In the story "The Catcher in the Rye", Holden lied to Marty. It doesn't seem to him like the wrong thing to do. But he does it just have a little fun on the side. Telling that he can do it even for hours, is a joke that he pulled off to make talks lighter and not get too serious in the conversation.
Anyway, he regrets his lie when he said he saw Gary Cooper that made Marty really sad of not seeing this actor.