Search Results for author: Vadim Marmer

Found 3 papers, 0 papers with code

Inference on Individual Treatment Effects in Nonseparable Triangular Models

no code implementations12 Jul 2021 Jun Ma, Vadim Marmer, Zhengfei Yu

In nonseparable triangular models with a binary endogenous treatment and a binary instrumental variable, Vuong and Xu (2017) established identification results for individual treatment effects (ITEs) under the rank invariance assumption.

valid

Modeling Long Cycles

no code implementations26 Oct 2020 Natasha Kang, Vadim Marmer

We apply our methodology to a set of macroeconomic and financial variables for the U. S. We find evidence of long stochastic cycles in the standard business cycle variables, as well as in credit and house prices.

valid

Limit Theorems for Network Dependent Random Variables

no code implementations4 Mar 2019 Denis Kojevnikov, Vadim Marmer, Kyungchul Song

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network.

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