Marcelo J. Moreira
Names
| first: |
Marcelo |
| middle: |
J. |
| last: |
Moreira |
Identifer
Contact
Affiliations
-
Fundação Getúlio Vargas (FGV)
/ EPGE Escola Brasileira de Economia e Finanças
Research profile
author of:
- Valid t-Ratio Inference for IV
American Economic Review, American Economic Association (2022)
by David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter
(ReDIF-article, aea:aecrev:v:112:y:2022:i:10:p:3260-90) - Impossible Inference in Econometrics: Theory and Applications
Papers, arXiv.org (2016)
by Marinho Bertanha & Marcelo J. Moreira
(ReDIF-paper, arx:papers:1612.02024) - Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors
Papers, arXiv.org (2017)
by Marcelo J. Moreira & Mahrad Sharifvaghefi & Geert Ridder
(ReDIF-paper, arx:papers:1705.00231) - Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression
Papers, arXiv.org (2020)
by Marcelo J. Moreira & Geert Ridder
(ReDIF-paper, arx:papers:2008.13042) - Valid t-ratio Inference for IV
Papers, arXiv.org (2020)
by David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter
(ReDIF-paper, arx:papers:2010.05058) - Optimal Invariant Similar Tests for Instrumental Variables Regression
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2004)
by Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock
(ReDIF-paper, cwl:cwldpp:1476) - Signal Detection in High Dmension: The Multispiked Case
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
by Alexei Onatski & Marcelo Moreira J. & Marc Hallin
(ReDIF-paper, eca:wpaper:2013/130318) - Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
by Marc Hallin & Marcelo Moreira J. & Alexei Onatski
(ReDIF-paper, eca:wpaper:2013/137736) - Asymptotic Power of Sphericity Tests for High-Dimensional Data
Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011)
by Alexei Onatski & Marcelo Moreira J. & Marc Hallin
(ReDIF-paper, eca:wpaper:2013/94952) - A Conditional Likelihood Ratio Test for Structural Models
Econometrica, Econometric Society (2003)
by Marcelo J. Moreira
(ReDIF-article, ecm:emetrp:v:71:y:2003:i:4:p:1027-1048) - Optimal Inference in Regression Models with Nearly Integrated Regressors
Econometrica, Econometric Society (2006)
by Michael Jansson & Marcelo J. Moreira
(ReDIF-article, ecm:emetrp:v:74:y:2006:i:3:p:681-714) - Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
Econometrica, Econometric Society (2006)
by Donald W. K. Andrews & Marcelo J. Moreira & James H. Stock
(ReDIF-article, ecm:emetrp:v:74:y:2006:i:3:p:715-752) - Decision Theory Applied to a Linear Panel Data Model
Econometrica, Econometric Society (2009)
by Gary Chamberlain & Marcelo J. Moreira
(ReDIF-article, ecm:emetrp:v:77:y:2009:i:1:p:107-133) - Higher Order Expansions in the Weak Instrument Case
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by Gustavo Suarez & Marcelo J. Moreira & Jack R. Porter
(ReDIF-paper, ecm:nawm04:638) - Performance of conditional Wald tests in IV regression with weak instruments
Journal of Econometrics, Elsevier (2007)
by Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H.
(ReDIF-article, eee:econom:v:139:y:2007:i:1:p:116-132) - Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Journal of Econometrics, Elsevier (2008)
by Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H.
(ReDIF-article, eee:econom:v:146:y:2008:i:2:p:241-254) - Bootstrap validity for the score test when instruments may be weak
Journal of Econometrics, Elsevier (2009)
by Moreira, Marcelo J. & Porter, Jack R. & Suarez, Gustavo A.
(ReDIF-article, eee:econom:v:149:y:2009:i:1:p:52-64) - Tests with correct size when instruments can be arbitrarily weak
Journal of Econometrics, Elsevier (2009)
by Moreira, Marcelo J.
(ReDIF-article, eee:econom:v:152:y:2009:i:2:p:131-140) - Nonparametric and robust methods in econometrics
Journal of Econometrics, Elsevier (2009)
by Lima, Luiz Renato & Moreira, Marcelo & Porter, Jack & Xiao, Zhijie
(ReDIF-article, eee:econom:v:152:y:2009:i:2:p:79-80) - Tests based on t-statistics for IV regression with weak instruments
Journal of Econometrics, Elsevier (2014)
by Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P.
