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Implementing Tests with Correct Size in the Simultaneous Equation Model
Moreira, Marcelo J.; Poi, Brian P. - 2003
This paper fixes size distortions of tests for structural parameters in the simultaneous equations model by computing critical value functions based on the conditional distribution of test statistics. The conditional tests can then be used to construct informative confidence regions for the...
Persistent link: https://www.econbiz.de/10014090786
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Tests with correct size when instruments can be arbitrarily weak
Moreira, Marcelo J. - In: Journal of econometrics 152 (2009) 2, pp. 131-140
Persistent link: https://www.econbiz.de/10003892731
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A conditional likelihood ratio test for structural models
Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1027-1048
Persistent link: https://www.econbiz.de/10001792647
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Optimal invariant similar tests for instrumental variables regression
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - 2004
Persistent link: https://www.econbiz.de/10002188332
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A general theory of hypothesis testing in the simultaneous equations model
Moreira, Marcelo J. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001875505
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Optimal inference in regression models with nearly integrated regressors
Jansson, Michael (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530354
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Bootstrap and higher-order expansion validity when instruments may be weak
Moreira, Marcelo J. (contributor); Porter, Jack (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002531175
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Bootstrap and higher-order expansion validity when instruments may be weak
Moreira, Marcelo J.; Porter, Jack; Suárez, Gustavo A. - 2004
Persistent link: https://www.econbiz.de/10002436398
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Optimal inference in regression models with nearly integrated regressors
Jansson, Michael; Moreira, Marcelo J. - 2004
Persistent link: https://www.econbiz.de/10002436408
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On the validity of econometric techniques with weak instruments : inference on returns to education using compulsory school attendance laws
Cruz, Luiz M.; Moreira, Marcelo J. - In: Journal of human resources : JHR 40 (2005) 2, pp. 393-410
Persistent link: https://www.econbiz.de/10002825219