1 citations
2 papers
econ.EM2020★ 1 cited
Valid t-ratio Inference for IV
David S. Lee, Justin McCrary, Marcelo J. Moreira +1
In the single IV model, current practice relies on the first-stage F exceeding some threshold (e.g., 10) as a criterion for trusting t-ratio inferences, even though this yields an…
math.ST2016
A Critical Value Function Approach, with an Application to Persistent Time-Series
Marcelo J. Moreira, Rafael Mourao
Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This pape…