368 citations · 449 across the 18 of their papers we have counts for
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stat.ME2022★ 2 cited
Testing Granger Non-Causality in Panels with Cross-Sectional Dependencies
Lenon Minorics, Caner Turkmen, David Kernert +3
This paper proposes a new approach for testing Granger non-causality on panel data. Instead of aggregating panel member statistics, we aggregate their corresponding p-values and sh…
stat.ME2015
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models
Laurent Callot, Mehmet Caner, Anders Bredahl Kock +1
We propose a new estimator, the thresholded scaled Lasso, in high dimensional threshold regressions. First, we establish an upper bound on the estimation error of the…