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 1 2 359
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 125 0 2 3 462
A critical value function approach, with an application to persistent time-series 0 0 1 6 0 3 7 18
A critical value function approach, with an application to persistent time-series 0 1 1 49 0 5 7 20
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 82 1 5 8 182
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 23 0 0 2 133
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 111 1 2 7 458
Contributions to the Theory of Optimal Tests 0 0 4 53 3 4 14 98
Efficiency loss of asymptotically efficient tests in an instrumental variables regression 0 2 2 32 0 2 8 68
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 1 1 81 1 7 7 226
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 0 52 1 2 2 160
Impossible Inference in Econometrics: Theory and Applications 0 0 0 35 2 9 16 44
Impossible inference in econometrics: theory and applications 0 2 2 27 1 5 14 71
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 0 1 7 2 11 18 40
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 6 1 4 8 17
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 22 0 2 5 19
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 1 2 91 0 3 8 344
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 35 1 1 3 157
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 1 2 79 0 4 9 394
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 134 1 4 10 495
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 7 0 3 8 15
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 1 1 1 19 1 4 7 26
Signal Detection in High Dmension: The Multispiked Case 0 0 0 82 0 5 12 155
Total Working Papers 1 9 17 1,246 16 88 186 4,120

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 2 7 232 2 7 25 1,297
Bootstrap validity for the score test when instruments may be weak 0 1 1 35 0 1 4 139
Decision Theory Applied to a Linear Panel Data Model 0 0 0 60 1 2 3 228
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 1 26 1 5 9 131
Implementing tests with correct size in the simultaneous equations model 0 0 0 1 0 0 2 3
Implementing tests with correct size in the simultaneous equations model 0 1 1 185 0 4 10 610
Nonparametric and robust methods in econometrics 0 0 0 99 2 3 3 204
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 0 1 5 46 0 2 18 178
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 1 2 7 360
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 2 2 9 305
Performance of conditional Wald tests in IV regression with weak instruments 0 0 0 49 1 4 7 180
Tests based on t-statistics for IV regression with weak instruments 0 0 0 14 0 2 4 85
Tests with correct size when instruments can be arbitrarily weak 0 1 4 43 0 6 22 187
Total Journal Articles 0 6 19 952 10 40 123 3,907

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Statistics updated 2020-01-03