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 0 0 2 380
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 127 0 0 3 473
A critical value function approach, with an application to persistent time-series 0 0 0 52 0 1 3 37
A critical value function approach, with an application to persistent time-series 0 0 0 7 1 1 1 25
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 1 88 1 1 2 206
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 1 116 0 1 3 479
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 24 0 0 0 139
Contributions to the Theory of Optimal Tests 0 0 0 56 0 0 1 116
Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression 0 0 0 2 0 0 0 13
Efficiency loss of asymptotically efficient tests in an instrumental variables regression 0 0 0 33 0 0 0 83
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 1 95 0 1 5 283
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 0 0 0 171
Implementing Tests with Correct Size in the Simultaneous Equation Model 0 0 0 52 0 0 0 177
Impossible Inference in Econometrics: Theory and Applications 0 0 1 38 0 0 1 79
Impossible inference in econometrics: theory and applications 0 0 0 29 0 0 0 88
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 0 0 12 0 0 1 72
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 8 0 0 2 37
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 24 0 0 2 37
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 3 97 0 0 5 377
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 36 0 1 1 162
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 80 0 1 1 417
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 137 0 1 2 519
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors 0 0 1 4 0 0 7 20
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 1 20 0 0 1 34
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 10 0 0 1 25
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 1 1 165
Valid t-ratio Inference for IV 0 0 1 19 0 0 5 73
Valid t-ratio Inference for IV 0 0 0 5 0 1 3 20
Valid t-ratio Inference for IV 0 0 0 68 1 2 3 281
What to do when you can't use '1.96' Confidence Intervals for IV 1 1 3 25 1 1 6 21
Total Working Papers 1 1 13 1,439 4 13 62 5,009

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 0 3 12 1,367
Bootstrap validity for the score test when instruments may be weak 0 0 0 43 1 1 2 167
Decision Theory Applied to a Linear Panel Data Model 0 0 1 62 1 1 5 246
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 1 5 159
Implementing tests with correct size in the simultaneous equations model 0 0 0 185 0 0 0 617
Impossible inference in econometrics: Theory and applications 0 0 0 7 0 0 2 50
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 1 4 0 0 2 18
Nonparametric and robust methods in econometrics 0 0 2 104 1 1 3 217
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 0 0 1 60 0 0 2 221
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 0 1 2 376
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 0 1 1 325
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 8 0 0 4 37
Performance of conditional Wald tests in IV regression with weak instruments 1 1 3 64 1 2 6 216
Tests based on t-statistics for IV regression with weak instruments 1 1 1 23 2 2 3 108
Tests with correct size when instruments can be arbitrarily weak 1 1 9 82 1 3 13 263
Valid t-Ratio Inference for IV 0 1 9 37 0 5 33 121
Total Journal Articles 3 4 27 1,100 7 21 95 4,508

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 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 2025-03-03