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Nonlinearity, nonstationarity, and spurious forecasts
Marmer, Vadim - In: Journal of econometrics 142 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003608083
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What model for entry in first-price auctions? A nonparametric approach
Marmer, Vadim; Shneyerov, Artyom; Xu, Pai - In: Journal of econometrics 176 (2013) 1, pp. 46-58
Persistent link: https://www.econbiz.de/10010131793
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Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Andrews, Donald W.K.; Marmer, Vadim - In: Journal of econometrics 142 (2008) 1, pp. 183-200
Persistent link: https://www.econbiz.de/10007894514
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Nonlinearity, nonstationarity, and spurious forecasts
Marmer, Vadim - In: Journal of econometrics 142 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10007894520
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W.K.; Lieberman, Offer; Marmer, Vadim - In: Journal of econometrics 133 (2006) 2, pp. 673-702
Persistent link: https://www.econbiz.de/10007287905
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Comparison of misspecified calibrated models: The minimum distance approach
Hnatkovska, Viktoria; Marmer, Vadim; Tang, Yao - In: Journal of econometrics 169 (2012) 1, pp. 131-139
Persistent link: https://www.econbiz.de/10009979018
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Quantile-based nonparametric inference for first-price auctions
Marmer, Vadim; Shneyerov, Artyom - In: Journal of econometrics 167 (2012) 2, pp. 345-358
Persistent link: https://www.econbiz.de/10009833973
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Optimal comparison of misspecified moment restriction models under a chosen measure of fit
Marmer, Vadim; Otsu, Taisuke - In: Journal of econometrics 170 (2012) 2, pp. 538-551
Persistent link: https://www.econbiz.de/10010013530
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What model for entry in first-price auctions? : a nonparametric approach
Marmer, Vadim; Shneyerov, Artyom; Pai Xu - In: Journal of econometrics 176 (2013) 1, pp. 46-58
Persistent link: https://www.econbiz.de/10009764390
Cover Image
Optimal comparison of misspecified moment restriction models under a chosen measure of fit
Marmer, Vadim; Otsu, Taisuke - In: Journal of econometrics 170 (2012) 2, pp. 538-550
Persistent link: https://www.econbiz.de/10009686762