Modeling long cycles
Published in Journal of Econometrics, 2024
Kang, D.N., & Marmer, V. (2024). “Modeling long cycles.” Journal of Econometrics, 242,105751.
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Publications
Inference on individual treatment effects in nonseparable triangular models
Published in Journal of Econometrics, 2023
Ma, J., Marmer, V., & Yu, Z. (2023). “Inference on individual treatment effects in nonseparable triangular models.” Journal of Econometrics, 235, 2096-2124.
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Monotonicity-constrained nonparametric estimation and inference for first-price auctions
Published in Econometric Reviews, 2021
Ma, J., Marmer, V., Shneyerov, A., & Xu, P. (2021). “Monotonicity-constrained nonparametric estimation and inference for first-price auctions.” Econometric Reviews, 40, 944-982.
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Limit theorems for network dependent random variables
Published in Journal of Econometrics, 2021
Kojevnikov, D., Marmer, V., & Song, K. (2021). “Limit theorems for network dependent random variables.” Journal of Econometrics, 222, 882-908.
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Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator
Published in Journal of Econometrics, 2019
Ma, J., Marmer, V., & Shneyerov, A. (2019). “Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator.” Journal of Econometrics, 211, 507-538.
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On optimal inference in the linear IV model
Published in Quantitative Economics, 2019
Andrews, D.W.K., Marmer, V., & Yu, Z. (2019). “On optimal inference in the linear IV model.” Quantitative Economics, 10, 457-485.
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Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining
Published in Journal of Economic Dynamics and Control, 2018
Marmer, V., & Slade, M. (2018). “Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining.” Journal of Economic Dynamics and Control, 95, 233-254.
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Weak identification in fuzzy regression discontinuity designs
Published in Journal of Business & Economic Statistics, 2016
Feir, D., Lemieux, T., & Marmer, V. (2016). “Weak identification in fuzzy regression discontinuity designs.” Journal of Business & Economic Statistics, 32, 185-196.
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Limited participation in international business cycle models: A formal evaluation
Published in Journal of Economic Dynamics and Control, 2014
Gao, X., Hnatkovska, V., & Marmer, V. (2014). “Limited participation in international business cycle models: A formal evaluation.” Journal of Economic Dynamics and Control, 39, 255-272.
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What model for entry in first-price auctions? A nonparametric approach
Published in Journal of Econometrics, 2013
Marmer, V., Shneyerov, A., & Xu, P. (2013). “What model for entry in first-price auctions? A nonparametric approach.” Journal of Econometrics, 176, 46-58.
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Optimal comparison of misspecified moment restriction models under a chosen measure of fit
Published in Journal of Econometrics, 2012
Marmer, V., & Otsu, T. (2012). “Optimal comparison of misspecified moment restriction models under a chosen measure of fit”.” Journal of Econometrics, 170, 538-550.
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Comparison of misspecified calibrated models: The minimum distance approach
Published in Journal of Econometrics, 2012
Hnatkovska, V., Marmer, V., & Tang, Y. (2012). “Comparison of misspecified calibrated models: The minimum distance approachs.” Journal of Econometrics, 169, 131-138.
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Quantile-based nonparametric inference for first-price auctions
Published in Journal of Econometrics, 2012
Marmer, V., & Shneyerov, A. (2012). “Quantile-based nonparametric inference for first-price auctions.” Journal of Econometrics, 167, 345-357.
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Testing the null Hypothesis of No Regime Switching with an Application to GDP Growth Rates
Published in Empirical Economics, 2008
Marmer, V. (2008). “Testing the null hypothesis of no regime switching with an application to GDP growth rates.” Empirical Economics, 35, 101-122.
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Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments
Published in Journal of Econometrics, 2008
Andrews, D.W.K., & Marmer, V. (2008). “Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments.” Journal of Econometrics, 142, 183-200.
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Nonlinearity, Nonstationarity, and Spurious Forecasts
Published in Journal of Econometrics, 2008
Marmer, V. (2008). “Nonlinearity, nonstationarity, and spurious forecasts.” Journal of Econometrics, 142, 1-27.
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Bottlenecks in Regional Markets for Natural Gas Transmission Services
Published in Energy Economics, 2007
Marmer, V., Shapiro, D., & MacAvoy, P. (2007). “Bottlenecks in regional markets for natural gas transmission services.” Energy Economics, 29(1), 37-45.
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Published in Journal of Econometrics, 2006
Andrews, D. W., Lieberman, O., & Marmer, V. (2006). “Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes.” Journal of Econometrics, 133(2), 673-702.
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