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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
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Lab 05: Many IVs
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Posts
Future Blog Post
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Blog Post number 4
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 3
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 2
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 1
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
portfolio
Portfolio item number 1
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publications
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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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talks
Talk 1 on Relevant Topic in Your Field
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This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!
Conference Proceeding talk 3 on Relevant Topic in Your Field
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This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Econ 327: Introduction to Empirical Methods
Undergraduate probability and statistics, UBC, 2015
Econometrics with Weak Instruments
Summer School, Lima School of Economics, Universidad de Piura, 2017
Econ 627: Econometric Theory II
PhD Econometrics, UBC, 2019
Machine Learning (Lasso)
Summer School, Lima School of Economics, Universidad de Piura, 2023
Econ 527: Econometric Methods
MA Econometrics, UBC, 2023
Econ 326: Methods of Empirical Research in Economics
Undergraduate course, UBC, 2026