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 5 13 393
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 127 0 3 13 486
A critical value function approach, with an application to persistent time-series 0 0 0 52 1 5 14 51
A critical value function approach, with an application to persistent time-series 0 0 0 7 0 1 4 29
Asymptotic Power of Sphericity Tests for High-Dimensional Data 1 1 1 89 1 2 12 219
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 24 0 5 17 157
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 116 1 4 15 494
Contributions to the Theory of Optimal Tests 0 1 2 58 0 3 13 130
Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression 0 0 1 3 0 4 11 24
Efficiency loss of asymptotically efficient tests in an instrumental variables regression 0 0 0 33 1 7 17 100
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 0 0 18 302
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 1 3 8 179
Implementing Tests with Correct Size in the Simultaneous Equation Model 0 0 0 52 1 3 12 189
Impossible Inference in Econometrics: Theory and Applications 0 0 0 38 1 3 11 91
Impossible inference in econometrics: theory and applications 0 0 0 29 0 2 7 95
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 0 1 13 0 2 12 85
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 24 0 3 9 46
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 8 0 1 6 43
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 37 0 2 12 176
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 98 1 3 25 403
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 0 0 6 526
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 1 5 21 438
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors 0 0 0 4 1 3 10 31
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 1 21 1 7 19 53
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 10 0 2 11 36
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 3 7 172
Valid t-ratio Inference for IV 0 0 0 68 1 4 21 307
Valid t-ratio Inference for IV 0 0 0 5 0 1 11 32
Valid t-ratio Inference for IV 0 0 0 19 1 5 14 87
What to do when you can't use '1.96' Confidence Intervals for IV 0 0 0 26 1 3 12 36
Total Working Papers 1 2 10 1,451 15 94 381 5,410

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 11 38 1,405
Bootstrap validity for the score test when instruments may be weak 0 0 0 43 0 0 6 173
Decision Theory Applied to a Linear Panel Data Model 1 1 3 66 1 2 12 260
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 1 5 10 169
Implementing tests with correct size in the simultaneous equations model 0 0 1 186 0 3 20 637
Impossible inference in econometrics: Theory and applications 0 0 0 8 0 1 16 69
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 1 1 5 0 3 8 27
Nonparametric and robust methods in econometrics 0 0 0 104 1 8 11 228
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 0 0 1 61 0 4 18 240
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 1 4 14 390
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 79 0 4 20 346
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 8 1 5 17 54
Performance of conditional Wald tests in IV regression with weak instruments 0 0 1 65 2 4 15 231
Tests based on t-statistics for IV regression with weak instruments 0 0 0 24 1 5 16 125
Tests with correct size when instruments can be arbitrarily weak 0 0 1 83 3 7 27 290
Valid t-Ratio Inference for IV 0 1 1 40 0 5 27 154
Total Journal Articles 1 3 9 1,115 12 71 275 4,798

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Statistics updated 2026-07-10