Marcelo J. Moreira : Citation Profile


Are you Marcelo J. Moreira?

Fundação Getúlio Vargas (FGV)

11

H index

14

i10 index

924

Citations

RESEARCH PRODUCTION:

12

Articles

25

Papers

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 51
   Journals where Marcelo J. Moreira has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 16 (1.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo72
   Updated: 2021-10-16    RAS profile: 2019-04-21    
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Relations with other researchers


Works with:

Bertanha, Marinho (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo J. Moreira.

Is cited by:

Andrews, Donald (54)

Doko Tchatoka, Firmin (29)

Guggenberger, Patrik (27)

MacKinnon, James (25)

Dufour, Jean-Marie (23)

Davidson, Russell (23)

Khalaf, Lynda (21)

Wang, Wenjie (16)

Cheng, Xu (13)

Marmer, Vadim (12)

Magnusson, Leandro (12)

Cites to:

Andrews, Donald (20)

Stock, James (17)

Jansson, Michael (10)

Elliott, Graham (9)

Dufour, Jean-Marie (9)

Startz, Richard (8)

Nelson, Charles (8)

Wright, Jonathan (7)

Staiger, Doug (6)

Phillips, Peter (6)

Newey, Whitney (5)

Main data


Where Marcelo J. Moreira has published?


Journals with more than one article published# docs
Journal of Econometrics6
Econometrica4

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies5
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)5
Working Papers ECARES / ULB -- Universite Libre de Bruxelles3

Recent works citing Marcelo J. Moreira (2021 and 2020)


YearTitle of citing document
2020Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2021Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald. (2020). Manski, Charles. In: Papers. RePEc:arx:papers:1912.08726.

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2021Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2004.12445.

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2021Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042.

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2020An optimal test for strategic interaction in social and economic network formation between heterogeneous agents. (2020). Graham, Bryan ; Pelican, Andrin. In: Papers. RePEc:arx:papers:2009.00212.

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2020Instrumental Variable Quantile Regression. (2020). Wuthrich, Kaspar ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2009.00436.

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2020Valid t-ratio Inference for IV. (2020). Porter, Jack ; Moreira, Marcelo J ; McCrary, Justin ; Lee, David L. In: Papers. RePEc:arx:papers:2010.05058.

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2021When Should We (Not) Interpret Linear IV Estimands as LATE?. (2020). Sloczy, Tymon. In: Papers. RePEc:arx:papers:2011.06695.

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2020Non-Identifiability in Network Autoregressions. (2020). Martellosio, Federico. In: Papers. RePEc:arx:papers:2011.11084.

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2021Better Bunching, Nicer Notching. (2021). Bertanha, Marinho ; Seegert, Nathan ; McCallum, Andrew H. In: Papers. RePEc:arx:papers:2101.01170.

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2021Regression Discontinuity Design with Many Thresholds. (2021). Bertanha, Marinho. In: Papers. RePEc:arx:papers:2101.01245.

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2021Permutation Tests at Nonparametric Rates. (2021). Bertanha, Marinho ; Chung, Eunyi . In: Papers. RePEc:arx:papers:2102.13638.

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2021A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2103.11371.

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2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

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2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

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2021MinP Score Tests with an Inequality Constrained Parameter Space. (2021). Yang, Yuhong ; Rahbek, Anders ; Lu, Zeng-Hua ; Cavaliere, Giuseppe. In: Papers. RePEc:arx:papers:2107.06089.

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2021Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2021Short and Simple Confidence Intervals when the Directions of Some Effects are Known. (2021). McCloskey, Adam ; Ketz, Philipp. In: Papers. RePEc:arx:papers:2109.08222.

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2020On Mendelian randomization analysis of case‐control study. (2020). Yu, Kai ; Gail, Mitchell H ; Deng, LU ; Albanes, Demetrius ; Berndt, Sonja I ; Qin, Jing ; Zhang, Han. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:380-391.

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2020Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284.

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2020Market access and regional dispersion of human capital accumulation in Turkey. (2020). Karahasan, Burhan ; Bilgel, Firat. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:3:p:1073-1101.

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2020Financial globalisation and the labour share in developing countries: The type of capital matters. (2020). Wacker, Konstantin ; van Treeck, Katharina. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:9:p:2343-2374.

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2020kinkyreg: Instrument-free inference for linear regression models with endogenous regressors. (2020). Kripfganz, Sebastian ; Kiviet, Jan. In: London Stata Conference 2020. RePEc:boc:usug20:15.

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2021Organisational culture and bank risk. (2021). Reader, Tom ; Gillespie, Alex ; Bholat, David ; Suss, Joel. In: Bank of England working papers. RePEc:boe:boeewp:0912.

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2020Jackknife Lagrange multiplier test with many weak instruments. (2020). Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:613.

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2021Pushing Ones Luck: Petroleum Ownership and Discoveries. (2021). Poelhekke, Steven ; Brunnschweiler, Christa N. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9169.

