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 1 1 1 381
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 127 0 2 3 476
A critical value function approach, with an application to persistent time-series 0 0 0 7 0 0 1 25
A critical value function approach, with an application to persistent time-series 0 0 0 52 1 2 3 39
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 0 2 4 209
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 116 3 3 5 483
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 24 2 3 4 143
Contributions to the Theory of Optimal Tests 0 0 1 57 0 0 2 118
Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression 0 1 1 3 0 2 3 16
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 96 1 2 6 288
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 1 3 3 174
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 0 38 2 2 4 83
Impossible inference in econometrics: theory and applications 0 0 0 29 0 1 1 89
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 1 1 1 13 3 4 5 77
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 8 1 1 1 38
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 24 3 4 4 41
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 37 1 1 4 165
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 97 5 9 12 389
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 1 2 5 421
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 1 1 4 522
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors 0 0 0 4 0 3 4 24
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 1 1 21 5 6 6 40
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 10 1 1 2 27
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 2 3 167
Valid t-ratio Inference for IV 0 0 0 19 2 2 2 75
Valid t-ratio Inference for IV 0 0 0 68 1 3 11 290
Valid t-ratio Inference for IV 0 0 0 5 2 2 5 24
What to do when you can't use '1.96' Confidence Intervals for IV 0 0 2 26 1 2 6 26
Total Working Papers 1 3 10 1,448 39 66 114 5,110

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 1 13 18 1,382
Bootstrap validity for the score test when instruments may be weak 0 0 0 43 0 1 4 170
Decision Theory Applied to a Linear Panel Data Model 0 0 1 63 2 2 6 251
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 1 1 4 162
Implementing tests with correct size in the simultaneous equations model 0 1 1 186 1 5 5 622
Impossible inference in econometrics: Theory and applications 0 0 1 8 4 7 10 60
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 4 2 2 3 21
Nonparametric and robust methods in econometrics 0 0 0 104 1 1 2 218
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 0 1 1 61 2 3 4 225
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 1 4 5 380
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 1 79 1 4 6 330
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 8 0 3 5 42
Performance of conditional Wald tests in IV regression with weak instruments 1 1 2 65 2 2 5 219
Tests based on t-statistics for IV regression with weak instruments 0 0 2 24 2 2 5 111
Tests with correct size when instruments can be arbitrarily weak 0 0 2 83 1 4 11 271
Valid t-Ratio Inference for IV 0 0 3 39 3 7 19 135
Total Journal Articles 1 3 14 1,110 24 61 112 4,599

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Statistics updated 2025-12-06