Vadim Marmer

University of British Columbia (UBC) - Vancouver School of Economics

6000 Iona Dr

Vancouver, BC V6T 1L4

Canada

SCHOLARLY PAPERS

17

DOWNLOADS

976

SSRN CITATIONS
Rank 18,864

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Top 18,864

in Total Papers Citations

34

CROSSREF CITATIONS

22

Scholarly Papers (17)

1.

Natural Gas Networks Performance after Partial Deregulation: Five Quantitative Studies

World Scientific Series on Energy and Resource Economics, Vol. 5, 2007
Number of pages: 219 Posted: 05 Jan 2009
Yale School of Management (Deceased), University of British Columbia (UBC) - Vancouver School of Economics, Cornerstone Research - New York Office and Department of Economics, Seoul National University
Downloads 219 (178,307)

Abstract:

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2.

Weak Identification in Fuzzy Regression Discontinuity Designs

Number of pages: 66 Posted: 16 May 2010 Last Revised: 18 Apr 2016
Donna Feir, Thomas Lemieux and Vadim Marmer
University of British Columbia (UBC) - Department of Economics, University of British Columbia (UBC) - Department of Economics and University of British Columbia (UBC) - Vancouver School of Economics
Downloads 149 (249,696)
Citation 10

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Nonparametric inference; treatment effect; size distortions; Anderson-Rubin test; robust confidence set; class size effect

3.

Identifying Collusion in English Auctions

Number of pages: 49 Posted: 29 Feb 2016 Last Revised: 09 Jul 2017
Vadim Marmer, Artyom A. Shneyerov and Uma Kaplan
University of British Columbia (UBC) - Vancouver School of Economics, University of British Columbia (UBC) - Department of Economics and Concordia University, Quebec
Downloads 132 (274,797)
Citation 3

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English auctions, identification, collusion, nonparametric estimation

4.

What Model for Entry in First-Price Auctions? A Nonparametric Approach

Number of pages: 56 Posted: 22 Jun 2010 Last Revised: 22 Feb 2011
Vadim Marmer, Artyom A. Shneyerov and Pai Xu
University of British Columbia (UBC) - Vancouver School of Economics, University of British Columbia (UBC) - Department of Economics and The University of Hong Kong
Downloads 57 (458,662)
Citation 30

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First-price auctions, models of entry, selective entry, selection effect, nonparametric estimation, quantiles

5.

Investment and Uncertainty with Time to Build: Evidence from U.S. Copper Mining

Number of pages: 69 Posted: 28 Dec 2016
Vadim Marmer and Margaret E. Slade
University of British Columbia (UBC) - Vancouver School of Economics and University of Warwick - Department of Economics
Downloads 55 (466,121)
Citation 2

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Investment, Uncertainty, Real options, Copper mining, Exhaustible resources

6.

Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator

Number of pages: 61 Posted: 11 Mar 2016 Last Revised: 17 Mar 2016
Jun Ma, Vadim Marmer and Artyom A. Shneyerov
Renmin University of China, University of British Columbia (UBC) - Vancouver School of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 52 (477,871)
Citation 1

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Asymptotic Normality, First-Price Auctions, Independent Private Values, Two-Step Nonparametric Inference

7.

Limited Participation in International Business Cycle Models: A Formal Evaluation

Number of pages: 44 Posted: 25 Jan 2012 Last Revised: 22 Dec 2013
National University of Singapore, University of British Columbia (UBC) - Department of Economics and University of British Columbia (UBC) - Vancouver School of Economics
Downloads 52 (477,871)
Citation 4

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international business cycles, incomplete markets, limited asset market participation

8.

Quantile-Based Nonparametric Inference for First-Price Auctions

Number of pages: 53 Posted: 28 Nov 2009 Last Revised: 22 Mar 2010
Vadim Marmer and Artyom A. Shneyerov
University of British Columbia (UBC) - Vancouver School of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 45 (507,691)
Citation 7

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First-price auctions, independent private values, nonparametric estimation, kernel estimation, quantiles, optimal reserve price, bootstrap

9.

