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 0 380
A Maximum Likelihood Method for the Incidental Parameter Problem 0 0 0 127 2 2 3 476
A critical value function approach, with an application to persistent time-series 0 0 0 52 0 1 3 38
A critical value function approach, with an application to persistent time-series 0 0 0 7 0 0 1 25
Asymptotic Power of Sphericity Tests for High-Dimensional Data 0 0 0 88 2 2 4 209
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 116 0 1 2 480
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak 0 0 0 24 1 1 2 141
Contributions to the Theory of Optimal Tests 0 1 1 57 0 1 2 118
Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression 1 1 1 3 2 2 3 16
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 1 1 96 1 2 6 287
Higher Order Expansions in the Weak Instrument Case 0 0 0 0 2 2 2 173
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 0 38 0 1 2 81
Impossible inference in econometrics: theory and applications 0 0 0 29 1 1 1 89
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests 0 0 0 12 1 1 3 74
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 24 1 1 2 38
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 8 0 0 2 37
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 97 3 5 7 384
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 1 37 0 0 3 164
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 0 0 3 521
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 1 2 4 420
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors 0 0 0 4 2 3 5 24
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 10 0 1 1 26
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 1 1 21 0 1 1 35
Signal Detection in High Dmension: The Multispiked Case 0 0 0 84 0 1 2 166
Valid t-ratio Inference for IV 0 0 0 19 0 0 0 73
Valid t-ratio Inference for IV 0 0 0 68 2 2 10 289
Valid t-ratio Inference for IV 0 0 0 5 0 1 3 22
What to do when you can't use '1.96' Confidence Intervals for IV 0 0 2 26 1 1 5 25
Total Working Papers 1 4 9 1,447 22 35 82 5,071

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 12 14 17 1,381
Bootstrap validity for the score test when instruments may be weak 0 0 0 43 1 1 4 170
Decision Theory Applied to a Linear Panel Data Model 0 0 1 63 0 0 5 249
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 0 4 161
Implementing tests with correct size in the simultaneous equations model 1 1 1 186 4 4 4 621
Impossible inference in econometrics: Theory and applications 0 0 1 8 2 3 6 56
Likelihood inference and the role of initial conditions for the dynamic panel data model 0 0 0 4 0 0 1 19
Nonparametric and robust methods in econometrics 0 0 0 104 0 0 1 217
On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws 1 1 2 61 1 1 3 223
Optimal Inference in Regression Models with Nearly Integrated Regressors 0 0 0 84 3 3 4 379
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 1 79 3 3 5 329
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors 0 0 0 8 2 5 5 42
Performance of conditional Wald tests in IV regression with weak instruments 0 0 1 64 0 0 3 217
Tests based on t-statistics for IV regression with weak instruments 0 0 2 24 0 0 4 109
Tests with correct size when instruments can be arbitrarily weak 0 0 2 83 1 4 10 270
Valid t-Ratio Inference for IV 0 0 3 39 3 5 20 132
Total Journal Articles 2 2 14 1,109 32 43 96 4,575

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Statistics updated 2025-11-08