International Fellows

Marcelo Moreira

Fundação Getúlio Vargas

Selected Publications

Impossible inference in econometrics: theory and applications

This paper studies models in which hypothesis tests have trivial power, that is, power smaller than… Continue reading.

Marinho Bertanha, Marcelo Moreira
22 January 2019 | CWP02/19
Efficiency loss of asymptotically efficient tests in an instrumental variables regression

In a model with endogenous regressors, heteroskedastic and autocorrelated (HAC) errors and weak instruments, tests that… Continue reading.

Marcelo Moreira, Geert Ridder
22 January 2019 | CWP03/19
Likelihood inference and the role of initial conditions for the dynamic panel data model

Lancaster (2002) proposes an estimator for the dynamic panel data model with homoskedastic errors and zero… Continue reading.

Jose Diogo Barbosa, Marcelo Moreira
20 January 2017 | CWP04/17
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… Continue reading.

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… Continue reading.

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