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Details about Vadim Marmer

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Homepage:https://economics.ubc.ca/faculty-and-staff/vadim-marmer/
Workplace:Vancouver School of Economics, University of British Columbia, (more information at EDIRC)

Access statistics for papers by Vadim Marmer.

Last updated 2022-02-08. Update your information in the RePEc Author Service.

Short-id: pma398


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Working Papers

2021

  1. Inference on Individual Treatment Effects in Nonseparable Triangular Models
    Papers, arXiv.org Downloads
  2. Limit Theorems for Network Dependent Random Variables
    Papers, arXiv.org Downloads View citations (6)
    See also Journal Article in Journal of Econometrics (2021)
  3. Modeling Long Cycles
    Papers, arXiv.org Downloads
    Also in Economics working papers, Vancouver School of Economics (2020) Downloads

2019

  1. Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator
    Papers, arXiv.org Downloads View citations (3)
    Also in Microeconomics.ca working papers, Vancouver School of Economics (2019) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2019)
  2. Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Econometric Reviews (2021)

2018

  1. Econometrics with Weak Instruments
    Microeconomics.ca working papers, Vancouver School of Economics Downloads
  2. On Optimal Inference in the Linear IV Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Quantitative Economics (2019)

2017

  1. A Note on Optimal Inference in the Linear IV Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  2. Identifying Collusion in English Auctions
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (6)

2016

  1. Investment and Uncertainty With Time to Build: Evidence from U.S. Copper Mining
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2018)
  2. Weak Identification in Fuzzy Regression Discontinuity Designs
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (41)
    See also Journal Article in Journal of Business & Economic Statistics (2016)

2015

  1. 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 Downloads
  2. Supplement To "Weak Identification in Fuzzy Regression Discontinuity Designs"
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (7)

2013

  1. Limited Participation in International Business Cycle Models: A Formal Evaluation
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  2. Quantile-Based Nonparametric Inference for First-Price Auctions
    Microeconomics.ca working papers, Vancouver School of Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2006) Downloads View citations (8)

    See also Journal Article in Journal of Econometrics (2012)
  3. Supplement to “Limited Participation in International Business Cycle Models: A Formal Evaluationâ€Â
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (1)

2011

  1. Comparison of Misspecified Calibrated Models: The Minimum Distance Approach
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (6)
    See also Journal Article in Journal of Econometrics (2012)
  2. Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (2)
  3. Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
    Microeconomics.ca working papers, Vancouver School of Economics Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) Downloads View citations (5)

    See also Journal Article in Journal of Econometrics (2012)
  4. Supplement to "Comparison of Misspecified Calibrated Models"
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (8)
  5. Supplement to "What Model for Entry in First-Price Auctions? A Nonparametric Approach"
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (3)
  6. What Model for Entry in First-Price Auctions? A Nonparametric Approach
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (23)
    See also Journal Article in Journal of Econometrics (2013)

2010

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

2009

  1. Nonlinearity, Nonstationarity, and Spurious Forecasts
    Microeconomics.ca working papers, Vancouver School of Economics Downloads
    Also in Econometrics, University Library of Munich, Germany (2005) Downloads View citations (6)

    See also Journal Article in Journal of Econometrics (2008)
  2. Testing the null hypothesis of no regime switching with an application to GDP growth rates
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (4)
    See also Journal Article in Empirical Economics (2008)

2005

  1. Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (12)
    See also Journal Article in Journal of Econometrics (2008)

Journal Articles

2021

  1. Limit theorems for network dependent random variables
    Journal of Econometrics, 2021, 222, (2), 882-908 Downloads View citations (2)
    See also Working Paper (2021)
  2. Monotonicity-constrained nonparametric estimation and inference for first-price auctions
    Econometric Reviews, 2021, 40, (10), 944-982 Downloads
    See also Working Paper (2019)

2019

  1. Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator
    Journal of Econometrics, 2019, 211, (2), 507-538 Downloads View citations (3)
    See also Working Paper (2019)
  2. On optimal inference in the linear IV model
    Quantitative Economics, 2019, 10, (2), 457-485 Downloads View citations (7)
    See also Working Paper (2018)

2018

  1. 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 Downloads View citations (9)
    See also Working Paper (2016)

2016

  1. Weak Identification in Fuzzy Regression Discontinuity Designs
    Journal of Business & Economic Statistics, 2016, 34, (2), 185-196 Downloads View citations (32)
    See also Working Paper (2016)

2014

  1. Limited participation in international business cycle models: A formal evaluation
    Journal of Economic Dynamics and Control, 2014, 39, (C), 255-272 Downloads View citations (2)
    See also Working Paper (2013)

2013

  1. What model for entry in first-price auctions? A nonparametric approach
    Journal of Econometrics, 2013, 176, (1), 46-58 Downloads View citations (49)
    See also Working Paper (2011)

2012

  1. Comparison of misspecified calibrated models: The minimum distance approach
    Journal of Econometrics, 2012, 169, (1), 131-138 Downloads View citations (20)
    See also Working Paper (2011)
  2. Linear processes: properties and asymptotic results (in Russian)
    Quantile, 2012, (10), 33-56 Downloads
  3. Optimal comparison of misspecified moment restriction models under a chosen measure of fit
    Journal of Econometrics, 2012, 170, (2), 538-550 Downloads View citations (7)
    See also Working Paper (2011)
  4. Quantile-based nonparametric inference for first-price auctions
    Journal of Econometrics, 2012, 167, (2), 345-357 Downloads View citations (19)
    See also Working Paper (2013)

2008

  1. Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
    Journal of Econometrics, 2008, 142, (1), 183-200 Downloads View citations (10)
    See also Working Paper (2005)
  2. Nonlinearity, nonstationarity, and spurious forecasts
    Journal of Econometrics, 2008, 142, (1), 1-27 Downloads View citations (11)
    See also Working Paper (2009)
  3. Testing the null hypothesis of no regime switching with an application to GDP growth rates
    Empirical Economics, 2008, 35, (1), 101-122 Downloads View citations (2)
    See also Working Paper (2009)

2007

  1. Bottlenecks in regional markets for natural gas transmission services
    Energy Economics, 2007, 29, (1), 37-45 Downloads View citations (9)

2006

  1. Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
    Journal of Econometrics, 2006, 133, (2), 673-702 Downloads View citations (15)

Books

2007

  1. Natural Gas Networks Performance After Partial Deregulation:Five Quantitative Studies
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads 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 Downloads
  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 Downloads
 
Page updated 2022-05-19