Access Statistics for Marcelo J. Moreira

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Theory of Hypothesis Testing in the Simultaneous Equations Model 0 0 0 91 0 0 1 380
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 127 0 0 2 473
A critical value function approach, with an application to persistent time-series 0 0 0 52 0 0 3 37
A critical value function approach, with an application to persistent time-series 0 0 0 7 0 1 1 25
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 1 88 0 1 2 206
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 116 0 0 2 479
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 24 0 1 1 140
Contributions to the Theory of Optimal Tests 0 0 0 56 0 0 1 116
Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression 0 0 0 2 0 0 0 13
Efficiency loss of asymptotically efficient tests in an instrumental variables regression 0 0 0 33 0 0 0 83
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 95 1 1 5 284
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 0 0 0 171
Implementing Tests with Correct Size in the Simultaneous Equation Model 0 0 0 52 0 0 0 177
Impossible Inference in Econometrics: Theory and Applications 0 0 1 38 0 0 1 79
Impossible inference in econometrics: theory and applications 0 0 0 29 0 0 0 88
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 0 0 12 0 0 1 72
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 8 0 0 2 37
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 24 0 0 2 37
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 3 97 0 0 5 377
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 1 1 37 1 2 3 164
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 80 0 0 1 417
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 137 0 0 2 519
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors 0 0 0 4 1 1 5 21
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 1 20 0 0 1 34
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 10 0 0 1 25
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 0 1 165
Valid t-ratio Inference for IV 0 0 1 19 0 0 3 73
Valid t-ratio Inference for IV 0 0 0 68 3 4 6 284
Valid t-ratio Inference for IV 0 0 0 5 0 1 3 21
What to do when you can't use '1.96' Confidence Intervals for IV 0 2 4 26 1 4 8 24
Total Working Papers 0 3 13 1,441 7 16 63 5,021

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Conditional Likelihood Ratio Test for Structural Models 0 0 0 233 0 0 11 1,367
Bootstrap validity for the score test when instruments may be weak 0 0 0 43 0 1 2 167
Decision Theory Applied to a Linear Panel Data Model 0 0 1 62 0 1 3 246
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 0 4 159
Implementing tests with correct size in the simultaneous equations model 0 0 0 185 0 0 0 617
Impossible inference in econometrics: Theory and applications 0 0 0 7 1 1 2 51
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 1 4 0 0 1 18
Nonparametric and robust methods in econometrics 0 0 2 104 0 1 3 217
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 0 0 1 60 1 1 3 222
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 0 0 1 376
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 1 1 1 79 1 1 2 326
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 8 0 0 3 37
Performance of conditional Wald tests in IV regression with weak instruments 0 1 3 64 0 1 6 216
Tests based on t-statistics for IV regression with weak instruments 0 1 1 23 0 2 3 108
Tests with correct size when instruments can be arbitrarily weak 0 1 8 82 0 1 12 263
Valid t-Ratio Inference for IV 0 0 6 37 2 3 29 124
Total Journal Articles 1 4 24 1,101 5 13 85 4,514

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Statistics updated 2025-05-12