Personal Details
First Name: Marcelo
Middle Name: J.
Last Name: Moreira
Suffix:
RePEc Short-ID: pmo72
Email:
Homepage:
http://www.columbia.edu/~mm3534/
Postal Address: Economics Department, Columbia University 1022 International Affairs Building, MC 3308 420 West 118th Street New York, NY 10027
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Marcelo Moreira, 2008.
"A Maximum Likelihood Method for the Incidental Parameter Problem,"
NBER Working Papers
13787, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Donald W.K. Andrews & Marcelo Moreira & James H. Stock, 2004.
"Optimal Invariant Similar Tests for Instrumental Variables Regression,"
NBER Technical Working Papers
0299, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Michael Jansson & Marcelo J. Moreira, 2004.
"Optimal Inference in Regression Models with Nearly Integrated Regressors,"
NBER Technical Working Papers
0303, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Published as: - Gustavo Suarez & Marcelo J. Moreira & Jack R. Porter, 2004.
"Higher Order Expansions in the Weak Instrument Case,"
Econometric Society 2004 North American Winter Meetings
638, Econometric Society.
- Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004.
"Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak,"
NBER Technical Working Papers
0302, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Marcelo J. Moreira & Brian P. Poi, 2003.
"Implementing Tests with Correct Size in the Simultaneous Equation Model,"
Harvard Institute of Economic Research Working Papers
1993, Harvard - Institute of Economic Research.
[Downloadable!]
Published as: - Marcelo J. Moreira, 2003.
"A General Theory of Hypothesis Testing in the Simultaneous Equations Model,"
Harvard Institute of Economic Research Working Papers
1992, Harvard - Institute of Economic Research.
[Downloadable!]
Articles
- Moreira, Marcelo J. & Porter, Jack R. & Suarez, Gustavo A., 2009.
"Bootstrap validity for the score test when instruments may be weak,"
Journal of Econometrics,
Elsevier, vol. 149(1), pages 52-64, April.
[Downloadable!] (restricted)
- Gary Chamberlain & Marcelo J. Moreira, 2009.
"Decision Theory Applied to a Linear Panel Data Model,"
Econometrica,
Econometric Society, vol. 77(1), pages 107-133, 01.
[Downloadable!] (restricted)
- Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2008.
"Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments,"
Journal of Econometrics,
Elsevier, vol. 146(2), pages 241-254, October.
[Downloadable!] (restricted)
- Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2007.
"Performance of conditional Wald tests in IV regression with weak instruments,"
Journal of Econometrics,
Elsevier, vol. 139(1), pages 116-132, July.
[Downloadable!] (restricted)
- Michael Jansson & Marcelo J. Moreira, 2006.
"Optimal Inference in Regression Models with Nearly Integrated Regressors,"
Econometrica,
Econometric Society, vol. 74(3), pages 681-714, 05.
[Downloadable!] (restricted)
Other versions: - Donald W. K. Andrews & Marcelo J. Moreira & James H. Stock, 2006.
"Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression,"
Econometrica,
Econometric Society, vol. 74(3), pages 715-752, 05.
[Downloadable!] (restricted)
- Marcelo J. Moreira & Brian P. Poi, 2003.
"Implementing tests with correct size in the simultaneous equations model,"
Stata Journal,
StataCorp LP, vol. 3(1), pages 57-70, March.
[Downloadable!]
Other versions: - Marcelo J. Moreira, 2003.
"A Conditional Likelihood Ratio Test for Structural Models,"
Econometrica,
Econometric Society, vol. 71(4), pages 1027-1048, 07.
[Downloadable!] (restricted)
NEP Fields
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ECM: Econometrics (4) 2004-09-30 2004-11-22 2004-11-22 2008-02-09 Author is listed
- NEP-ETS: Econometric Time Series (2) 2004-09-30 2004-11-22 Author is listed
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This page was last updated on 2009-6-22.
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