Details about Adam McCloskey
Access statistics for papers by Adam McCloskey.
Last updated 2019-10-10. Update your information in the RePEc Author Service.
Short-id: pmc156
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Working Papers
2019
- Inference on Winners
NBER Working Papers, National Bureau of Economic Research, Inc 
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
2012
- Bonferroni-Based Size-Correction for Nonstandard Testing Problems
Working Papers, Brown University, Department of Economics View citations (18)
See also Journal Article in Journal of Econometrics (2017)
- 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 View citations (1)
See also Journal Article in Journal of Time Series Analysis (2013)
- Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
Working Papers, Brown University, Department of Economics 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
2019
- Estimation and inference with a (nearly) singular Jacobian
Quantitative Economics, 2019, 10, (3), 1019-1068 View citations (2)
2017
- Bonferroni-based size-correction for nonstandard testing problems
Journal of Econometrics, 2017, 200, (1), 17-35 View citations (9)
See also Working Paper (2012)
- Parameter Estimation Robust to Low-Frequency Contamination
Journal of Business & Economic Statistics, 2017, 35, (4), 598-610 View citations (13)
2013
- 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 View citations (6)
See also Working Paper (2012)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
Econometric Theory, 2013, 29, (06), 1196-1237 View citations (22)
See also Working Paper (2012)
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