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Details about Marcelo J. Moreira

E-mail:
Homepage:http://epge.fgv.br/users/marcelo-moreira/
Postal address:Escola de Pós-graduação em Economia Fundação Getulio Vargas (FGV/EPGE) Praia de Botafogo, 190 – Sala 1100 Rio de Janeiro-RJ 22250-900 Brazil
Workplace:FGV/EPGE Escola Brasileira de Economia e Finanças (Brasilian School of Economics and Finance), Fundação Getulio Vargas (Getulio Vargas Foundation), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Marcelo J. Moreira.

Last updated 2014-05-13. Update your information in the RePEc Author Service.

Short-id: pmo72


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Working Papers

2013

  1. Contributions to the Theory of Optimal Tests
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  2. Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads

2012

  1. Signal Detection in High Dmension: The Multispiked Case
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads

2011

  1. Asymptotic Power of Sphericity Tests for High-Dimensional Data
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (5)

2008

  1. A Maximum Likelihood Method for the Incidental Parameter Problem
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2004

  1. Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (5)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (5)
  2. Higher Order Expansions in the Weak Instrument Case
    Econometric Society 2004 North American Winter Meetings, Econometric Society
  3. Optimal Inference in Regression Models with Nearly Integrated Regressors
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) Downloads View citations (2)

    See also Journal Article in Econometrica (2006)
  4. Optimal Invariant Similar Tests for Instrumental Variables Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2004) Downloads View citations (12)

2003

  1. A General Theory of Hypothesis Testing in the Simultaneous Equations Model
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (8)
  2. Implementing Tests with Correct Size in the Simultaneous Equation Model
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (2)
    See also Journal Article in Stata Journal (2003)

Journal Articles

2009

  1. Bootstrap validity for the score test when instruments may be weak
    Journal of Econometrics, 2009, 149, (1), 52-64 Downloads View citations (7)
  2. Decision Theory Applied to a Linear Panel Data Model
    Econometrica, 2009, 77, (1), 107-133 Downloads View citations (5)
  3. Nonparametric and robust methods in econometrics
    Journal of Econometrics, 2009, 152, (2), 79-80 Downloads
  4. Tests with correct size when instruments can be arbitrarily weak
    Journal of Econometrics, 2009, 152, (2), 131-140 Downloads View citations (33)

2008

  1. Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
    Journal of Econometrics, 2008, 146, (2), 241-254 Downloads View citations (10)

2007

  1. Performance of conditional Wald tests in IV regression with weak instruments
    Journal of Econometrics, 2007, 139, (1), 116-132 Downloads View citations (18)

2006

  1. Optimal Inference in Regression Models with Nearly Integrated Regressors
    Econometrica, 2006, 74, (3), 681-714 Downloads View citations (53)
    See also Working Paper (2004)
  2. Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
    Econometrica, 2006, 74, (3), 715-752 Downloads View citations (61)

2005

  1. On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws
    Journal of Human Resources, 2005, 40, (2) Downloads View citations (15)

2003

  1. A Conditional Likelihood Ratio Test for Structural Models
    Econometrica, 2003, 71, (4), 1027-1048 Downloads View citations (181)
  2. Implementing tests with correct size in the simultaneous equations model
    Stata Journal, 2003, 3, (1), 57-70 Downloads View citations (8)
    See also Working Paper (2003)
 
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