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 4 6 12 392
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 127 2 3 12 485
A critical value function approach, with an application to persistent time-series 0 0 0 7 1 2 4 29
A critical value function approach, with an application to persistent time-series 0 0 0 52 4 7 13 50
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 1 5 12 218
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 24 5 7 17 157
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 116 3 4 14 493
Contributions to the Theory of Optimal Tests 0 0 1 57 1 2 12 128
Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression 0 0 1 3 3 3 10 23
Efficiency loss of asymptotically efficient tests in an instrumental variables regression 0 0 0 33 6 7 16 99
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 0 4 18 302
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 2 2 7 178
Implementing Tests with Correct Size in the Simultaneous Equation Model 0 0 0 52 2 3 11 188
Impossible Inference in Econometrics: Theory and Applications 0 0 0 38 1 1 10 89
Impossible inference in econometrics: theory and applications 0 0 0 29 2 3 7 95
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 0 1 13 2 2 13 85
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 8 1 2 6 43
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 24 3 3 9 46
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 98 1 2 24 401
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 37 2 3 12 176
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 0 0 7 526
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 4 9 20 437
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors 0 0 0 4 1 1 8 29
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 1 21 3 3 15 49
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 10 2 4 11 36
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 2 5 170
Valid t-ratio Inference for IV 0 0 0 68 2 3 21 305
Valid t-ratio Inference for IV 0 0 0 5 1 3 11 32
Valid t-ratio Inference for IV 0 0 0 19 3 4 12 85
What to do when you can't use '1.96' Confidence Intervals for IV 0 0 0 26 2 3 11 35
Total Working Papers 0 0 8 1,449 65 103 360 5,381

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 9 11 36 1,403
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 0 2 3 65 1 3 13 259
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 1 1 6 165
Implementing tests with correct size in the simultaneous equations model 0 0 1 186 3 9 20 637
Impossible inference in econometrics: Theory and applications 0 0 1 8 1 2 18 69
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 4 2 3 8 26
Nonparametric and robust methods in econometrics 0 0 0 104 7 8 10 227
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 0 0 1 61 4 6 18 240
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 2 4 12 388
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 79 3 5 19 345
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 8 3 4 15 52
Performance of conditional Wald tests in IV regression with weak instruments 0 0 1 65 2 4 13 229
Tests based on t-statistics for IV regression with weak instruments 0 0 1 24 3 8 15 123
Tests with correct size when instruments can be arbitrarily weak 0 0 1 83 3 7 23 286
Valid t-Ratio Inference for IV 1 1 3 40 3 9 28 152
Total Journal Articles 1 3 12 1,113 47 84 260 4,774

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Statistics updated 2026-05-06