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Published
Papers:
Marmer, V., A.
Shneyerov, and P. Xu:
What
Model for Entry in First-Price Auctions? A
Nonparametric Approach, Journal of Econometrics,
accepted 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:
Gao, X.,
V.
Hnatkovska, and V. Marmer: Limited
Participation in International Business Cycle Models:
A Formal Evaluation.
Marmer, V., D. Feir,
and T. Lemieux:
Weak
Identification
in
Fuzzy
Regression Discontinuity Designs.
Marmer,
V., and S. Sakata
: Instrumental
Variables
Estimation and Weak-Identification-Robust Inference
Based on a Conditional Quantile Restriction.
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