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Implementing Tests with Correct Size in the Simultaneous Equation Model

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

This paper fixes size distortions of tests for structural parameters in the simultaneous equations model by computing critical value functions based on the conditional distribution of test statistics. The conditional tests can then be used to construct informative confidence regions for the...

Persistent link: https://www.econbiz.de/10014090786

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

Contributions to the theory of optimal tests

Moreira, Humberto; Moreira, Marcelo J. - 2013

Persistent link: https://www.econbiz.de/10011456369

Optimal inference in regression models with nearly integrated regressors

Jansson, Michael (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002530354

Optimal inference in regression models with nearly integrated regressors

Jansson, Michael; Moreira, Marcelo J. - 2004

Persistent link: https://www.econbiz.de/10002436408

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/10001792647

Tests with correct size in the simultaneous equations model

Moreira, Marcelo J. - 2002

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

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/10003329579

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

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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