(ReDIF-article, eee:econom:v:182:y:2014:i:2:p:351-363) - Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
Journal of Econometrics, Elsevier (2019)
by Moreira, Humberto & Moreira, Marcelo J.
(ReDIF-article, eee:econom:v:213:y:2019:i:2:p:398-433) - Impossible inference in econometrics: Theory and applications
Journal of Econometrics, Elsevier (2020)
by Bertanha, Marinho & Moreira, Marcelo J.
(ReDIF-article, eee:econom:v:218:y:2020:i:2:p:247-270) - Likelihood inference and the role of initial conditions for the dynamic panel data model
Journal of Econometrics, Elsevier (2021)
by Barbosa, José Diogo & Moreira, Marcelo J.
(ReDIF-article, eee:econom:v:221:y:2021:i:1:p:160-179) - 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) (2013)
by Moreira, Humberto Ataíde & Moreira, Marcelo J.
(ReDIF-paper, fgv:epgewp:747) - Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2015)
by Moreira, Humberto Ataíde & Moreira, Marcelo J.
(ReDIF-paper, fgv:epgewp:764) - 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) (2016)
by Moreira, Marcelo J. & Mourão, Rafael & Moreira, Humberto Ataíde
(ReDIF-paper, fgv:epgewp:778) - 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) (2017)
by Bertanha, Marinho Angelo & Moreira, Marcelo J.
(ReDIF-paper, fgv:epgewp:787) - 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) (2017)
by Barbosa, José Diogo Valadares Moreira & Moreira, Marcelo J.
(ReDIF-paper, fgv:epgewp:788) - A General Theory of Hypothesis Testing in the Simultaneous Equations Model
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003)
by Marcelo J. Moreira
(ReDIF-paper, fth:harver:1992) - Implementing Tests with Correct Size in the Simultaneous Equation Model
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003)
by Marcelo J. Moreira & Brian P. Poi
(ReDIF-paper, fth:harver:1993) - Optimal Inference in Regression Models with Nearly Integrated Regressors
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004)
by Michael Jansson & Marcelo J. Moreira
(ReDIF-paper, fth:harver:2047) - Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004)
by Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez
(ReDIF-paper, fth:harver:2048) - Impossible inference in econometrics: theory and applications
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Marinho Bertanha & Marcelo Moreira
(ReDIF-paper, ifs:cemmap:02/19) - Efficiency loss of asymptotically efficient tests in an instrumental variables regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
by Marcelo Moreira & Geert Ridder
(ReDIF-paper, ifs:cemmap:03/19) - Likelihood inference and the role of initial conditions for the dynamic panel data model
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
by Jose Diogo Barbosa & Marcelo Moreira
(ReDIF-paper, ifs:cemmap:04/17) - A critical value function approach, with an application to persistent time-series
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
by Marcelo Moreira & Rafael Mourão & Humberto Moreira
(ReDIF-paper, ifs:cemmap:24/16) - 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 (2016)
by Humberto Moreira & Marcelo Moreira
(ReDIF-paper, ifs:cemmap:25/16) - Optimal Invariant Similar Tests for Instrumental Variables Regression
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004)
by Donald W.K. Andrews & Marcelo Moreira & James H. Stock
(ReDIF-paper, nbr:nberte:0299) - Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004)
by Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez
(ReDIF-paper, nbr:nberte:0302) - Optimal Inference in Regression Models with Nearly Integrated Regressors
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004)
by Michael Jansson & Marcelo J. Moreira
(ReDIF-paper, nbr:nberte:0303) - A Maximum Likelihood Method for the Incidental Parameter Problem
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by Marcelo Moreira
(ReDIF-paper, nbr:nberwo:13787) - Valid t-ratio Inference for IV
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter
(ReDIF-paper, nbr:nberwo:29124) - What to do when you can't use '1.96' Confidence Intervals for IV
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter & Luther Yap
(ReDIF-paper, nbr:nberwo:31893) - Valid t-ratio Inference for IV
Working Papers, Princeton University. Economics Department. (2021)
by David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter
(ReDIF-paper, pri:econom:2021-69) - Implementing tests with correct size in the simultaneous equations model
Stata Journal, StataCorp LP (2003)
by Marcelo J. Moreira & Brian P. Poi
(ReDIF-article, tsj:stataj:v:3:y:2003:i:1:p:57-70) - On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws
Journal of Human Resources, University of Wisconsin Press (2005)
by Luiz M. Cruz & Marcelo J. Moreira
(ReDIF-article, uwp:jhriss:v:40:y:2005:i:2:p393-410)