Produção Bibliográfica de Marcelo J. Moreira

Artigos em periódicos
  1. Impossible Inference in Econometrics: Theory and Applications.
    Journal of econometrics. vol. 218, pp. 247-270, 2020
    Marcelo J. Moreira; Marinho Bertanha
  2. Likelihood Inference and The Role of Initial Conditions for the Dynamic Panel Data Model.
    Journal of econometrics. 2020
    Marcelo J. Moreira; José Diogo Valadares Moreira Barbosa
  3. Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors.
    Journal of econometrics. vol. 213, pp. 398-433, 2019
  4. Signal detection in high dimension: The multispiked case.
    The annals of statistics. vol. 42, pp. 225-254, 2014
    Marcelo J. Moreira; Alexei Onatski; Marc Hallin
  5. Tests based on t-statistics for IV regression with weak instruments.
    Journal of econometrics. vol. 182, pp. 351-363, 2014
    Marcelo J. Moreira; Lucas Vilela; Benjamin Mills
  6. Asymptotic power of sphericity tests for high-dimensional data.
    The annals of statistics. vol. 41, pp. 1204-1231, 2013
    Marcelo J. Moreira; Alexei Onatski; Marc Hallin
  7. A maximum likelihood method for the incidental parameter problem.
    The annals of statistics. vol. 37, pp. 3660-3696, 2009
  8. Bootstrap validity for the score test when instruments may be weak.
    Journal of econometrics. vol. 149, pp. 52-64, 2009
    Marcelo J. Moreira; Jack R. Porter; Gustavo A. Suarez
  9. Decision Theory Applied to a Linear Panel Data Model.
    Econometrica. vol. 77, pp. 107-133, 2009
    Marcelo J. Moreira; G. (Gary Chamberlain) Chamberlain
  10. Tests with correct size when instruments can be arbitrarily weak.
    Journal of econometrics. vol. 152, pp. 131-140, 2009
  11. Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments.
    Journal of econometrics. vol. 146, pp. 241-254, 2008
    Marcelo J. Moreira; D Andrews; J Stock
  12. Performance of conditional Wald tests in IV regression with weak instruments.
    Journal of econometrics. vol. 139, pp. 116-132, 2007
    Marcelo J. Moreira; Donald W. K. Andrews; James H. Stock
  13. Optimal inference in regression models with nearly integrated regressors.
    Econometrica. vol. 74, pp. 681-714, 2006
    Marcelo J. Moreira; Michael Jansson
  14. Optimal two-sided invariant similar tests for instrumental variables regression.
    Econometrica. vol. 74, pp. 715-752, 2006
    Marcelo J. Moreira; Donald W. K. Andrews; James H. Stock
  15. On the Validity of Econometric Techniques with Weak Instruments.
    The Journal of Human Resources. vol. 40, pp. 393-410, 2005
  16. A Conditional Likelihood Ratio Test for Structural Models.
    Econometrica. vol. 71, n° 4, pp. 1027-1048, 2003
  17. Implementing Tests with Correct Size in the Simultaneous Equations Model.
    The stata journal. vol. 3, n° 1, pp. 57-70, 2003
    Marcelo J. Moreira; Brian P Poi