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Information about:
Marcelo J. Moreira

Personal Details | Affiliation | Works
This is information that was supplied by Marcelo Moreira in registering through RePEc. If you are Marcelo J. Moreira , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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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 |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Marcelo Moreira, 2008. "A Maximum Likelihood Method for the Incidental Parameter Problem," NBER Working Papers 13787, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. 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:

  3. 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:

  4. 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.

  5. 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:

  6. 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:

  7. 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

  1. 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)

  2. Moreira, Marcelo J., 2009. "Tests with correct size when instruments can be arbitrarily weak," Journal of Econometrics, Elsevier, vol. 152(2), pages 131-140, October. [Downloadable!] (restricted)

  3. Lima, Luiz Renato & Moreira, Marcelo & Porter, Jack & Xiao, Zhijie, 2009. "Nonparametric and robust methods in econometrics," Journal of Econometrics, Elsevier, vol. 152(2), pages 79-80, October. [Downloadable!] (restricted)

  4. 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)

  5. 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)

  6. 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)

  7. 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:

  8. 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)

  9. Luiz M. Cruz & Marcelo J. Moreira, 2005. "On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws," Journal of Human Resources, University of Wisconsin Press, vol. 40(2). [Downloadable!] (restricted)

  10. 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:

  11. 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):
  1. NEP-ECM: Econometrics (4) 2004-09-30 2004-11-22 2004-11-22 2008-02-09 Author is listed
  2. 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 2009-11-9.


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