Details about Marcelo J. Moreira
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
- What to do when you can't use '1.96' Confidence Intervals for IV
NBER Working Papers, National Bureau of Economic Research, Inc
2021
- Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression
Papers, arXiv.org 
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (1)
- Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors
Papers, arXiv.org
- Valid t-ratio Inference for IV
NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
Also in Working Papers, Princeton University. Economics Department. (2021) View citations (19) Papers, arXiv.org (2020) View citations (49)
See also Journal Article Valid t-Ratio Inference for IV, American Economic Review, American Economic Association (2022) View citations (70) (2022)
2020
- Impossible Inference in Econometrics: Theory and Applications
Papers, arXiv.org View citations (15)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (3)
See also Journal Article Impossible inference in econometrics: Theory and applications, Journal of Econometrics, Elsevier (2020) View citations (6) (2020)
2017
- 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)
- 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) 
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) 
See also Journal Article Likelihood inference and the role of initial conditions for the dynamic panel data model, Journal of Econometrics, Elsevier (2021) (2021)
2016
- 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) View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (4)
- 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 
Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2015) 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) View citations (27) (2019)
2013
- 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) View citations (16)
- Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model
Working Papers ECARES, ULB -- Universite Libre de Bruxelles
2012
- Signal Detection in High Dmension: The Multispiked Case
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (6)
2011
- Asymptotic Power of Sphericity Tests for High-Dimensional Data
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (29)
2008
- A Maximum Likelihood Method for the Incidental Parameter Problem
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2004
- Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (11)
Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) View citations (8)
- Higher Order Expansions in the Weak Instrument Case
Econometric Society 2004 North American Winter Meetings, Econometric Society
- Optimal Inference in Regression Models with Nearly Integrated Regressors
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (3)
Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) View citations (15)
See also Journal Article Optimal Inference in Regression Models with Nearly Integrated Regressors, Econometrica, Econometric Society (2006) View citations (136) (2006)
- Optimal Invariant Similar Tests for Instrumental Variables Regression
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (27)
Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) View citations (31)
2003
- 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 (9)
- Implementing Tests with Correct Size in the Simultaneous Equation Model
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (14)
See also Journal Article Implementing tests with correct size in the simultaneous equations model, Stata Journal, StataCorp LP (2003) View citations (28) (2003)
Journal Articles
2022
- Valid t-Ratio Inference for IV
American Economic Review, 2022, 112, (10), 3260-90 View citations (70)
See also Working Paper Valid t-ratio Inference for IV, NBER Working Papers (2021) View citations (28) (2021)
2021
- Likelihood inference and the role of initial conditions for the dynamic panel data model
Journal of Econometrics, 2021, 221, (1), 160-179 
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) (2017)
2020
- Impossible inference in econometrics: Theory and applications
Journal of Econometrics, 2020, 218, (2), 247-270 View citations (6)
See also Working Paper Impossible Inference in Econometrics: Theory and Applications, Papers (2020) View citations (15) (2020)
2019
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
Journal of Econometrics, 2019, 213, (2), 398-433 View citations (27)
See also Working Paper Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors, CeMMAP working papers (2016) (2016)
2014
- Tests based on t-statistics for IV regression with weak instruments
Journal of Econometrics, 2014, 182, (2), 351-363 View citations (14)
2009
- Bootstrap validity for the score test when instruments may be weak
Journal of Econometrics, 2009, 149, (1), 52-64 View citations (29)
- Decision Theory Applied to a Linear Panel Data Model
Econometrica, 2009, 77, (1), 107-133 View citations (25)
- Nonparametric and robust methods in econometrics
Journal of Econometrics, 2009, 152, (2), 79-80
- Tests with correct size when instruments can be arbitrarily weak
Journal of Econometrics, 2009, 152, (2), 131-140 View citations (96)
2008
- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Journal of Econometrics, 2008, 146, (2), 241-254 View citations (16)
2007
- Performance of conditional Wald tests in IV regression with weak instruments
Journal of Econometrics, 2007, 139, (1), 116-132 View citations (40)
2006
- Optimal Inference in Regression Models with Nearly Integrated Regressors
Econometrica, 2006, 74, (3), 681-714 View citations (136)
See also Working Paper Optimal Inference in Regression Models with Nearly Integrated Regressors, Harvard Institute of Economic Research Working Papers (2004) View citations (3) (2004)
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
Econometrica, 2006, 74, (3), 715-752 View citations (200)
2005
- 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 (40)
2003
- A Conditional Likelihood Ratio Test for Structural Models
Econometrica, 2003, 71, (4), 1027-1048 View citations (480)
- Implementing tests with correct size in the simultaneous equations model
Stata Journal, 2003, 3, (1), 57-70 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) View citations (14) (2003)
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