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2021Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:900.

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2020Identification-robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-23.

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2020Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555.

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2020Mobile phone network and migration: evidence from Myanmar. (2020). Garcia Hombrados, Jorge ; Ciacci, Riccardo ; Zainudeen, Ayesha ; Garcia-Hombrados, Jorge. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2020-016.

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2020Unhealthy consumption behaviors and their intergenerational persistence: The role of education. (2020). Loy, Jens-Peter ; Campos, Bente Castro ; Zhang, Yanjie ; Ren, Yanjun. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x18301044.

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2021Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

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2020On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test. (2020). Wang, Wenjie. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301245.

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2020Regression discontinuity design with many thresholds. (2020). Bertanha, Marinho. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:216-241.

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2020Impossible inference in econometrics: Theory and applications. (2020). Bertanha, Marinho ; Moreira, Marcelo J. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:247-270.

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2020Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293.

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2020Inference in second-order identified models. (2020). Kleibergen, Frank ; Hall, Alastair R ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:346-372.

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2020Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2020). Dufour, Jean-Marie ; Tchatoka, Firmin Doko. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:390-418.

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2020Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels. (2020). Saunders, Charles J ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:419-434.

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2020Generic results for establishing the asymptotic size of confidence sets and tests. (2020). Guggenberger, Patrik ; Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:496-531.

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2020Regression discontinuity designs, white noise models, and minimax. (2020). Tuvaandorj, Purevdorj . In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:587-608.

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2020Score tests in GMM: Why use implied probabilities?. (2020). Renault, Eric ; Chaudhuri, Saraswata. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:260-280.

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2021Second-order corrected likelihood for nonlinear panel models with fixed effects. (2021). Dhaene, Geert ; Sun, Yutao. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:227-252.

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2021Testing continuity of a density via g-order statistics in the regression discontinuity design. (2021). Canay, Ivan ; Bugni, Federico A. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:138-159.

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2021Likelihood inference and the role of initial conditions for the dynamic panel data model. (2021). Moreira, Marcelo J ; Barbosa, Jose Diogo . In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:160-179.

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2021Efficient size correct subset inference in homoskedastic linear instrumental variables regression. (2021). Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:78-96.

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2021Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models. (2021). Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1057-1082.

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2021Simple tests for stock return predictability with good size and power properties. (2021). Taylor, Robert ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:198-214.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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2021Peer effects in corporate disclosure decisions. (2021). Seo, Hojun. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:71:y:2021:i:1:s0165410120300665.

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2021Friends with bankruptcy protection benefits. (2021). Yonker, Scott E ; Stoffman, Noah ; Kleiner, Kristoph. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:578-605.

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2020Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789.

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2020A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868.

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2021Laws, educational outcomes, and returns to schooling evidence from the first wave of U.S. state compulsory attendance laws. (2021). Stephens, Melvin ; Lingwall, Jeff ; Clay, Karen. In: Labour Economics. RePEc:eee:labeco:v:68:y:2021:i:c:s0927537120301391.

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2021Empirical evidence on the Euler equation for consumption in the US. (2021). Mavroeidis, Sophocles ; Ascari, Guido ; Magnusson, Leandro M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:129-152.

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2020When two tribes go to work: Board political diversity and firm performance. (2020). Rockey, James ; Zakir, Nadia . In: European Journal of Political Economy. RePEc:eee:poleco:v:63:y:2020:i:c:s0176268020300318.

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2020The impact of mass shootings on gun policy. (2020). Poliquin, Christopher ; Malhotra, Deepak ; Luca, Michael. In: Journal of Public Economics. RePEc:eee:pubeco:v:181:y:2020:i:c:s0047272719301446.

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2020Measuring governance: Why do errors matter?. (2020). Magnusson, Leandro ; Tarverdi, Yashar. In: World Development. RePEc:eee:wdevel:v:136:y:2020:i:c:s0305750x2030187x.

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2020Identification robust empirical evidence on the Euler equation in open economies. (2020). Magnusson, Leandro ; Haque, Qazi. In: CAMA Working Papers. RePEc:een:camaaa:2020-07.

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2021Better Bunching, Nicer Notching. (2021). Seegert, Nathan ; McCallum, Andrew ; Bertanha, Marinho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-02.

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2020Does an increase in formal care affect informal care? Evidence among the French elderly. (2020). Roquebert, Quitterie ; Perdrix, Elsa. In: Working Papers. RePEc:hal:wpaper:halshs-02370689.

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2021Development aid and illicit capital flight: Evidence from Nepal. (2021). Westermann, Frank ; Steinkamp, Sven. In: IEER Working Papers. RePEc:iee:wpaper:wp0121.

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2021The Trouble with Instruments: The Need for Pretreatment Balance in Shock-Based Instrumental Variable Designs. (2021). Black, Bernard ; Atanasov, Vladimir. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1270-1302.

