Mehmet Caner
North Carolina State University
H-index: 22
North America-United States
Top articles of Mehmet Caner
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators | Journal of Business & Economic Statistics | Mehmet Caner Kfir Eliaz | 2024/2/6 |
Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints | arXiv preprint arXiv:2402.17523 | Mehmet Caner Qingliang Fan Yingying Li | 2024/2/27 |
Investigating Integration and Exchange Rate Pass-Through in World Maize Markets Using Post-LASSO Inference | Hongqiang Yan Barry K Goodwin Mehmet Caner | 2023/12/24 | |
Uniform Inference in High-Dimensional Threshold Regression Models | Hongqiang Yan M Caner | 2023/10/21 | |
Generalized linear models with structured sparsity estimators | Journal of Econometrics | Mehmet Caner | 2023/10/1 |
Sharpe ratio analysis in high dimensions: Residual-based nodewise regression in factor models | Journal of Econometrics | Mehmet Caner Marcelo Medeiros Gabriel FR Vasconcelos | 2023/8/1 |
Deep Learning with Non-Linear Factor Models: Adaptability and Avoidance of Curse of Dimensionality | arXiv preprint arXiv:2209.04512 | Mehmet Caner Maurizio Daniele | 2022/9/12 |
Deep Learning Based Residuals in Non-linear Factor Models: Precision Matrix Estimation of Returns with Low Signal-to-Noise Ratio | arXiv preprint arXiv:2209.04512 | Mehmet Caner Maurizio Daniele | 2022/9/9 |
A Starting Note: A Historical Perspective in Lasso | Mehmet Caner | 2021/3/9 | |
Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso | arXiv preprint arXiv:2101.01144 | Mehmet Caner Kfir Eliaz | 2021/1/4 |
An upper bound for functions of estimators in high dimensions | Econometric Reviews | Mehmet Caner Xu Han | 2021/1/2 |
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth | International Review of Economics & Finance | Mehmet Caner Qingliang Fan Thomas Grennes | 2021/11/1 |
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 … | Mehmet Caner Marcelo C Medeiros Gabriel FR Vasconcelos | 2021 | |
Non-manipulable machine learning: The incentive compatibility of lasso | Mehmet Caner Kfir Eliaz | 2021/4/4 | |
A nodewise regression approach to estimating large portfolios | Journal of Business & Economic Statistics | Laurent Callot Mehmet Caner A Özlem Önder Esra Ulaşan | 2021/3/20 |
Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice | Mehmet Caner Marcelo Medeiros Gabriel FR Vasconcelos | 2020/2/3 | |
Inference in partially identified models with many moment inequalities using Lasso | Journal of Statistical Planning and Inference | Federico A Bugni Mehmet Caner Anders Bredahl Kock Soumendra Lahiri | 2020/5/1 |
