Personal Details
First Name: Vadim
Middle Name:
Last Name: Marmer
Suffix:
RePEc Short-ID: pma398
Email:
Homepage:
http://www.econ.ubc.ca/vmarmer
Postal Address:
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Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2009.
"Supplement to "Comparison of Misspecified Calibrated Models","
Micro Theory Working Papers
vadim_marmer-2009-58, Microeconomics.ca Website, revised 02 Nov 2009.
[Downloadable!]
- Marmer, Vadim, 2009.
"Testing the null hypothesis of no regime switching with an application to GDP growth rates,"
Micro Theory Working Papers
vadim_marmer-2009-59, Microeconomics.ca Website, revised 03 Nov 2009.
[Downloadable!]
- Marmer, Vadim & Shneyerov, Artyom, 2009.
"Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions","
Micro Theory Working Papers
vadim_marmer-2009-61, Microeconomics.ca Website, revised 24 Nov 2009.
[Downloadable!]
- Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2008.
"Comparison of Misspecified Calibrated Models: The Minimum Distance Approach,"
Micro Theory Working Papers
vadim_marmer-2008-14, Microeconomics.ca Website, revised 02 Nov 2009.
[Downloadable!]
- Marmer, Vadim & Otsu, Taisuke, 2008.
"Optimal Comparison of Misspecified Moment Restriction Models,"
Micro Theory Working Papers
vadim_marmer-2008-13, Microeconomics.ca Website, revised 21 Aug 2009.
[Downloadable!]
Other versions: - Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007.
"What Model for Entry in First-Price Auctions? A Nonparametric Approach,"
Micro Theory Working Papers
marmer-07-11-22-02-26-44, Microeconomics.ca Website, revised 22 Nov 2007.
[Downloadable!]
- Marmer, Vadim & Shneyerov, Artyom, 2006.
"Quantile-Based Nonparametric Inference for First-Price Auctions,"
MPRA Paper
5899, University Library of Munich, Germany, revised 02 Mar 2006.
[Downloadable!]
Other versions: - Vadim Marmer, 2005.
"Nonlinearity, Nonstationarity and Spurious Forecasts,"
Econometrics
0503002, EconWPA, revised 15 Dec 2005.
[Downloadable!]
Other versions:
Published as: - Donald W.K. Andrews & Vadim Marmer, 2005.
"Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments,"
Cowles Foundation Discussion Papers
1501, Cowles Foundation, Yale University.
[Downloadable!]
Published as:
Articles
- Andrews, Donald W.K. & Marmer, Vadim, 2008.
"Exactly distribution-free inference in instrumental variables regression with possibly weak instruments,"
Journal of Econometrics,
Elsevier, vol. 142(1), pages 183-200, January.
[Downloadable!] (restricted)
Other versions: - Marmer, Vadim, 2008.
"Nonlinearity, nonstationarity, and spurious forecasts,"
Journal of Econometrics,
Elsevier, vol. 142(1), pages 1-27, January.
[Downloadable!] (restricted)
Other versions:
- Marmer, Vadim, 2009.
"Nonlinearity, Nonstationarity, and Spurious Forecasts,"
Micro Theory Working Papers
vadim_marmer-2009-60, Microeconomics.ca Website, revised 03 Nov 2009.
[Downloadable!]
- Vadim Marmer, 2005.
"Nonlinearity, Nonstationarity and Spurious Forecasts,"
Econometrics
0503002, EconWPA, revised 15 Dec 2005.
[Downloadable!]
- Marmer, Vadim & Shapiro, Dmitry & MacAvoy, Paul, 2007.
"Bottlenecks in regional markets for natural gas transmission services,"
Energy Economics,
Elsevier, vol. 29(1), pages 37-45, January.
[Downloadable!] (restricted)
- Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006.
"Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes,"
Journal of Econometrics,
Elsevier, vol. 133(2), pages 673-702, August.
[Downloadable!] (restricted)
Other versions:
NEP Fields
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-COM: Industrial Competition (1) 2007-12-01
- NEP-ECM: Econometrics (9) 2005-04-03 2005-04-16 2007-12-01 2008-01-26 2008-10-13 2008-10-21 2009-08-30 2009-11-14 2009-11-14 Author is listed
- NEP-ETS: Econometric Time Series (3) 2005-04-16 2009-11-14 2009-11-14 Author is listed
- NEP-FIN: Finance (1) 2005-04-16
- NEP-ORE: Operations Research (1) 2008-01-26
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This page was last updated on 2009-11-26.
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