Vadim Marmer

发表

Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator

Jun Ma, Vadim Marmer, Artyom Shneyerov, 2019, Journal of Econometrics.

Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator

Jun Ma, Vadim Marmer, Artyom Shneyerov, 2016 .

What Model for Entry in First-Price Auctions? A Nonparametric Approach

Pai Xu, Artyom Shneyerov, Vadim Marmer, 2010 .

What Model for Entry in First-Price Auctions? A Nonparametric Approach

Vadim Marmer, Artyom Shneyerov, P. Xu, 2010 .

Weak Identification in Fuzzy Regression Discontinuity Designs

Thomas Lemieux, Vadim Marmer, T. Lemieux, 2016 .

Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit

Taisuke Otsu, Vadim Marmer, 2011 .

Optimal Comparison of Misspeci…ed Moment Restriction Models 1

Taisuke Otsu, Vadim Marmer, 2008 .

Optimal Comparison of Misspecified Moment Restriction Models

Taisuke Otsu, Vadim Marmer, 2008 .

Quantile-Based Nonparametric Inference for First-Price Auctions

Artyom Shneyerov, Vadim Marmer, Vadim Marmer, 2009 .

Identifying Collusion in English Auctions

Vadim Marmer, Artyom Shneyerov, U. Kaplan, 2016 .

Comparison of Misspecified Calibrated Models: The Minimum Distance Approach

Vadim Marmer, Yao Tang, Viktoria V. Hnatkovska, 2011 .

On Optimal Inference in the Linear IV Model

D. Andrews, Vadim Marmer, Zhengfei Yu, 2016, Quantitative Economics.

Efficient Inference in the Classical IV Regression Model with Weak Identification: Asymptotic Power Against Arbitrarily Large Deviations from the Null Hypothesis

Vadim Marmer, Zhengfei Yu, 2015 .

Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction

S. Sakata, Vadim Marmer, 2011 .

Regression Based on Conditional Quantile Restriction with Weak-Identification-Robust Inference

S. Sakata, Vadim Marmer, 2009 .

Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments

D. Andrews, Vadim Marmer, 2005 .

Investment and Uncertainty with Time to Build: Evidence from U.S. Copper Mining

M. Slade, Vadim Marmer, 2016 .

Supplement to 'Comparison of Misspecified Calibrated Models'

Vadim Marmer, Yao Tang, Viktoria V. Hnatkovska, 2011 .

Supplement To "Weak Identification in Fuzzy Regression Discontinuity Designs"

T. Lemieux, Vadim Marmer, D. Feir, 2015 .

Supplement to “ On optimal inference in the linear IV model ” : Online Supplementary Material

D. Andrews, Vadim Marmer, Zhengfei Yu, 2019 .

Econometrics with Weak Instruments : Consequences , Detection , and Solutions

Vadim Marmer, 2017 .

Inference on individual treatment effects in nonseparable triangular models

Jun Ma, Vadim Marmer, Zhengfei Yu, 2021, Journal of Econometrics.

Nonlinearity, Nonstationarity, and Spurious Forecasts

Vadim Marmer, Vadim Marmer, 2005 .

Testing the null hypothesis of no regime switching with an application to GDP growth rates

Vadim Marmer, 2008 .

Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining

M. Slade, Vadim Marmer, 2018, Journal of Economic Dynamics and Control.

Limited Participation in International Business Cycle Models: A Formal Evaluation

Vadim Marmer, Xiaodan Gao, Viktoria V. Hnatkovska, 2013 .

Modeling Long Cycles

Vadim Marmer, N. Kang, 2020, SSRN Electronic Journal.

Monotonicity-constrained nonparametric estimation and inference for first-price auctions

Jun Ma, Pai Xu, Artyom Shneyerov, 2019, Econometric Reviews.

Inference on Individual Treatment Eﬀects in Nonseparable Triangular Models in a nonseparable triangular model with a binary endogenous treatment variable and a binary instrument.

Jun Ma, Vadim Marmer, Zhengfei Yu, 2022 .

Limit theorems for network dependent random variables

Kyungchul Song, Vadim Marmer, Kyungchul Song, 2019, Journal of Econometrics.