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Marcelo J. Moreira

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Personal Details

First Name:Marcelo
Middle Name:J.
Last Name:Moreira
Suffix:
RePEc Short-ID:pmo72
Email:
Homepage:http://epge.fgv.br/users/marcelo-moreira/
Postal Address:Escola de Pós-graduação em Economia Fundação Getulio Vargas (FGV/EPGE) Praia de Botafogo, 190 – Sala 1100 Rio de Janeiro-RJ 22250-900 Brazil
Phone:
Location: Rio de Janeiro, Brazil
Homepage: http://epge.fgv.br/
Email:
Phone: 55-21-2559-5871
Fax: 55-21-2553-8821
Postal: Praia de Botafogo 190, sala 1100, Rio de Janeiro/RJ - CEP: 22253-900
Handle: RePEc:edi:epgvfbr (more details at EDIRC)
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  1. Marc Hallin & Marcelo Moreira J. & Alexei Onatski, 2013. "Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model," Working Papers ECARES ECARES 2013-04, ULB -- Universite Libre de Bruxelles.
  2. Moreira, Humberto & Moreira, Marcelo J., 2013. "Contributions to the Theory of Optimal Tests," Economics Working Papers (Ensaios Economicos da EPGE) 747, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  3. Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2012. "Signal Detection in High Dmension: The Multispiked Case," Working Papers ECARES ECARES 2012-036, ULB -- Universite Libre de Bruxelles.
  4. Alexei Onatski & Marcelo Moreira J. & Marc Hallin, 2011. "Asymptotic Power of Sphericity Tests for High-Dimensional Data," Working Papers ECARES ECARES 2011-018, ULB -- Universite Libre de Bruxelles.
  5. Marcelo Moreira, 2008. "A Maximum Likelihood Method for the Incidental Parameter Problem," NBER Working Papers 13787, National Bureau of Economic Research, Inc.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  1. Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014. "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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).
  11. Marcelo J. Moreira, 2003. "A Conditional Likelihood Ratio Test for Structural Models," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, 07.
  12. 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.
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (8) 2004-09-30 2004-11-22 2004-11-22 2008-02-09 2011-08-15 2012-11-03 2013-01-26 2013-11-09. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2004-09-30 2004-11-22
This author is among the top 5% authors according to these criteria:
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