Listagem por autor "Vilela, Lucas Pimentel"

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    • Hypothesis testing in econometric models 

      Vilela, Lucas Pimentel
      2015-12-11
      This thesis contains three chapters. The first chapter considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical ...

    • Tests based on t-statistics for IV regression with weak instruments 

      Mills, Benjamin; Moreira, Marcelo J.; Vilela, Lucas Pimentel
      2014-10
      This paper considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical and numerical work shows that the conditional ...

    • Wald tests for IV regression with weak instruments 

      Vilela, Lucas Pimentel
      2013-09-17
      This dissertation deals with the problem of making inference when there is weak identification in models of instrumental variables regression. More specifically we are interested in one-sided hypothesis testing for the ...