A Note on Optimal Inference in the Linear IV Model

Cowles Foundation Discussion Paper No. 2073
Number of pages: 100 Posted: 03 Feb 2017
Donald W. K. Andrews, Vadim Marmer and Zhengfei Yu
Yale University - Cowles Foundation, University of British Columbia (UBC) - Vancouver School of Economics and University of Tsukuba
Downloads 37 (545,961)
Citation 1

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Conditional likelihood ratio test, Con…dence interval, Infi…nite length, Linear instrumental variables, Optimal test, Weighted average power, Similar test

10.

Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit

Cowles Foundation Discussion Paper No. 1724
Number of pages: 36 Posted: 26 Aug 2009 Last Revised: 27 Jul 2011
Vadim Marmer and Taisuke Otsu
University of British Columbia (UBC) - Vancouver School of Economics and Yale University - Cowles Foundation
Downloads 33 (567,236)

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Moment restriction, Model comparison, Misspecification, Generalized Neyman-Pearson optimality, Generalized method of moments

11.

Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction

Number of pages: 34 Posted: 30 Sep 2011
Vadim Marmer and Shinichi Sakata
University of British Columbia (UBC) - Vancouver School of Economics and University of British Columbia (UBC)
Downloads 31 (578,297)

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quantile regression, instrumental variables, weak identification

12.

Comparison of Misspecified Calibrated Models: The Minimum Distance Approach

Number of pages: 22 Posted: 28 Nov 2009 Last Revised: 22 Jan 2012
Viktoria V. Hnatkovska, Vadim Marmer and Yao Tang
University of British Columbia (UBC) - Department of Economics, University of British Columbia (UBC) - Vancouver School of Economics and affiliation not provided to SSRN
Downloads 30 (584,109)
Citation 2

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misspeci…fed models, calibration, minimum distance estimation

13.

On Optimal Inference in the Linear IV Model

Cowles Foundation Discussion Paper No. 2073R
Number of pages: 113 Posted: 02 Mar 2018
Donald W. K. Andrews, Vadim Marmer and Zhengfei Yu
Yale University - Cowles Foundation, University of British Columbia (UBC) - Vancouver School of Economics and University of Tsukuba
Downloads 25 (615,699)
Citation 2

Abstract:

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Conditional likelihood ratio test, Confidence interval, Infinite length, Linear instrumental variables, Optimal test, Weighted average power, Similar test

14.

Modeling Long Cycles

Number of pages: 47 Posted: 01 Dec 2020 Last Revised: 23 Mar 2021
Natasha Kang and Vadim Marmer
University of British Columbia (UBC) - Vancouver School of Economics and University of British Columbia (UBC) - Vancouver School of Economics
Downloads 24 (622,568)

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Stochastic cycles, autoregressive processes, local-to-unity asymptotics, confidence sets, business cycle, financial cycle

15.

Supplement to 'Quantile-Based Nonparametric Inference for First-Price Auctions'

Number of pages: 12 Posted: 28 Nov 2009
Vadim Marmer and Artyom A. Shneyerov
University of British Columbia (UBC) - Vancouver School of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 15 (687,094)
Citation 3

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First-price auctions, independent private values, nonparametric estimation, kernel estimation, quantiles, optimal reserve price, bootstrap

16.

Supplement to 'Comparison of Misspecified Calibrated Models'

Number of pages: 19 Posted: 28 Nov 2009 Last Revised: 03 Feb 2011
Viktoria V. Hnatkovska, Vadim Marmer and Yao Tang
University of British Columbia (UBC) - Department of Economics, University of British Columbia (UBC) - Vancouver School of Economics and affiliation not provided to SSRN
Downloads 12 (710,564)
Citation 5

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misspeci…ed models, calibration, minimum distance estimation

17.

Nonlinearity, Nonstationarity, and Spurious Forecasts

Journal of Econometrics, Vol. 142, No. 1, 2008
Number of pages: 44 Posted: 17 Apr 2021
Vadim Marmer
University of British Columbia (UBC) - Vancouver School of Economics
Downloads 8 (742,066)

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Forecasting, Integrated time series, Misspecified models, Nonlinear transformations, Stock returns