Details about Vadim Marmer

Access statistics for papers by Vadim Marmer.

Last updated 2024-07-01. Update your information in the RePEc Author Service.

Short-id: pma398

Working Papers

2025

1. Managing Procurement Auction Failure: Bid Requirements or Reserve Prices
   Papers, arXiv.org

2023

2. Inference on Individual Treatment Effects in Nonseparable Triangular Models
   Papers, arXiv.org
   See also Journal Article Inference on individual treatment effects in nonseparable triangular models, Journal of Econometrics, Elsevier (2023) (2023)
3. Modeling Long Cycles
   Papers, arXiv.org
   Also in Economics working papers, Vancouver School of Economics (2020)
   See also Journal Article Modeling long cycles, Journal of Econometrics, Elsevier (2024) (2024)

2021

4. Limit Theorems for Network Dependent Random Variables
   Papers, arXiv.org View citations (17)
   See also Journal Article Limit theorems for network dependent random variables, Journal of Econometrics, Elsevier (2021) View citations (6) (2021)

2019

5. Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator
   Papers, arXiv.org View citations (6)
   Also in Microeconomics.ca working papers, Vancouver School of Economics (2019) View citations (5)
   See also Journal Article Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator, Journal of Econometrics, Elsevier (2019) View citations (5) (2019)
6. Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions
   Papers, arXiv.org View citations (1)
   See also Journal Article Monotonicity-constrained nonparametric estimation and inference for first-price auctions, Econometric Reviews, Taylor & Francis Journals (2021) View citations (3) (2021)

2018

7. Econometrics with Weak Instruments
   Microeconomics.ca working papers, Vancouver School of Economics
8. On Optimal Inference in the Linear IV Model
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
   See also Journal Article On optimal inference in the linear IV model, Quantitative Economics, Econometric Society (2019) View citations (12) (2019)

2017

9. A Note on Optimal Inference in the Linear IV Model
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
10. Identifying Collusion in English Auctions
    Microeconomics.ca working papers, Vancouver School of Economics View citations (9)

2016

11. Investment and Uncertainty With Time to Build: Evidence from U.S. Copper Mining
    Microeconomics.ca working papers, Vancouver School of Economics View citations (1)
    See also Journal Article Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (13) (2018)
12. Weak Identification in Fuzzy Regression Discontinuity Designs
    Microeconomics.ca working papers, Vancouver School of Economics View citations (47)
    See also Journal Article Weak Identification in Fuzzy Regression Discontinuity Designs, Journal of Business & Economic Statistics, Taylor & Francis Journals (2016) View citations (38) (2016)

2015

13. Efficient Inference in the Classical IV Regression Model with Weak Identification: Asymptotic Power Against Arbitrarily Large Deviations from the Null Hypothesis
    Microeconomics.ca working papers, Vancouver School of Economics
14. Supplement To "Weak Identification in Fuzzy Regression Discontinuity Designs"
    Microeconomics.ca working papers, Vancouver School of Economics View citations (7)

2013

15. Limited Participation in International Business Cycle Models: A Formal Evaluation
    Microeconomics.ca working papers, Vancouver School of Economics View citations (3)
    See also Journal Article Limited participation in international business cycle models: A formal evaluation, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (11) (2014)
16. Quantile-Based Nonparametric Inference for First-Price Auctions
    Microeconomics.ca working papers, Vancouver School of Economics
    Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (8)
    See also Journal Article Quantile-based nonparametric inference for first-price auctions, Journal of Econometrics, Elsevier (2012) View citations (26) (2012)
17. Supplement to “Limited Participation in International Business Cycle Models: A Formal Evaluationâ€Â
    Microeconomics.ca working papers, Vancouver School of Economics View citations (1)

2011

18. Comparison of Misspecified Calibrated Models: The Minimum Distance Approach
    Microeconomics.ca working papers, Vancouver School of Economics View citations (6)
    See also Journal Article Comparison of misspecified calibrated models: The minimum distance approach, Journal of Econometrics, Elsevier (2012) View citations (21) (2012)
19. Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction
    Microeconomics.ca working papers, Vancouver School of Economics View citations (2)
20. Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
    Microeconomics.ca working papers, Vancouver School of Economics
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (5)
    See also Journal Article Optimal comparison of misspecified moment restriction models under a chosen measure of fit, Journal of Econometrics, Elsevier (2012) View citations (11) (2012)
21. Supplement to "Comparison of Misspecified Calibrated Models"
    Microeconomics.ca working papers, Vancouver School of Economics View citations (9)
22. Supplement to "What Model for Entry in First-Price Auctions? A Nonparametric Approach"
    Microeconomics.ca working papers, Vancouver School of Economics View citations (4)
23. What Model for Entry in First-Price Auctions? A Nonparametric Approach
    Microeconomics.ca working papers, Vancouver School of Economics View citations (24)
    See also Journal Article What model for entry in first-price auctions? A nonparametric approach, Journal of Econometrics, Elsevier (2013) View citations (57) (2013)

2010

24. Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions"
    Microeconomics.ca working papers, Vancouver School of Economics View citations (1)

2009

25. Nonlinearity, Nonstationarity, and Spurious Forecasts
    Microeconomics.ca working papers, Vancouver School of Economics
    Also in Econometrics, University Library of Munich, Germany (2005) View citations (6)
    See also Journal Article Nonlinearity, nonstationarity, and spurious forecasts, Journal of Econometrics, Elsevier (2008) View citations (12) (2008)
26. Testing the null hypothesis of no regime switching with an application to GDP growth rates
    Microeconomics.ca working papers, Vancouver School of Economics View citations (4)
    See also Journal Article Testing the null hypothesis of no regime switching with an application to GDP growth rates, Empirical Economics, Springer (2008) View citations (5) (2008)

