Vadim Marmer

Statistics and Probability · 2005–2019

A researcher in the Science corpus: 4 papers; trusts 17 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Vadim Marmer trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Lutz Kilian
  2. A. Inoue
  3. Donald W. K. Andrews
  4. Joon Y. Park
  5. Mark P. Taylor
  6. Halbert White
  7. J. Lewellen
  8. Marcelo J. Moreira
  9. Yoosoon Chang
  10. Peter C. B. Phillips

Who trusts Vadim Marmer overall

  1. Peter C. B. Phillips

Papers from Vadim Marmer's perspective

Ordered by how strongly the researchers Vadim Marmer trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
  2. A Reality Check for Data Snooping
  3. Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates? (Social Science Research Network)
  4. Instrumental Variables Regression with Weak Instruments
  5. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  6. Pivotal statistics for testing structural parameters in instrumental variables regression
  7. Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak
  8. A Conditional Likelihood Ratio Test for Structural Models
  9. Uniform Inference in Autoregressive Models
  10. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)

Their papers