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Details about Marcelo J. Moreira

Homepage:https://sites.google.com/site/moreiramarceloj/
Postal address:Fundação Getulio Vargas (FGV) Praia de Botafogo, 190 – Sala 1100 Rio de Janeiro-RJ 22250-900 Brazil
Workplace:EPGE Escola Brasileira de Economia e Finanças (EPGE Brazilian School of Economics and Finance), Fundação Getúlio Vargas (FGV) (Getulio Vargas Foundation), (more information at EDIRC)

Access statistics for papers by Marcelo J. Moreira.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pmo72


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Working Papers

2023

  1. What to do when you can't use '1.96' Confidence Intervals for IV
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2021

  1. Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads View citations (1)
  2. Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors
    Papers, arXiv.org Downloads
  3. Valid t-ratio Inference for IV
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    Also in Working Papers, Princeton University. Economics Department. (2021) Downloads View citations (19)
    Papers, arXiv.org (2020) Downloads View citations (49)

    See also Journal Article Valid t-Ratio Inference for IV, American Economic Review, American Economic Association (2022) Downloads View citations (70) (2022)

2020

  1. Impossible Inference in Econometrics: Theory and Applications
    Papers, arXiv.org Downloads View citations (15)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads View citations (3)

    See also Journal Article Impossible inference in econometrics: Theory and applications, Journal of Econometrics, Elsevier (2020) Downloads View citations (6) (2020)

2017

  1. Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
  2. Likelihood inference and the role of initial conditions for the dynamic panel data model
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads

    See also Journal Article Likelihood inference and the role of initial conditions for the dynamic panel data model, Journal of Econometrics, Elsevier (2021) Downloads (2021)

2016

  1. A critical value function approach, with an application to persistent time-series
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (4)
  2. Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2015) Downloads View citations (6)

    See also Journal Article Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors, Journal of Econometrics, Elsevier (2019) Downloads View citations (27) (2019)

2013

  1. Contributions to the Theory of Optimal Tests
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (16)
  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 View citations (6)

2011

  1. Asymptotic Power of Sphericity Tests for High-Dimensional Data
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (29)

2008

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

2004

  1. Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) Downloads View citations (8)
  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
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (3)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (15)

    See also Journal Article Optimal Inference in Regression Models with Nearly Integrated Regressors, Econometrica, Econometric Society (2006) Downloads View citations (136) (2006)
  4. Optimal Invariant Similar Tests for Instrumental Variables Regression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (27)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (31)

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 (9)
  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 (14)
    See also Journal Article Implementing tests with correct size in the simultaneous equations model, Stata Journal, StataCorp LP (2003) Downloads View citations (28) (2003)

Journal Articles

2022

  1. Valid t-Ratio Inference for IV
    American Economic Review, 2022, 112, (10), 3260-90 Downloads View citations (70)
    See also Working Paper Valid t-ratio Inference for IV, NBER Working Papers (2021) Downloads View citations (28) (2021)

2021

  1. Likelihood inference and the role of initial conditions for the dynamic panel data model
    Journal of Econometrics, 2021, 221, (1), 160-179 Downloads
    See also Working Paper Likelihood inference and the role of initial conditions for the dynamic panel data model, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2017) Downloads (2017)

2020

  1. Impossible inference in econometrics: Theory and applications
    Journal of Econometrics, 2020, 218, (2), 247-270 Downloads View citations (6)
    See also Working Paper Impossible Inference in Econometrics: Theory and Applications, Papers (2020) Downloads View citations (15) (2020)

2019

  1. Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
    Journal of Econometrics, 2019, 213, (2), 398-433 Downloads View citations (27)
    See also Working Paper Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors, CeMMAP working papers (2016) Downloads (2016)

2014

  1. Tests based on t-statistics for IV regression with weak instruments
    Journal of Econometrics, 2014, 182, (2), 351-363 Downloads View citations (14)

2009

  1. Bootstrap validity for the score test when instruments may be weak
    Journal of Econometrics, 2009, 149, (1), 52-64 Downloads View citations (29)
  2. Decision Theory Applied to a Linear Panel Data Model
    Econometrica, 2009, 77, (1), 107-133 Downloads View citations (25)
  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 (96)

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 (16)

2007

  1. Performance of conditional Wald tests in IV regression with weak instruments
    Journal of Econometrics, 2007, 139, (1), 116-132 Downloads View citations (40)

2006

  1. Optimal Inference in Regression Models with Nearly Integrated Regressors
    Econometrica, 2006, 74, (3), 681-714 Downloads View citations (136)
    See also Working Paper Optimal Inference in Regression Models with Nearly Integrated Regressors, Harvard Institute of Economic Research Working Papers (2004) Downloads View citations (3) (2004)
  2. Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
    Econometrica, 2006, 74, (3), 715-752 Downloads View citations (200)

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 (40)

2003

  1. A Conditional Likelihood Ratio Test for Structural Models
    Econometrica, 2003, 71, (4), 1027-1048 View citations (480)
  2. Implementing tests with correct size in the simultaneous equations model
    Stata Journal, 2003, 3, (1), 57-70 Downloads View citations (28)
    See also Working Paper Implementing Tests with Correct Size in the Simultaneous Equation Model, Harvard Institute of Economic Research Working Papers (2003) Downloads View citations (14) (2003)
 
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