Marcelo J. Moreira
Personal Details
First Name: | Marcelo |
Middle Name: | J. |
Last Name: | Moreira |
Suffix: | |
RePEc Short-ID: | pmo72 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/moreiramarceloj/ | |
Fundação Getulio Vargas (FGV) Praia de Botafogo, 190 – Sala 1100 Rio de Janeiro-RJ 22250-900 Brazil | |
Terminal Degree: | 2002 Department of Economics; University of California-Berkeley (from RePEc Genealogy) |
Affiliation
EPGE Escola Brasileira de Economia e Finanças
Fundação Getúlio Vargas (FGV)
Rio de Janeiro, Brazilhttp://epge.fgv.br/
RePEc:edi:epgvfbr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter & Luther Yap, 2023. "What to do when you can't use '1.96' Confidence Intervals for IV," NBER Working Papers 31893, National Bureau of Economic Research, Inc.
- Marcelo J. Moreira & Geert Ridder, 2020.
"Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression,"
Papers
2008.13042, arXiv.org, revised Sep 2021.
- Marcelo Moreira & Geert Ridder, 2019. "Efficiency loss of asymptotically efficient tests in an instrumental variables regression," CeMMAP working papers CWP03/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2020.
"Valid t-ratio Inference for IV,"
Papers
2010.05058, arXiv.org.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2022. "Valid t-Ratio Inference for IV," American Economic Review, American Economic Association, vol. 112(10), pages 3260-3290, October.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," NBER Working Papers 29124, National Bureau of Economic Research, Inc.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," Working Papers 2021-69, Princeton University. Economics Department..
- Marcelo J. Moreira & Mahrad Sharifvaghefi & Geert Ridder, 2017. "Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors," Papers 1705.00231, arXiv.org, revised Aug 2021.
- Barbosa, José Diogo Valadares Moreira & Moreira, Marcelo J., 2017.
"Likelihood inference and the role of initial conditions for the dynamic panel data model,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
788, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Barbosa, José Diogo & Moreira, Marcelo J., 2021. "Likelihood inference and the role of initial conditions for the dynamic panel data model," Journal of Econometrics, Elsevier, vol. 221(1), pages 160-179.
- Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers CWP04/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bertanha, Marinho Angelo & Moreira, Marcelo J., 2017. "Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 787, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Moreira, Marcelo J. & Mourão, Rafael & Moreira, Humberto Ataíde, 2016.
"A critical value function approach, with an application to persistent time-series,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
778, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Marcelo Moreira & Rafael Mourão & Humberto Moreira, 2016. "A critical value function approach, with an application to persistent time-series," CeMMAP working papers CWP24/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Marinho Bertanha & Marcelo J. Moreira, 2016.
"Impossible Inference in Econometrics: Theory and Applications,"
Papers
1612.02024, arXiv.org, revised Feb 2020.
- Bertanha, Marinho & Moreira, Marcelo J., 2020. "Impossible inference in econometrics: Theory and applications," Journal of Econometrics, Elsevier, vol. 218(2), pages 247-270.
- Marinho Bertanha & Marcelo Moreira, 2019. "Impossible inference in econometrics: theory and applications," CeMMAP working papers CWP02/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Moreira, Humberto Ataíde & Moreira, Marcelo J., 2015.
"Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
764, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
- Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers CWP25/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Moreira, Humberto Ataíde & Moreira, Marcelo J., 2013. "Contributions to the Theory of Optimal Tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 747, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- 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.
- 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.
- Marcelo Moreira, 2008. "A Maximum Likelihood Method for the Incidental Parameter Problem," NBER Working Papers 13787, National Bureau of Economic Research, Inc.
- Michael Jansson & Marcelo J. Moreira, 2004.
"Optimal Inference in Regression Models with Nearly Integrated Regressors,"
Harvard Institute of Economic Research Working Papers
2047, Harvard - Institute of Economic Research.
- Michael Jansson & Marcelo J. Moreira, 2006. "Optimal Inference in Regression Models with Nearly Integrated Regressors," Econometrica, Econometric Society, vol. 74(3), pages 681-714, May.
- 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.
- 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,"
Harvard Institute of Economic Research Working Papers
2048, Harvard - Institute of Economic Research.
- 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.
- Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock, 2004.
"Optimal Invariant Similar Tests for Instrumental Variables Regression,"
Cowles Foundation Discussion Papers
1476, Cowles Foundation for Research in Economics, Yale University.
- 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.
- 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.
- 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.
- 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.
Articles
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2022.
"Valid t-Ratio Inference for IV,"
American Economic Review, American Economic Association, vol. 112(10), pages 3260-3290, October.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2020. "Valid t-ratio Inference for IV," Papers 2010.05058, arXiv.org.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," NBER Working Papers 29124, National Bureau of Economic Research, Inc.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," Working Papers 2021-69, Princeton University. Economics Department..
- Barbosa, José Diogo & Moreira, Marcelo J., 2021.
"Likelihood inference and the role of initial conditions for the dynamic panel data model,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 160-179.
- Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers CWP04/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Barbosa, José Diogo Valadares Moreira & Moreira, Marcelo J., 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 788, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Bertanha, Marinho & Moreira, Marcelo J., 2020.
"Impossible inference in econometrics: Theory and applications,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 247-270.
- Marinho Bertanha & Marcelo J. Moreira, 2016. "Impossible Inference in Econometrics: Theory and Applications," Papers 1612.02024, arXiv.org, revised Feb 2020.
- Marinho Bertanha & Marcelo Moreira, 2019. "Impossible inference in econometrics: theory and applications," CeMMAP working papers CWP02/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Moreira, Humberto & Moreira, Marcelo J., 2019.
"Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
- Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers CWP25/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Moreira, Humberto Ataíde & Moreira, Marcelo J., 2015. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 764, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- 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.
- 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.
- 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.
- 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.
- Gary Chamberlain & Marcelo J. Moreira, 2009. "Decision Theory Applied to a Linear Panel Data Model," Econometrica, Econometric Society, vol. 77(1), pages 107-133, January.
- 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.
- 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.
- Michael Jansson & Marcelo J. Moreira, 2006.
"Optimal Inference in Regression Models with Nearly Integrated Regressors,"
Econometrica, Econometric Society, vol. 74(3), pages 681-714, May.
- Michael Jansson & Marcelo J. Moreira, 2004. "Optimal Inference in Regression Models with Nearly Integrated Regressors," Harvard Institute of Economic Research Working Papers 2047, Harvard - Institute of Economic Research.
- 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.
- 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, May.
- 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).
- 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.
- 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.
- Marcelo J. Moreira, 2003. "A Conditional Likelihood Ratio Test for Structural Models," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, July.
More information
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- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (15) 2004-04-11 2004-09-30 2004-11-22 2004-11-22 2008-02-09 2011-08-15 2012-11-03 2013-01-26 2013-11-09 2015-09-05 2016-06-25 2016-12-11 2017-05-14 2020-11-09 2024-01-01. Author is listed
- NEP-ETS: Econometric Time Series (4) 2004-09-30 2004-11-22 2016-06-25 2017-05-14
- NEP-NET: Network Economics (2) 2016-06-25 2016-06-25
- NEP-ORE: Operations Research (2) 2021-08-23 2022-03-14
- NEP-ISF: Islamic Finance (1) 2021-08-23
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