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 3 6 6 386
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 127 2 6 9 482
A critical value function approach, with an application to persistent time-series 0 0 0 52 4 5 6 43
A critical value function approach, with an application to persistent time-series 0 0 0 7 1 2 3 27
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 2 4 8 213
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 24 4 9 11 150
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 116 4 9 10 489
Contributions to the Theory of Optimal Tests 0 0 1 57 5 8 10 126
Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression 0 0 1 3 2 4 7 20
Efficiency loss of asymptotically efficient tests in an instrumental variables regression 0 0 0 33 5 9 9 92
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 8 11 15 298
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 0 3 5 176
Implementing Tests with Correct Size in the Simultaneous Equation Model 0 0 0 52 4 8 8 185
Impossible Inference in Econometrics: Theory and Applications 0 0 0 38 2 7 9 88
Impossible inference in econometrics: theory and applications 0 0 0 29 2 3 4 92
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 1 1 13 6 9 11 83
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 8 2 4 4 41
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 24 1 5 6 43
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 37 5 9 11 173
Optimal Inference in Regression Models with Nearly Integrated Regressors 1 1 1 98 7 15 22 399
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 4 8 11 428
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 2 5 7 526
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors 0 0 0 4 2 4 8 28
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 10 5 6 7 32
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 1 21 3 11 12 46
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 2 3 168
Valid t-ratio Inference for IV 0 0 0 5 3 7 9 29
Valid t-ratio Inference for IV 0 0 0 19 5 8 8 81
Valid t-ratio Inference for IV 0 0 0 68 10 13 22 302
What to do when you can't use '1.96' Confidence Intervals for IV 0 0 2 26 2 7 12 32
Total Working Papers 1 2 11 1,449 106 207 273 5,278

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 7 11 25 1,392
Bootstrap validity for the score test when instruments may be weak 0 0 0 43 2 3 7 173
Decision Theory Applied to a Linear Panel Data Model 0 0 1 63 4 7 11 256
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 3 5 164
Implementing tests with correct size in the simultaneous equations model 0 0 1 186 5 7 11 628
Impossible inference in econometrics: Theory and applications 0 0 1 8 6 11 17 67
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 4 2 4 5 23
Nonparametric and robust methods in econometrics 0 0 0 104 1 2 3 219
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 0 0 1 61 5 11 13 234
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 4 5 8 384
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 1 79 8 11 15 340
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 8 5 6 11 48
Performance of conditional Wald tests in IV regression with weak instruments 0 1 2 65 5 8 10 225
Tests based on t-statistics for IV regression with weak instruments 0 0 2 24 1 6 9 115
Tests with correct size when instruments can be arbitrarily weak 0 0 2 83 4 9 17 279
Valid t-Ratio Inference for IV 0 0 2 39 4 11 22 143
Total Journal Articles 0 1 13 1,110 63 115 189 4,690

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12