Humberto Moreira

Selected Publications

A critical value function approach, with an application to persistent time-series

Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is […]

Marcelo Moreira, Rafael Mourão, Humberto Moreira
14 June 2016 | CWP24/16
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable […]

Humberto Moreira, Marcelo Moreira
14 June 2016 | CWP25/16