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Tests with correct size when instruments can be arbitrarily weak
Moreira, Marcelo J. - In: Journal of econometrics 152 (2009) 2, pp. 131-140
Persistent link: https://www.econbiz.de/10003892731
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Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - In: Journal of econometrics 146 (2008) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10003782963
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Bootstrap validity for the score test when instruments may be weak
Moreira, Marcelo J.; Porter, Jack; Suárez, Gustavo A. - In: Journal of econometrics 149 (2009) 1, pp. 52-64
Persistent link: https://www.econbiz.de/10003833727
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Performance of conditional Wald tests in IV regression with weak instruments
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - In: Journal of econometrics 139 (2007) 1, pp. 116-132
Persistent link: https://www.econbiz.de/10003516736
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Tests based on t-statistics for IV regression with weak instruments
Mills, Benjamin; Moreira, Marcelo J.; Vilela, Lucas P. - In: Journal of econometrics 182 (2014) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10010497752
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Likelihood inference and the role of initial conditions for the dynamic panel data model
Barbosa, Jose Diogo; Moreira, Marcelo J. - In: Journal of econometrics 221 (2021) 1, pp. 160-179
Persistent link: https://www.econbiz.de/10012618811
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Editors' introduction : special issue in Honor of Jean-Marie Dufour on Identification, Inference, and Causality
Carrasco, Marine; Moreira, Marcelo J.; Perron, Benoit; … - In: Journal of econometrics 218 (2020) 2, pp. 243-246
Persistent link: https://www.econbiz.de/10012482857
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Impossible inference in econometrics : theory and applications
Bertanha, Marinho; Moreira, Marcelo J. - In: Journal of econometrics 218 (2020) 2, pp. 247-270
Persistent link: https://www.econbiz.de/10012483000
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Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
Moreira, Humberto; Moreira, Marcelo J. - In: Journal of econometrics 213 (2019) 2, pp. 398-433
Persistent link: https://www.econbiz.de/10012304565
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Bootstrap validity for the score test when instruments may be weak
Moreira, Marcelo J.; Porter, Jack R.; Suarez, Gustavo A. - In: Journal of econometrics 149 (2009) 1, pp. 52-64
Persistent link: https://www.econbiz.de/10008237915