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Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root

Jansson, Michael - In: Identification and inference for econometric models : …, (pp. 357-374). 2005

Persistent link: https://www.econbiz.de/10003352578

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

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/10003329584

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

Tests with correct size in the simultaneous equations model

Moreira, Marcelo J. - 2002

Persistent link: https://www.econbiz.de/10003380926

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

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

Moreira, Humberto; Moreira, Marcelo J. - 2016 - This version: June 10, 2016

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We...

Persistent link: https://www.econbiz.de/10011485564

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

Bootstrap and higher-order expansion validity when instruments may be weak

Moreira, Marcelo J. (contributor); Porter, Jack (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002531175

Bootstrap and higher-order expansion validity when instruments may be weak

Moreira, Marcelo J.; Porter, Jack; Suárez, Gustavo A. - 2004

Persistent link: https://www.econbiz.de/10002436398