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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 2019-10-10. Update your information in the RePEc Author Service.

Short-id: pmc156


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Working Papers

2019

  1. Inference on Winners
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads

2012

  1. Bonferroni-Based Size-Correction for Nonstandard Testing Problems
    Working Papers, Brown University, Department of Economics Downloads View citations (18)
    See also Journal Article in Journal of Econometrics (2017)
  2. 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)
  3. 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

2019

  1. Estimation and inference with a (nearly) singular Jacobian
    Quantitative Economics, 2019, 10, (3), 1019-1068 Downloads View citations (2)

2017

  1. Bonferroni-based size-correction for nonstandard testing problems
    Journal of Econometrics, 2017, 200, (1), 17-35 Downloads View citations (9)
    See also Working Paper (2012)
  2. Parameter Estimation Robust to Low-Frequency Contamination
    Journal of Business & Economic Statistics, 2017, 35, (4), 598-610 Downloads View citations (13)

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 (6)
    See also Working Paper (2012)
  2. MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
    Econometric Theory, 2013, 29, (06), 1196-1237 Downloads View citations (22)
    See also Working Paper (2012)
 
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