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 4 16 396
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 127 2 2 14 488
A critical value function approach, with an application to persistent time-series 0 0 0 52 0 1 14 51
A critical value function approach, with an application to persistent time-series 0 0 0 7 0 0 4 29
Asymptotic Power of Sphericity Tests for High-Dimensional Data 1 3 3 91 1 4 15 222
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 24 1 1 18 158
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 116 1 2 15 495
Contributions to the Theory of Optimal Tests 0 0 1 58 1 1 13 131
Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression 0 0 1 3 2 2 12 26
Efficiency loss of asymptotically efficient tests in an instrumental variables regression 0 0 0 33 1 3 19 102
Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model 0 0 0 96 0 0 16 302
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 0 2 9 180
Implementing Tests with Correct Size in the Simultaneous Equation Model 0 0 0 52 1 2 13 190
Impossible Inference in Econometrics: Theory and Applications 0 0 0 38 0 1 10 91
Impossible inference in econometrics: theory and applications 0 0 0 29 2 2 9 97
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 0 1 13 0 0 12 85
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 24 0 0 9 46
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 8 0 0 6 43
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 37 0 0 12 176
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 98 1 3 25 405
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 81 1 3 21 440
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 138 0 0 5 526
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors 1 1 1 5 2 3 12 33
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 10 0 0 10 36
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 1 21 0 1 19 53
Signal Detection in High Dmension: The Multispiked Case 1 1 1 85 1 1 8 173
Valid t-ratio Inference for IV 1 1 1 69 5 7 26 313
Valid t-ratio Inference for IV 0 0 0 5 1 2 12 34
Valid t-ratio Inference for IV 0 0 0 19 2 4 17 90
What to do when you can't use '1.96' Confidence Intervals for IV 0 0 0 26 2 3 14 38
Total Working Papers 4 6 11 1,456 30 54 405 5,449

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 2 37 1,406
Bootstrap validity for the score test when instruments may be weak 0 0 0 43 0 0 4 173
Decision Theory Applied to a Linear Panel Data Model 0 1 3 66 0 3 13 262
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 2 9 170
Implementing tests with correct size in the simultaneous equations model 0 0 1 186 0 0 20 637
Impossible inference in econometrics: Theory and applications 0 0 0 8 0 1 17 70
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 1 5 0 1 9 28
Nonparametric and robust methods in econometrics 0 0 0 104 0 1 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 3 4 22 244
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 0 1 14 390
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 79 0 0 20 346
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 8 1 2 16 55
Performance of conditional Wald tests in IV regression with weak instruments 0 0 1 65 1 4 16 233
Tests based on t-statistics for IV regression with weak instruments 0 0 0 24 0 2 17 126
Tests with correct size when instruments can be arbitrarily weak 0 0 0 83 2 9 29 296
Valid t-Ratio Inference for IV 0 0 1 40 2 6 32 160
Total Journal Articles 0 1 8 1,115 9 38 286 4,824

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Statistics updated 2026-09-10