2005

27. 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 (12)
    See also Journal Article Exactly distribution-free inference in instrumental variables regression with possibly weak instruments, Journal of Econometrics, Elsevier (2008) View citations (22) (2008)

Journal Articles

2024

1. Modeling long cycles
   Journal of Econometrics, 2024, 242, (1)
   See also Working Paper Modeling Long Cycles, Papers (2023) (2023)

2023

2. Inference on individual treatment effects in nonseparable triangular models
   Journal of Econometrics, 2023, 235, (2), 2096-2124
   See also Working Paper Inference on Individual Treatment Effects in Nonseparable Triangular Models, Papers (2023) (2023)

2021

3. Limit theorems for network dependent random variables
   Journal of Econometrics, 2021, 222, (2), 882-908 View citations (6)
   See also Working Paper Limit Theorems for Network Dependent Random Variables, Papers (2021) View citations (17) (2021)
4. Monotonicity-constrained nonparametric estimation and inference for first-price auctions
   Econometric Reviews, 2021, 40, (10), 944-982 View citations (3)
   See also Working Paper Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions, Papers (2019) View citations (1) (2019)

2019

5. Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator
   Journal of Econometrics, 2019, 211, (2), 507-538 View citations (5)
   See also Working Paper Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator, Papers (2019) View citations (6) (2019)
6. On optimal inference in the linear IV model
   Quantitative Economics, 2019, 10, (2), 457-485 View citations (12)
   See also Working Paper On Optimal Inference in the Linear IV Model, Cowles Foundation Discussion Papers (2018) View citations (2) (2018)

2018

7. Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining
   Journal of Economic Dynamics and Control, 2018, 95, (C), 233-254 View citations (13)
   See also Working Paper Investment and Uncertainty With Time to Build: Evidence from U.S. Copper Mining, Microeconomics.ca working papers (2016) View citations (1) (2016)

2016

8. Weak Identification in Fuzzy Regression Discontinuity Designs
   Journal of Business & Economic Statistics, 2016, 34, (2), 185-196 View citations (38)
   See also Working Paper Weak Identification in Fuzzy Regression Discontinuity Designs, Microeconomics.ca working papers (2016) View citations (47) (2016)

2014

9. Limited participation in international business cycle models: A formal evaluation
   Journal of Economic Dynamics and Control, 2014, 39, (C), 255-272 View citations (11)
   See also Working Paper Limited Participation in International Business Cycle Models: A Formal Evaluation, Microeconomics.ca working papers (2013) View citations (3) (2013)

2013

10. What model for entry in first-price auctions? A nonparametric approach
    Journal of Econometrics, 2013, 176, (1), 46-58 View citations (57)
    See also Working Paper What Model for Entry in First-Price Auctions? A Nonparametric Approach, Microeconomics.ca working papers (2011) View citations (24) (2011)

2012

11. Comparison of misspecified calibrated models: The minimum distance approach
    Journal of Econometrics, 2012, 169, (1), 131-138 View citations (21)
    See also Working Paper Comparison of Misspecified Calibrated Models: The Minimum Distance Approach, Microeconomics.ca working papers (2011) View citations (6) (2011)
12. Linear processes: properties and asymptotic results (in Russian)
    Quantile, 2012, (10), 33-56
13. Optimal comparison of misspecified moment restriction models under a chosen measure of fit
    Journal of Econometrics, 2012, 170, (2), 538-550 View citations (11)
    See also Working Paper Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit, Microeconomics.ca working papers (2011) (2011)
14. Quantile-based nonparametric inference for first-price auctions
    Journal of Econometrics, 2012, 167, (2), 345-357 View citations (26)
    See also Working Paper Quantile-Based Nonparametric Inference for First-Price Auctions, Microeconomics.ca working papers (2013) (2013)

2008

15. Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
    Journal of Econometrics, 2008, 142, (1), 183-200 View citations (22)
    See also Working Paper Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments, Cowles Foundation Discussion Papers (2005) View citations (12) (2005)
16. Nonlinearity, nonstationarity, and spurious forecasts
    Journal of Econometrics, 2008, 142, (1), 1-27 View citations (12)
    See also Working Paper Nonlinearity, Nonstationarity, and Spurious Forecasts, Microeconomics.ca working papers (2009) (2009)
17. Testing the null hypothesis of no regime switching with an application to GDP growth rates
    Empirical Economics, 2008, 35, (1), 101-122 View citations (5)
    See also Working Paper Testing the null hypothesis of no regime switching with an application to GDP growth rates, Microeconomics.ca working papers (2009) View citations (4) (2009)

2007

18. Bottlenecks in regional markets for natural gas transmission services
    Energy Economics, 2007, 29, (1), 37-45 View citations (10)

2006

19. Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
    Journal of Econometrics, 2006, 133, (2), 673-702 View citations (20)

Books

2007

1. Natural Gas Networks Performance After Partial Deregulation:Five Quantitative Studies
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (1)

Chapters

2007

1. QUANTITATIVE STUDY NUMBER FIVE: REVISING THE MODEL OF GAS WELLHEAD PRICES AND QUANTITIES FOR PARTIAL DEREGULATION
   Chapter 6 in Natural Gas Networks Performance After Partial Deregulation Five Quantitative Studies, 2007, pp 173-204
2. QUANTITATIVE STUDY NUMBER ONE: REGIONAL MARKETS FOR GAS TRANSMISSION SERVICES
   Chapter 2 in Natural Gas Networks Performance After Partial Deregulation Five Quantitative Studies, 2007, pp 13-32