Professor Caner's main field is econometrics, and he also has research interests in statistics and empirical international finance. He is currently associate editor of Journal of Econometrics, Journal of Business and Economics Statistics, Econometric Reviews, and Studies in Nonlinear Dynamics and Econometrics.
His recent research emphasized high dimensional econometrics, which specializes in big data related estimation, testing.
In his career so far he published over 30 articles. In Economics, his publications include Econometrica, Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, Journal of International Money and Finance, World Economy.
Caner is a Fellow of Journal of Econometrics, and received Multi-Scripsit Award from Econometric Theory. He received research awards at North Carolina State University, and University of Pittsburgh.