| Threshold autoregression with a unit root M Caner, BE Hansen Econometrica 69 (6), 1555-1596, 2001 | 1119 | 2001 |
| Instrumental variable estimation of a threshold model M Caner, BE Hansen Econometric theory 20 (5), 813-843, 2004 | 984 | 2004 |
| Finding the tipping point-when sovereign debt turns bad M Caner, TJ Grennes, FFN Köhler-Geib Available at SSRN 1612407, 2010 | 486 | 2010 |
| Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate M Caner, L Kilian Journal of International Money and Finance 20 (5), 639-657, 2001 | 295 | 2001 |
| Lasso-type GMM estimator M Caner Econometric Theory 25 (1), 270-290, 2009 | 171 | 2009 |
| The validity of instruments revisited D Berkowitz, M Caner, Y Fang Journal of Econometrics 166 (2), 255-266, 2012 | 109 | 2012 |
| Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative lasso M Caner, AB Kock Journal of Econometrics 203 (1), 143-168, 2018 | 78 | 2018 |
| Time-varying betas help in asset pricing: the threshold CAPM L Akdeniz, A Altay-Salih, M Caner Studies in Nonlinear Dynamics & Econometrics 6 (4), 2003 | 75 | 2003 |
| Sovereign wealth funds: The Norwegian experience M Caner, T Grennes World Economy 33 (4), 597-614, 2010 | 73 | 2010 |
| Adaptive elastic net for generalized methods of moments M Caner, HH Zhang Journal of Business & Economic Statistics 32 (1), 30-47, 2014 | 70 | 2014 |
| A locally optimal seasonal unit-root test M Caner Journal of Business & Economic Statistics 16 (3), 349-356, 1998 | 66 | 1998 |
| Are “nearly exogenous instruments” reliable? D Berkowitz, M Caner, Y Fang Economics Letters 101 (1), 20-23, 2008 | 63 | 2008 |
| Tests for cointegration with infinite variance errors M Caner Journal of Econometrics 86 (1), 155-175, 1998 | 61 | 1998 |
| Selecting the correct number of factors in approximate factor models: The large panel case with group bridge estimators M Caner, X Han Journal of Business & Economic Statistics 32 (3), 359-374, 2014 | 59 | 2014 |
| A nodewise regression approach to estimating large portfolios L Callot, M Caner, AÖ Önder, E Ulaşan Journal of Business & Economic Statistics 39 (2), 520-531, 2021 | 51 | 2021 |
| A note on least absolute deviation estimation of a threshold model M Caner Econometric Theory 18 (3), 800-814, 2002 | 47 | 2002 |
| Adaptive elastic net GMM estimation with many invalid moment conditions: Simultaneous model and moment selection M Caner, X Han, Y Lee Journal of Business & Economic Statistics 36 (1), 24-46, 2018 | 46 | 2018 |
| Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso M Caner, Q Fan Journal of Econometrics 187 (1), 256-274, 2015 | 42 | 2015 |
| Are real exchange rates nonlinear or nonstationary? Evidence from a new threshold unit root test E Basci, M Caner Studies in Nonlinear Dynamics & Econometrics 9 (4), 2005 | 42 | 2005 |
| Testing, estimation in GMM and CUE with nearly-weak identification M Caner Econometric Reviews 29 (3), 330-363, 2009 | 40 | 2009 |
