiv:2507.04663, 2025) · ORCID · OpenAlex
52 papers in scope · 50 published · 3 on the econ.EM arXiv · 2,748 citations · h-index 20 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Mehmet Caner Agostino Capponi Mihailo Stojnic Maurizio Daniele Gabriel Vasconcelos Marcelo C. Medeiros Agostino Capponi Diego S. de Brito Rafael Alves Ruy M. Ribeiro Ali Habibnia Jalal Etesami Resat Gökhan Yutong Chao Ingrid Van Keilegom Christis Katsouris Wei Miao Jad Beyhum Jianqing Fan Jonas Striaukas Ricardo Masini Stephen Boyd Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 52)
A practitioner’s guide to AI+ML in portfolio investing
published 2026 · Econometric Reviews
Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints
published 2026 · Journal of the American Statistical Association · 1 citations
Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio
published 2025 · Journal of Econometrics · 2 citations · first circulated 2024
working paper 2025 · arXiv
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators
published 2024 · Journal of Business and Economic Statistics · 2 citations
published 2023 · Journal of Econometrics · 1 citations
published 2022 · Journal of Econometrics · 19 citations · first circulated 2020
A Starting Note: A Historical Perspective in Lasso
published 2021 · International Econometric Review · 2 citations
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth
published 2021 · International Review of Economics & Finance · 18 citations
working paper 2021 · arXiv
published 2020 · Econometric Reviews
Inference in partially identified models with many moment inequalities using Lasso
published 2019 · Journal of Statistical Planning and Inference · 4 citations · first circulated 2016
A Nodewise Regression Approach to Estimating Large Portfolios
published 2019 · Journal of Business and Economic Statistics · 45 citations · first circulated 2016
with Laurent Callot, A. Özlem Önder, Esra Ulaşan
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
published 2017 · Journal of Econometrics · 9 citations · first circulated 2014
Determining the number of factors with potentially strong within-block correlations in error terms
published 2017 · Econometric Reviews · 7 citations
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection
published 2015 · Journal of Business and Economic Statistics · 42 citations
Model Selection and Shrinkage: An Overview
published 2015 · Econometric Reviews · 1 citations
Moment and IV Selection Approaches: A Comparative Simulation Study
published 2015 · Econometric Reviews · 6 citations
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets
published 2015 · Econometric Reviews
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
published 2015 · Journal of Business and Economic Statistics · 12 citations
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso
published 2015 · Journal of Econometrics · 34 citations
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators
published 2014 · Journal of Business and Economic Statistics · 54 citations · first circulated 2013
Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
published 2014 · Journal of Econometrics · 28 citations · first circulated 2005
Adaptive Elastic Net for Generalized Methods of Moments
published 2013 · Journal of Business and Economic Statistics · 69 citations
with Hao Helen Zhang
Valid Tests when Instrumental Variables do not Perfectly Satisfy the Exclusion Restriction
published 2013 · The Stata Journal Promoting communications on statistics and Stata · 19 citations
with Andrés Riquelme, Daniel Berkowitz
An alternative to unit root tests: Bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
published 2012 · Journal of Statistical Planning and Inference · 37 citations · first circulated 2008
with Keith Knight
Editors’ introduction
published 2012 · Journal of Econometrics
CUE with many weak instruments and nearly singular design
published 2012 · Journal of Econometrics · 8 citations
with Neşe Yıldız
The validity of instruments revisited
published 2011 · Journal of Econometrics · 91 citations · first circulated 2008
with Daniel Berkowitz, Ying Fang
PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION
published 2010 · Econometric Theory · 3 citations · first circulated 2007
Exponential Tilting with Weak Instruments: Estimation and Testing
published 2010 · Oxford Bulletin of Economics and Statistics · 18 citations · first circulated 2005
Sovereign Wealth Funds: The Norwegian Experience
published 2010 · World Economy · 8 citations · first circulated 2008
with Thomas Grennes
Testing, Estimation in GMM and CUE with Nearly-Weak Identification
published 2009 · Econometric Reviews · 40 citations
LASSO-TYPE GMM ESTIMATOR
published 2009 · Econometric Theory · 150 citations
Le fonds souverain norvégien
published 2009 · Revue d économie financière
with Thomas Grennes
Nearly-singular design in GMM and generalized empirical likelihood estimators
published 2008 · Journal of Econometrics · 12 citations · first circulated 2005
Are “Nearly Exogenous Instruments” reliable?
published 2008 · Economics Letters · 49 citations · first circulated 2006
with Daniel Berkowitz, Ying Fang
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
published 2006 · Journal of Econometrics · 20 citations · first circulated 2005
Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test
published 2006 · Studies in Nonlinear Dynamics and Econometrics · 4 citations
with Erdem Başçı, Gawon Yoon
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test
published 2005 · Studies in Nonlinear Dynamics and Econometrics · 21 citations
with Erdem Başçı
M-estimators with non-standard rates of convergence and weakly dependent data
published 2004 · Journal of Statistical Planning and Inference · 4 citations
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
published 2004 · Econometric Theory · 760 citations
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
published 2003 · Studies in Nonlinear Dynamics and Econometrics · 45 citations
with Levent Akdeniz, Aslihan Altay-Salih
A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
published 2002 · Econometric Theory · 39 citations · first circulated 1998
Threshold Autoregression with a Unit Root
published 2001 · Econometrica · 716 citations · first circulated 1997
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
published 2001 · Journal of International Money and Finance · 237 citations · first circulated 1999
Tests for cointegration with infinite variance errors
published 1998 · Journal of Econometrics · 37 citations
A Locally Optimal Seasonal Unit-Root Test
published 1998 · Journal of Business and Economic Statistics · 39 citations
Weak Convergence to a Matrix Stochastic Integral with Stable Processes
published 1997 · Econometric Theory · 15 citations
A WIMS-Based Calculational Route for Pebble-Bed Fuel
published 1992 · Nuclear Science and Engineering · 5 citations
with M. Segev
Area analysis of underdetermined neutron resonance data
published 1980 · Annals of Nuclear Energy
A new formalism for (n, 2n) AND (n, 3n) cross-sections of heavy mass nuclei
published 1978 · Annals of Nuclear Energy · 15 citations
with M. Segev
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