Vadim Marmer

UBC Department of

UBC Vancouver School of Economics


Vadim Marmer


Vadim Marmer
Associate Professor

E-mail: or

Office Address:
  Buchanan Tower 1016

Phone: (604) 822-8217
Fax: (604) 822-5915

Mailing Address:
  Vancouver School of Economics
  University of British Columbia
  997 - 1873 East Mall
  Vancouver, BC
  V6T 1Z1, Canada

Research Interests: Econometrics



Published Papers:


Feir D., T. Lemieux, and V. Marmer (2015): Weak Identification in Fuzzy Regression Discontinuity Designs, Journal of Business & Economic Statistics, accepted.  Supplement

Gao, X., V. Hnatkovska, and V. Marmer (2014): Limited Participation in International Business Cycle Models: A Formal Evaluation, Journal of Economic Dynamics and Control, 39, 255-272. Supplement

Marmer, V., A. Shneyerov, and P. Xu (2013): What Model for Entry in First-Price Auctions? A Nonparametric Approach, Journal of Econometrics, 176(1), 46-58.  Supplement

Marmer, V., and T. Otsu (2012): Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit, Journal of Econometrics, 170(2), 538-550.

Hnatkovska, V., V. Marmer, and Y. Tang (2012): Comparison of Misspecified Calibrated Models: The Minimum Distance Approach,  Journal of Econometrics, 169(1), 131-138. Supplement


Marmer, V., and A. Shneyerov (2012): Quantile-Based Nonparametric Inference for First-Price Auctions, Journal of Econometrics, 167(2), 345-357. MATLAB codes  Supplement  Working paper version with corrected typos

Andrews, D. W. K., and V. Marmer (2008): Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments, Journal of Econometrics, 142(1), 183-200.


Marmer, V. (2008): Nonlinearity, Nonstationarity, and Spurious Forecasts, Journal of Econometrics, 142(1), 1-27.


Marmer, V. (2008): Testing the Null of No Regime Switching with Application to GDP Growth Rates, Empirical Economics, 35(1), 101-122.


Marmer, V., D. Shapiro, and P. W. MacAvoy (2007): Bottlenecks in Regional Markets for Natural Gas Transmission Services, Energy Economics, 29(1), 37-45.


Andrews, D. W. K., O. Lieberman, and V. Marmer (2006): Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes, Journal of Econometrics, 133(2), 673-702.


Working Papers:

Marmer, V., and Z. Yu : Efficient Inference in the Classical IV Regression Model with Weak Identification: Asymptotic Power Against Arbitrarily Large Deviations from the Null Hypothesis.

Marmer, V., and S. Sakata : Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction.