Marcelo J. Moreira : Citation Profile


Are you Marcelo J. Moreira?

Fundação Getúlio Vargas (FGV)

11

H index

12

i10 index

868

Citations

RESEARCH PRODUCTION:

12

Articles

24

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 51
   Journals where Marcelo J. Moreira has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 16 (1.81 %)

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   Permalink: http://citec.repec.org/pmo72
   Updated: 2021-01-02    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 (43)

Guggenberger, Patrik (27)

Doko Tchatoka, Firmin (27)

MacKinnon, James (24)

Davidson, Russell (23)

Dufour, Jean-Marie (23)

Khalaf, Lynda (21)

Cheng, Xu (13)

Woessmann, Ludger (12)

Marmer, Vadim (12)

Smith, Richard (11)

Cites to:

Andrews, Donald (20)

Stock, James (17)

Jansson, Michael (10)

Elliott, Graham (9)

Dufour, Jean-Marie (9)

Nelson, Charles (8)

Startz, Richard (8)

Wright, Jonathan (7)

Staiger, Doug (6)

Kleibergen, Frank (5)

Phillips, Peter (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 (2020 and 2019)


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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2019The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903.

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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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2019How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu. In: Papers. RePEc:arx:papers:1910.10382.

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

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

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2020Efficiency 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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2020When 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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2019Identifying Modern Macro Equations with Old Shocks. (2019). Mesters, Geert ; Barnichon, Régis. In: Working Papers. RePEc:bge:wpaper:1097.

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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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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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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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2019Identifying Modern Macro Equations with Old Shocks. (2019). Mesters, Geert ; Barnichon, Régis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13765.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

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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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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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2019Robust uniform inference for quantile treatment effects in regression discontinuity designs. (2019). Hsu, Yu-Chin ; Chiang, Harold D ; Sasaki, Yuya. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:589-618.

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2019Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors. (2019). Moreira, Marcelo J. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:398-433.

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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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2019Balanced predictive regressions. (2019). Ren, Yu ; Yi, Yanping ; Tu, Yundong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:118-142.

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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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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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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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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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2019Is Consanguinity an Impediment to Child Development Outcomes?. (2019). Bossavie, Laurent ; Alderman, Harold ; Giles, John T ; Mete, Cem. In: IZA Discussion Papers. RePEc:iza:izadps:dp12665.

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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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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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2019The Impact of Mass Shootings on Gun Policy. (2019). Poliquin, Christopher ; Malhotra, Deepak ; Luca, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26187.

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2019Machine Labor. (2019). Angrist, Joshua ; Frandsen, Brigham. In: NBER Working Papers. RePEc:nbr:nberwo:26584.

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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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2020On 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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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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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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2019Testing for Episodic Predictability in Stock Returns. (2019). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M ; Georgiev, Iliyan. In: Working Papers. RePEc:ptu:wpaper:w201906.

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2019Estimating Path Dependence in Energy Transitions. (2019). Meng, Kyle. In: 2019 Meeting Papers. RePEc:red:sed019:1539.

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2019Identification-Robust Nonparametric Inference in a Linear IV Model. (2019). Antoine, Bertille ; Lavergne, Pascal . In: Discussion Papers. RePEc:sfu:sfudps:dp19-02.

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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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2019Do sunk costs affect expert decision making? Evidence from the within-game usage of NFL running backs. (2019). Quinn, . In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1399-y.

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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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2019Military Expenditure, Endogeneity and Economic Growth. (2019). Pieroni, Luca ; Dunne, John ; Daagostino, Giorgio. In: Defence and Peace Economics. RePEc:taf:defpea:v:30:y:2019:i:5:p:509-524.

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2019Optimized Regression Discontinuity Designs. (2019). Wager, Stefan ; Imbens, Guido. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:101:y:2019:i:2:p:264-278.

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2020Identification-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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2019Identifying modern macro equations with old shocks. (2019). Mesters, Geert ; Barnichon, Régis. In: Economics Working Papers. RePEc:upf:upfgen:1659.

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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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2019How cluster‐robust inference is changing applied econometrics. (2019). MacKinnon, James. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:52:y:2019:i:3:p:851-881.

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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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2019Testing for sphericity in a fixed effects panel data model with time-varying variances. (2019). Peng, Bin ; Shen, Xinyuan ; Ye, Jinqi . In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:85-89.

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2019Projection tests for high-dimensional spiked covariance matrices. (2019). Guo, Wenwen ; Cui, Hengjian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:21-32.

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Works by Marcelo J. Moreira:


YearTitleTypeCited
2020Impossible Inference in Econometrics: Theory and Applications In: Papers.
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paper6
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).
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This paper has another version. Agregated cites: 6
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2019Impossible inference in econometrics: theory and applications.(2019) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 6
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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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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]
article365
2006Optimal Inference in Regression Models with Nearly Integrated Regressors In: Econometrica.
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article90
2004Optimal Inference in Regression Models with Nearly Integrated Regressors.(2004) In: Harvard Institute of Economic Research Working Papers.
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paper
2004Optimal Inference in Regression Models with Nearly Integrated Regressors.(2004) In: NBER Technical Working Papers.
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paper
2006Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression In: Econometrica.
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article132
2009Decision Theory Applied to a Linear Panel Data Model In: Econometrica.
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article9
2004Higher Order Expansions in the Weak Instrument Case In: Econometric Society 2004 North American Winter Meetings.
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paper0
2007Performance of conditional Wald tests in IV regression with weak instruments In: Journal of Econometrics.
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article30
2008Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments In: Journal of Econometrics.
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article14
2009Bootstrap validity for the score test when instruments may be weak In: Journal of Econometrics.
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article17
2009Tests with correct size when instruments can be arbitrarily weak In: Journal of Econometrics.
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article64
2009Nonparametric and robust methods in econometrics In: Journal of Econometrics.
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article0
2014Tests based on t-statistics for IV regression with weak instruments In: Journal of Econometrics.
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article3
2013Contributions to the Theory of Optimal Tests In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper10
2015Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper6
2016Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors.(2016) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 6
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2016A critical value function approach, with an application to persistent time-series In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2016A critical value function approach, with an application to persistent time-series.(2016) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 0
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2017Likelihood inference and the role of initial conditions for the dynamic panel data model In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2017Likelihood inference and the role of initial conditions for the dynamic panel data model.(2017) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 0
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2003A General Theory of Hypothesis Testing in the Simultaneous Equations Model In: Harvard Institute of Economic Research Working Papers.
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2003Implementing Tests with Correct Size in the Simultaneous Equation Model In: Harvard Institute of Economic Research Working Papers.
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paper20
2003Implementing tests with correct size in the simultaneous equations model.(2003) In: Stata Journal.
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This paper has another version. Agregated cites: 20
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2004Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak In: Harvard Institute of Economic Research Working Papers.
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paper9
2004Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak.(2004) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 9
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2019Efficiency loss of asymptotically efficient tests in an instrumental variables regression In: CeMMAP working papers.
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2008A Maximum Likelihood Method for the Incidental Parameter Problem In: NBER Working Papers.
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paper1
2005On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws In: Journal of Human Resources.
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article34

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