Details about Marcelo J. Moreira

Access statistics for papers by Marcelo J. Moreira.

Last updated 2009-10-06. Update your information in the RePEc Author Service.

Short-id: pmo72

Working Papers

2008

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

2004

2. Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
   Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) View citations
3. Higher Order Expansions in the Weak Instrument Case
   Econometric Society 2004 North American Winter Meetings, Econometric Society
4. Optimal Inference in Regression Models with Nearly Integrated Regressors
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) View citations
   See also Journal Article in Econometrica (2006)
5. Optimal Invariant Similar Tests for Instrumental Variables Regression
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2004) View citations

2003

6. A General Theory of Hypothesis Testing in the Simultaneous Equations Model
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
7. Implementing Tests with Correct Size in the Simultaneous Equation Model
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
   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
2. Decision Theory Applied to a Linear Panel Data Model
   Econometrica, 2009, 77, (1), 107-133 View citations
3. Nonparametric and robust methods in econometrics
   Journal of Econometrics, 2009, 152, (2), 79-80
4. Tests with correct size when instruments can be arbitrarily weak
   Journal of Econometrics, 2009, 152, (2), 131-140 View citations

2008

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

2007

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

2006

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

2005

9. 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) View citations

2003

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