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Details about Adam McCloskey

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Workplace:Department of Economics, University of Colorado, (more information at EDIRC)

Access statistics for papers by Adam McCloskey.

Last updated 2022-11-20. Update your information in the RePEc Author Service.

Short-id: pmc156


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Working Papers

2022

  1. Critical Values Robust to P-hacking
    Papers, arXiv.org Downloads
  2. Incentive-Compatible Critical Values
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) Downloads View citations (1)

2021

  1. Short and Simple Confidence Intervals when the Directions of Some Effects are Known
    Working Papers, HAL View citations (1)
    Also in Papers, arXiv.org (2021) Downloads View citations (1)

2020

  1. Inference after Estimation of Breaks
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads

    See also Journal Article in Journal of Econometrics (2021)
  2. Inference on winners
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (3)

2012

  1. Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
    Working Papers, Brown University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Time Series Analysis (2013)
  2. Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
    Working Papers, Brown University, Department of Economics Downloads View citations (5)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2010) View citations (5)

    See also Journal Article in Econometric Theory (2013)

Journal Articles

2022

  1. Inference for Losers
    AEA Papers and Proceedings, 2022, 112, 635-42 Downloads

2021

  1. Inference after estimation of breaks
    Journal of Econometrics, 2021, 224, (1), 39-59 Downloads
    See also Working Paper (2020)

2020

  1. Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model
    Journal of Business & Economic Statistics, 2020, 38, (4), 810-825 Downloads View citations (7)

2019

  1. Estimation and inference with a (nearly) singular Jacobian
    Quantitative Economics, 2019, 10, (3), 1019-1068 Downloads View citations (19)

2017

  1. Parameter Estimation Robust to Low-Frequency Contamination
    Journal of Business & Economic Statistics, 2017, 35, (4), 598-610 Downloads View citations (17)

2013

  1. Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends
    Journal of Time Series Analysis, 2013, 34, (3), 285-301 Downloads View citations (8)
    See also Working Paper (2012)
  2. MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
    Econometric Theory, 2013, 29, (6), 1196-1237 Downloads View citations (39)
    See also Working Paper (2012)

Software Items

2021

  1. SSCI: Stata module to compute Short and Simple Confidence Interval
    Statistical Software Components, Boston College Department of Economics Downloads
 
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