Details about Adam McCloskey

Access statistics for papers by Adam McCloskey.

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

Short-id: pmc156

Working Papers

2022

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

2021

3. 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) View citations (1)

2020

4. 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 in Journal of Econometrics (2021)
5. 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 (8)
   NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (7)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (3)

2012

6. 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)
7. 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

2022

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

2021

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

2020

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

2019

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

2017

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

2013

6. 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 (2012)
7. MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
   Econometric Theory, 2013, 29, (6), 1196-1237 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