Listagem Produção Intelectual em Bases Externas por autor "Moreira, Marcelo J."

Itens para a visualização no momento 1-8 of 8

    • Asymptotic power of sphericity tests for high-dimensional data 

      Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
      2013-06
      This paper studies the asymptotic power of tests of sphericity against perturbations in a single unknown direction as both the dimensionality of the data and the number of observations go to infinity. We establish the ...

    • Bootstrap validity for the score test when instruments may be weak 

      Moreira, Marcelo J.; Porter, Jack R.; Suarez, Gustavo A.
      2009
      It is well-known that size adjustments based on bootstrapping the t-statistic perform poorly when instruments are weakly correlated with the endogenous explanatory variable. In this paper, we provide a theoretical proof ...

    • Decision theory applied to a linear panel data model 

      Chamberlain, Gary; Moreira, Marcelo J.
      2009-01
      This paper applies some general concepts in decision theory to a linear panel data model. A simple version of the model is an autoregression with a separate intercept for each unit in the cross section, with errors that ...

    • Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 

      Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H.
      2008
      As Nelson and Startz [Nelson, C.R., Startz, R., 1990a. The distribution of the instrumental variable estimator and its t ratio when the instrument is a poor one. Journal of Business 63, S125-S140; Nelson, C.R., Startz, R., ...

    • Life cycle greenhouse gas emissions of sugar cane renewable jet fuel 

      Moreira, Marcelo J.; Gurgel, Ângelo Costa; Seabra, Joaquim E. A.
      2014-12-16
      This study evaluated the life cycle GHG emissions of a renewable jet fuel produced from sugar cane in Brazil under a consequential approach. The analysis included the direct and indirect emissions associated with sugar ...

    • Signal detection in high dimension: the multispiked case 

      Onatski, Alexei; Moreira, Marcelo J.; Hallin, Marc
      2014-02
      This paper applies Le Cam's asymptotic theory of statistical experiments to the signal detection problem in high dimension. We consider the problem of testing the null hypothesis of sphericity of a high-dimensional covariance ...

    • 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 ...

    • Tests with correct size when instruments can be arbitrarily weak 

      Moreira, Marcelo J.
      2009-10
      This paper applies classical exponential-family statistical theory to develop a unifying framework for testing structural parameters in the simultaneous equations model under the assumption of normal errors with known ...