Marcelo J. Moreira
Contact
InformationWorking Papers
Tests with Correct Size in the Simultaneous Equations
Model. 2002, UC Berkeley.
Published and Forthcoming Papers (please
print for personal use only)
1. A
Conditional Likelihood Ratio Test for Structural Models. July 2003, Econometrica,
71 (4), 1027-1048.
2. Implementing
Tests with Correct Size in the Simultaneous Equations Model, with
Brian Poi. January 2003, Stata Journal, 3 (1), 57-70.
3. On
the Validity of Econometric Techniques With Weak Instruments: Inference on
Returns to Education Using Compulsory School Attendance Laws, with
Luiz M. Cruz. Spring 2005, Journal of
Human Resources, 40(2), 393-410.
4. Optimal
Two-Sided Invariant Similar Tests for Instrumental Variables Regression,
with Donald W.K. Andrews and James H. Stock. May 2006, Econometrica, 74(3), 715-752. Supplement.
5. Optimal
Inference in Regression Models with Nearly Integrated Regressors,
with Michael Jansson. May 2006, Econometrica, 74(3), 681-715.
6. Performance
of Conditional Wald Tests in IV Regression with Weak Instruments,
with Donald W.K. Andrews and James H. Stock. July 2007, Journal of Econometrics, 139(1),
116-132.
7. Efficient
Two-Sided Nonsimilar Invariant Tests in IV Regression with Weak Instruments,
with Donald W.K. Andrews and James H. Stock. October 2008, Journal of Econometrics, 146(2),
241-254.
8. Decision Theory
Applied to a Linear Panel Data Model, with Gary Chamberlain. January 2009, Econometrica, 77(1),
107-133.
9. Bootstrap Validity for the Score Test When Instruments
May Be Weak, with Jack R. Porter and Gustavo A. Suarez. April 2009, Journal of Econometrics, 149(1), 52-64.
10. Tests with Correct Size when Instruments Can Be Arbitrarily Weak. October 2009, Journal of Econometrics, 152(2), 131-140. Also available at
Center for Labor Economics
Working Paper Series 37, 2001, UC Berkeley.
11. A Maximum Likelihood Method for the Incidental Parameter Problem. December 2009, The Annals of Statistics, 37(6A), 3660-3696.
A Maximum
Likelihood Method of the Incidental Parameter Problem.
Stastical Packages (help files are available for all packages)
STATA programs for
conditional tests and LIML estimator in Instrumental Variables regression. Version
2.05.
You can also download version 2.05 by typing in STATA:net from http://www.columbia.edu/~mm3534/codesnet describe CLRv2net install CLRv2, replace