Details about Adam McCloskey

Access statistics for papers by Adam McCloskey.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pmc156

Working Papers

2024

1. Identification and Estimation of Causal Effects in High-Frequency Event Studies
   Papers, arXiv.org
2. Inference for Interval-Identified Parameters Selected from an Estimated Set
   Papers, arXiv.org
3. Short and Simple Confidence Intervals When the Directions of Some Effects Are Known
   Post-Print, HAL
   Also in PSE Working Papers, HAL (2024)
   Papers, arXiv.org (2021) View citations (1)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2023)
   Post-Print, HAL (2023)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2024)
   Working Papers, HAL (2024) View citations (1)

2023

4. Critical Values Robust to P-hacking
   Papers, arXiv.org View citations (1)

2022

5. Incentive-Compatible Critical Values
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)

2020

6. Inference after Estimation of Breaks
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
   See also Journal Article Inference after estimation of breaks, Journal of Econometrics, Elsevier (2021) View citations (2) (2021)
7. Inference on winners
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (10)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (5)
   NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (10)
   See also Journal Article Inference on Winners*, The Quarterly Journal of Economics, President and Fellows of Harvard College (2024) View citations (1) (2024)

2012

8. Bonferroni-Based Size-Correction for Nonstandard Testing Problems
   Working Papers, Brown University, Department of Economics View citations (20)
   See also Journal Article Bonferroni-based size-correction for nonstandard testing problems, Journal of Econometrics, Elsevier (2017) View citations (31) (2017)
9. 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 Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends, Journal of Time Series Analysis, Wiley Blackwell (2013) View citations (8) (2013)
10. 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 MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS, Econometric Theory, Cambridge University Press (2013) View citations (41) (2013)

Journal Articles

2024

1. Hybrid confidence intervals for informative uniform asymptotic inference after model selection
   Biometrika, 2024, 111, (1), 109-127
2. Inference on Winners*
   The Quarterly Journal of Economics, 2024, 139, (1), 305-358 View citations (1)
   See also Working Paper Inference on winners, CeMMAP working papers (2020) View citations (1) (2020)

2022

3. Inference for Losers
   AEA Papers and Proceedings, 2022, 112, 635-42 View citations (2)

2021

4. Inference after estimation of breaks
   Journal of Econometrics, 2021, 224, (1), 39-59 View citations (2)
   See also Working Paper Inference after Estimation of Breaks, CeMMAP working papers (2020) View citations (1) (2020)

2020

5. Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model
   Journal of Business & Economic Statistics, 2020, 38, (4), 810-825 View citations (8)

2019

6. Estimation and inference with a (nearly) singular Jacobian
   Quantitative Economics, 2019, 10, (3), 1019-1068 View citations (23)

2017

7. Bonferroni-based size-correction for nonstandard testing problems
   Journal of Econometrics, 2017, 200, (1), 17-35 View citations (31)
   See also Working Paper Bonferroni-Based Size-Correction for Nonstandard Testing Problems, Working Papers (2012) View citations (20) (2012)
8. Parameter Estimation Robust to Low-Frequency Contamination
   Journal of Business & Economic Statistics, 2017, 35, (4), 598-610 View citations (18)

2013

9. 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 (8)
   See also Working Paper Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends, Working Papers (2012) View citations (1) (2012)
10. MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
    Econometric Theory, 2013, 29, (6), 1196-1237 View citations (41)
    See also Working Paper Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends, Working Papers (2012) View citations (5) (2012)

Software Items

2021

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