Marcelo J. Moreira

发表

Signal detection in high dimension: The multispiked case

Alexei Onatski, Marc Hallin, Marcelo J. Moreira, 2012, 1210.5663.

Nonparametric and robust methods in econometrics

Zhijie Xiao, Marcelo J. Moreira, Luiz Renato Lima, 2009 .

On the Validity of Econometric Techniques with Weak Instruments

Marcelo J. Moreira, Luiz M. Cruz, Luiz M. Cruz, 2005, The Journal of Human Resources.

Asymptotic power of sphericity tests for high-dimensional data

Marcelo J. Moreira, A. Onatski, M. Hallin, 2013, 1306.4867.

Signal detection in high dimension

Marcelo J. Moreira, A. Onatski, M. Hallin, 2012 .

Tests with correct size when instruments can be arbitrarily weak

Marcelo J. Moreira, 2009 .

A Conditional Likelihood Ratio Test for Structural Models

Marcelo J. Moreira, 2003 .

Impossible inference in econometrics: Theory and applications

Marcelo J. Moreira, Marinho Bertanha, 2016, Journal of Econometrics.

Bootstrap validity for the score test when instruments may be weak

Marcelo J. Moreira, Gustavo A. Suarez, Jack R. Porter, 2009 .

Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak

Marcelo J. Moreira, Gustavo A. Suarez, Jack R. Porter, 2004 .

Optimal Invariant Similar Tests for Instrumental Variables Regression

Marcelo J. Moreira, J. Stock, D. Andrews, 2004 .

Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests

Marcelo J. Moreira, Marinho Bertanha, Marinho Bertanha, 2017 .

Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors

Marcelo J. Moreira, Humberto Moreira, 2015, Journal of Econometrics.

Optimal Two‐Sided Invariant Similar Tests for Instrumental Variables Regression

Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock, 2006 .

Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

Marcelo J. Moreira, Humberto Moreira, 2016 .

Contributions to the Theory of Optimal Tests

Marcelo J. Moreira, Humberto Moreira, 2013 .

Performance of Conditional Wald Tests in IV Regression with Weak Instruments

Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock, 2007 .

Supplement to Tests Based on T-Statistics for IV Regression with Weak Instruments

Marcelo J. Moreira, Lucas Pimentel Vilela, Benjamin Mills, 2013 .

Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression

Marcelo J. Moreira, G. Ridder, 2019, SSRN Electronic Journal.

Editors’ Introduction

Marcelo J. Moreira, Victoria Zinde-Walsh, M. Carrasco, 2020 .

Valid t-ratio Inference for IV

Marcelo J. Moreira, J. McCrary, J. Porter, 2020, SSRN Electronic Journal.

Valid t-ratio Inference for IV1

David S. Lee, Marcelo J. Moreira, J. McCrary, 2021 .

WORKING PAPER SERIES VALID T-RATIO INFERENCE FOR IV

David S. Lee, Marcelo J. Moreira, J. McCrary, 2021 .

Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors

Marcelo J. Moreira, G. Ridder, Mahrad Sharifvaghefi, 2017, 1705.00231.

Tests based on t-statistics for IV regression with weak instruments

Marcelo J. Moreira, Lucas Pimentel Vilela, Benjamin Mills, 2014 .

Supplement to \Contributions to the Theory of Optimal Tests"

Marcelo J. Moreira, Humberto Moreira, 2013 .

Implementing Tests with Correct Size in the Simultaneous Equation Model

Brian P. Poi, Marcelo J. Moreira, 2003 .

Implementing Tests with Correct Size in the Simultaneous Equations Model

Brian P. Poi, Marcelo J. Moreira, 2003 .

2 Testing with Known Covariance Matrix 2 . 1 The Model

Marcelo J. Moreira, 2001 .

DECISION THEORY APPLIED TO A LINEAR PANEL DATA MODEL

Marcelo J. Moreira, G. Chamberlain, 2009 .

Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments

Marcelo J. Moreira, J. Stock, D. Andrews, 2008 .

Efficienttwo-sidednonsimilarinvarianttestsinIVregressionwith weakinstruments

Marcelo J. Moreira, K. Andrews, 2008 .

Likelihood inference and the role of initial conditions for the dynamic panel data model

Marcelo J. Moreira, José Diogo Barbosa, 2017, Journal of Econometrics.

A critical value function approach, with an application to persistent time-series

Marcelo J. Moreira, Rafael Mourão, 2016, 1606.03496.

SFB 823 Signal detection in high dimension : The multispiked case D iscussion P aper

Marcelo J. Moreira, A. Onatski, M. Hallin, 2012 .

A General Theory of Hypothesis Testing in the Simultaneous Equations Model

Marcelo J. Moreira, 2003 .

A Maximum Likelihood Method for the Incidental Parameter Problem

Marcelo J. Moreira, 2008, 0909.0613.

Valid t-ratio Inference for IV

Marcelo J. Moreira, J. Porter, David L. Lee, 2021, SSRN Electronic Journal.