Marcelo J. Moreira
 
 
Contact Information

mjmoreira@columbia.edu

Economics Department, Columbia University
1022 International Affairs Building, MC 3308
420 West 118th Street
New York, NY 10027


Working 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.


Simulations

Optimal Invariant Similar Tests for Instrumental Variables Regression, with Donald W.K. Andrews and James H. Stock.

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/codes
net describe CLRv2
net install CLRv2, replace