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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Published in Journal of Econometrics, 2024
Kang, D.N., & Marmer, V. (2024). “Modeling long cycles.” Journal of Econometrics, 242,105751.
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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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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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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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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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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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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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Published in Journal of Business & Economic Statistics, 2016
Feir, D., Lemieux, T., & Marmer, V. (2016). “Weak identifiaction in fuzzy regression discontinuity designs.” Journal of Business & Economic Statistics, 32, 185-196 .
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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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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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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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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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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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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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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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Published in Journal of Econometrics, 2008
Marmer, V. (2008). “Nonlinearity, nonstationarity, and spurious forecasts.” Journal of Econometrics, 142, 1-27.
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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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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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