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Forthcoming Conference:
The 27th Annual
Meeting of the Canadian Econometrics Study Group, Vancouver, October 21-23,
2010
Published Papers:
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 T. Otsu: Optimal Comparison
of Misspecified Moment Restriction Models.
Hnatkovska, V., V. Marmer, and
Y. Tang: Comparison of
Misspecified Calibrated Models: The Minimum Distance Approach. Supplement
Marmer, V., A. Shneyerov, and P. Xu: What Model for Entry in First-Price Auctions?
A Nonparametric Approach.
Marmer, V., and A. Shneyerov: Quantile-Based Nonparametric Inference for
First-Price Auctions. Supplement
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