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BOOTSTRAP AND HIGHER-ORDER EXPANSION VALIDITY WHEN INSTRUMENTS MAY BE WEAK
Moreira, Marcelo J.; Porter, Jack R.; Suarez, Gustavo A. - 2004
Persistent link: https://www.econbiz.de/10005924246
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OPTIMAL INFERENCE IN REGRESSION MODELS WITH NEARLY INTEGRATED REGRESSORS
Jansson, Michael; Moreira, Marcelo J. - 2004
Persistent link: https://www.econbiz.de/10005924384
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Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
Andrews, Donald W.K.; Moreira, Marcelo J.; Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 715-752
Persistent link: https://www.econbiz.de/10006747250
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Optimal Inference in Regression Models with Nearly Integrated Regressors
Jansson, Michael; Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 681-714
Persistent link: https://www.econbiz.de/10006747251
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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
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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/10007734932
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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/10008135101
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A Conditional Likelihood Ratio Test for Structural Models
Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1027-1048
Persistent link: https://www.econbiz.de/10006760887
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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. 131-141
Persistent link: https://www.econbiz.de/10008883227
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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. 241-255
Persistent link: https://www.econbiz.de/10008898221