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 2 7 8 388
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 127 0 6 9 482
A critical value function approach, with an application to persistent time-series 0 0 0 7 1 3 3 28
A critical value function approach, with an application to persistent time-series 0 0 0 52 3 7 9 46
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 3 7 10 216
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 24 2 9 13 152
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 116 1 7 11 490
Contributions to the Theory of Optimal Tests 0 0 1 57 1 9 11 127
Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression 0 0 1 3 0 4 7 20
Efficiency loss of asymptotically efficient tests in an instrumental variables regression 0 0 0 33 1 10 10 93
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 96 2 12 17 300
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 0 2 5 176
Implementing Tests with Correct Size in the Simultaneous Equation Model 0 0 0 52 0 8 8 185
Impossible Inference in Econometrics: Theory and Applications 0 0 0 38 0 5 9 88
Impossible inference in econometrics: theory and applications 0 0 0 29 0 3 4 92
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 0 1 13 0 6 11 83
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 24 0 2 6 43
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 8 0 3 4 41
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 1 1 98 1 11 23 400
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 37 0 8 11 173
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 0 4 7 526
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 3 10 14 431
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors 0 0 0 4 0 4 8 28
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 1 21 0 6 12 46
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 10 2 7 9 34
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 1 2 4 169
Valid t-ratio Inference for IV 0 0 0 5 0 5 9 29
Valid t-ratio Inference for IV 0 0 0 19 1 7 9 82
Valid t-ratio Inference for IV 0 0 0 68 1 13 22 303
What to do when you can't use '1.96' Confidence Intervals for IV 0 0 1 26 1 7 12 33
Total Working Papers 0 1 10 1,449 26 194 295 5,304

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 2 12 27 1,394
Bootstrap validity for the score test when instruments may be weak 0 0 0 43 0 3 6 173
Decision Theory Applied to a Linear Panel Data Model 1 1 2 64 1 6 11 257
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 2 5 164
Implementing tests with correct size in the simultaneous equations model 0 0 1 186 5 11 16 633
Impossible inference in econometrics: Theory and applications 0 0 1 8 1 8 18 68
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 4 1 3 6 24
Nonparametric and robust methods in econometrics 0 0 0 104 0 1 2 219
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 0 0 1 61 2 11 15 236
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 0 4 8 384
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 1 79 1 11 16 341
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 8 0 6 11 48
Performance of conditional Wald tests in IV regression with weak instruments 0 0 1 65 2 8 11 227
Tests based on t-statistics for IV regression with weak instruments 0 0 1 24 4 8 11 119
Tests with correct size when instruments can be arbitrarily weak 0 0 1 83 1 9 17 280
Valid t-Ratio Inference for IV 0 0 2 39 4 12 26 147
Total Journal Articles 1 1 11 1,111 24 115 206 4,714

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Statistics updated 2026-03-04