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Bootstrap validity for the score test when instruments may be weak
Moreira, Marcelo J.; Porter, Jack R.; Suarez, Gustavo A. - In: Journal of econometrics 149 (2009) 1, pp. 52-65
Persistent link: https://www.econbiz.de/10008899332
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Bootstrap validity for the score test when instruments may be weak
Moreira, Marcelo J.; Porter, Jack R.; Suarez, Gustavo A. - In: Journal of econometrics 149 (2009) 1, pp. 52-64
Persistent link: https://www.econbiz.de/10008237915
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The Evolution of a Financial Crisis: Collapse of the Asset‐Backed Commercial Paper Market
COVITZ, DANIEL; LIANG, NELLIE; SUAREZ, GUSTAVO A. - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 815-848
Persistent link: https://www.econbiz.de/10010120274
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How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset‐Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
DUYGAN‐BUMP, BURCU; PARKINSON, PATRICK; ROSENGREN, ERIC; … - In: The journal of finance : the journal of the American … 68 (2013) 2, pp. 715-737
Persistent link: https://www.econbiz.de/10010089363
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Impossibility Results for Nondifferentiable Functionals
Hirano, Keisuke; Porter, Jack R. - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1769-1791
Persistent link: https://www.econbiz.de/10009997699
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Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
Hirano, Keisuke; Porter, Jack R. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 5, pp. 1307-1338
Persistent link: https://www.econbiz.de/10006760584
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Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
Andrews, Donald W.K.; Moreira, Marcelo J.; Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 715-752
Persistent link: https://www.econbiz.de/10006747250
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Optimal Inference in Regression Models with Nearly Integrated Regressors
Jansson, Michael; Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 681-714
Persistent link: https://www.econbiz.de/10006747251
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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/10005924384
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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/10007804471