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 88 0 0 4 358
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 125 0 0 3 460
A critical value function approach, with an application to persistent time-series 0 0 1 48 0 1 5 15
A critical value function approach, with an application to persistent time-series 0 0 1 6 0 0 3 13
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 82 1 1 2 176
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 111 0 0 7 456
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 23 1 1 2 133
Contributions to the Theory of Optimal Tests 0 0 4 53 1 1 12 94
Efficiency loss of asymptotically efficient tests in an instrumental variables regression 0 0 0 30 1 3 6 66
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 2 80 0 0 2 219
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 0 0 1 159
Implementing Tests with Correct Size in the Simultaneous Equation Model 0 0 1 52 0 0 1 158
Impossible Inference in Econometrics: Theory and Applications 0 0 1 35 1 3 11 32
Impossible inference in econometrics: theory and applications 0 0 0 25 0 1 5 62
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 0 1 7 2 5 14 29
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 6 1 2 4 12
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 22 1 1 5 17
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 90 0 0 8 341
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 35 0 1 3 156
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 78 0 0 4 389
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 134 0 0 7 490
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 7 0 0 4 9
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 18 0 0 4 21
Signal Detection in High Dmension: The Multispiked Case 0 0 0 82 2 2 9 149
Total Working Papers 0 0 13 1,237 11 22 126 4,014


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 5 230 2 5 23 1,290
Bootstrap validity for the score test when instruments may be weak 0 0 1 34 1 2 6 138
Decision Theory Applied to a Linear Panel Data Model 0 0 1 60 1 1 2 226
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 1 1 26 1 2 4 125
Implementing tests with correct size in the simultaneous equations model 0 0 1 1 0 0 2 2
Implementing tests with correct size in the simultaneous equations model 0 0 0 184 5 5 8 606
Nonparametric and robust methods in econometrics 0 0 0 99 0 0 1 201
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 0 0 6 44 1 2 18 175
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 1 2 6 358
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 1 3 9 302
Performance of conditional Wald tests in IV regression with weak instruments 0 0 0 49 0 2 8 176
Tests based on t-statistics for IV regression with weak instruments 0 0 1 14 0 0 4 83
Tests with correct size when instruments can be arbitrarily weak 0 0 5 42 2 4 24 181
Total Journal Articles 0 1 21 945 15 28 115 3,863


Statistics updated 2019-09-09