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2020A New Robust Inference for Asset Return Predictability Via Quantile Regression. (2020). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202002.

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2020Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model. (2020). Cai, Zongwu ; Ling, Shiqing ; Qingling, Shi ; Liu, Mengya ; Zhu, Fukang. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202021.

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2021Does media coverage help firms “lobby” for government subsidies? Evidence from China. (2021). Zhu, Ruichao ; Huang, Zeyue ; Luo, Jin-Hui. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:38:y:2021:i:1:d:10.1007_s10490-018-9600-1.

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2020Identification-Robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montec:03-2020.

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2020An Optimal Test for Strategic Interaction in Social and Economic Network Formation between Heterogeneous Agents. (2020). Graham, Bryan ; Pelican, Andrin. In: NBER Working Papers. RePEc:nbr:nberwo:27793.

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2021On the Power Curves of the Conditional Likelihood Ratio and Related Tests for Instrumental Variables Regression with Weak Instruments. (2020). Windmeijer, Frank ; Van de Sijpe, Nicolas. In: Economics Papers. RePEc:nuf:econwp:2009.

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2020On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity. (2020). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:104858.

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2020Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: MPRA Paper. RePEc:pra:mprapa:104908.

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2021Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters. (2021). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:106227.

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2021Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data. (2021). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:106408.

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2020On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test. (2020). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:99109.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:99243.

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2021Fast cluster bootstrap methods for linear regression models. (2021). MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1465.

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2020Identification-Robust Nonparametric Interference in a Linear IV Model. (2020). Antoine, Bertille ; Lavergne, Pascal. In: Discussion Papers. RePEc:sfu:sfudps:dp20-03.

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2021Identifcation-Robust Nonparametric Inference in a Linear IV Model. (2021). Antoine, Bertille ; Lavergne, Pascal. In: Discussion Papers. RePEc:sfu:sfudps:dp21-12.

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2020Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01643-2.

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2020Drink and smoke; drink or smoke? The interdependence between alcohol and cigarette consumption for men in China. (2020). Loy, Jens-Peter ; Campos, Bente Castro ; Ren, Yanjun. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1557-x.

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2021A New Perspective on Weak Instruments. (2021). Keane, Michael ; Neal, Timothy. In: Discussion Papers. RePEc:swe:wpaper:2021-05a.

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2021A Practical Guide to Weak Instruments. (2021). Neal, Timothy ; Keane, Michael. In: Discussion Papers. RePEc:swe:wpaper:2021-05b.

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2020Impacts of an Information and Communication Technology-Assisted Program on Attitudes and English Communication Abilities: An Experiment in a Japanese High School. (2020). Higuchi, Yuki ; Nakamuro, Makiko ; Sasaki, Miyuki. In: Asian Development Review. RePEc:tpr:adbadr:v:37:y:2020:i:2:p:100-133.

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2021Identification-Robust Nonparametric Inference in a Linear IV Model. (2019). Antoine, Bertille ; Lavergne, Pascal . In: TSE Working Papers. RePEc:tse:wpaper:122916.

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2020Estimation, Inference, and Interpretation in the Regression Discontinuity Design. (2020). Lalive, Rafael ; Melly, Blaise. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2016.

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2020Does an increase in formal care affect informal care? Evidence among the French elderly.. (2020). Roquebert, Quitterie ; Perdrix, Elsa. In: Working Papers of BETA. RePEc:ulp:sbbeta:2020-02.

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2020Identification robust empirical evidence on the Euler equation in open economies. (2020). Magnusson, Leandro ; Haque, Qazi. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:20-01.

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2021Theory of Weak Identification in Semiparametric Models. (2021). Kaji, Tetsuya. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:2:p:733-763.

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2021Generalized Local?to?Unity Models. (2021). Muller, Ulrich K ; Dou, Liyu. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:4:p:1825-1854.

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2020A detailed look at crude oil price volatility prediction using macroeconomic variables. (2020). Nonejad, Nima. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1119-1141.

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Works by Marcelo J. Moreira:


YearTitleTypeCited
2020Impossible Inference in Econometrics: Theory and Applications In: Papers.
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paper11
2017Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests.(2017) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2019Impossible inference in econometrics: theory and applications.(2019) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 11
paper
2004Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers.
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paper19
2004Optimal Invariant Similar Tests for Instrumental Variables Regression.(2004) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 19
paper
2012Signal Detection in High Dmension: The Multispiked Case In: Working Papers ECARES.
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paper6
2013Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model In: Working Papers ECARES.
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paper0
2011Asymptotic Power of Sphericity Tests for High-Dimensional Data In: Working Papers ECARES.
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paper23
2003A Conditional Likelihood Ratio Test for Structural Models In: Econometrica.
[Citation analysis]
article385
2006Optimal Inference in Regression Models with Nearly Integrated Regressors In: Econometrica.
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