38 citations · 38 across the 2 of their papers we have counts for
2 papers
math.ST2015
Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors
Humberto Moreira, Marcelo J. Moreira
This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop t…
math.ST2009★ 38 cited
A maximum likelihood method for the incidental parameter problem
Marcelo J. Moreira
This paper uses the invariance principle to solve the incidental parameter problem of [Econometrica 16 (1948) 1--32]. We seek group actions that preserve the structural parameter a…