Details about Vadim Marmer

Access statistics for papers by Vadim Marmer.

Last updated 2013-04-17. Update your information in the RePEc Author Service.

Short-id: pma398

Working Papers

2012

1. Limited Participation in International Business Cycle Models: A Formal Evaluation
   Micro Theory Working Papers, Microeconomics.ca Website

2011

2. Comparison of Misspecified Calibrated Models: The Minimum Distance Approach
   Micro Theory Working Papers, Microeconomics.ca Website View citations (8)
   See also Journal Article in Journal of Econometrics (2012)
3. Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction
   Micro Theory Working Papers, Microeconomics.ca Website
4. Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
   Micro Theory Working Papers, Microeconomics.ca Website
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (3)
   See also Journal Article in Journal of Econometrics (2012)
5. Supplement to "Comparison of Misspecified Calibrated Models"
   Micro Theory Working Papers, Microeconomics.ca Website View citations (4)
6. Supplement to "What Model for Entry in First-Price Auctions? A Nonparametric Approach"
   Micro Theory Working Papers, Microeconomics.ca Website
7. Weak Identification in Fuzzy Regression Discontinuity Designs
   Micro Theory Working Papers, Microeconomics.ca Website View citations (2)
8. What Model for Entry in First-Price Auctions? A Nonparametric Approach
   Micro Theory Working Papers, Microeconomics.ca Website View citations (13)

2010

9. Quantile-Based Nonparametric Inference for First-Price Auctions
   Micro Theory Working Papers, Microeconomics.ca Website View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (1)
   See also Journal Article in Journal of Econometrics (2012)
10. Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions"
    Micro Theory Working Papers, Microeconomics.ca Website

2009

11. Nonlinearity, Nonstationarity, and Spurious Forecasts
    Micro Theory Working Papers, Microeconomics.ca Website
    Also in Econometrics, EconWPA (2005) View citations (2)
    See also Journal Article in Journal of Econometrics (2008)
12. Testing the null hypothesis of no regime switching with an application to GDP growth rates
    Micro Theory Working Papers, Microeconomics.ca Website View citations (3)

2005

13. Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (11)
    See also Journal Article in Journal of Econometrics (2008)

Journal Articles

2012

1. Comparison of misspecified calibrated models: The minimum distance approach
   Journal of Econometrics, 2012, 169, (1), 131-138 View citations (5)
   See also Working Paper (2011)
2. Linear processes: properties and asymptotic results (in Russian)
   Quantile, 2012, (10), 33-56
3. Optimal comparison of misspecified moment restriction models under a chosen measure of fit
   Journal of Econometrics, 2012, 170, (2), 538-550 View citations (2)
   See also Working Paper (2011)
4. Quantile-based nonparametric inference for first-price auctions
   Journal of Econometrics, 2012, 167, (2), 345-357
   See also Working Paper (2010)

2008

5. Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
   Journal of Econometrics, 2008, 142, (1), 183-200 View citations (4)
   See also Working Paper (2005)
6. Nonlinearity, nonstationarity, and spurious forecasts
   Journal of Econometrics, 2008, 142, (1), 1-27 View citations (2)
   See also Working Paper (2009)

2007

7. Bottlenecks in regional markets for natural gas transmission services
   Energy Economics, 2007, 29, (1), 37-45 View citations (4)

2006

8. Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
   Journal of Econometrics, 2006, 133, (2), 673-702 View citations (6)