Details about Adam McCloskey

Access statistics for papers by Adam McCloskey.

Last updated 2021-03-17. Update your information in the RePEc Author Service.

Short-id: pmc156

Working Papers

2020

1. Incentive-Compatible Critical Values
   Papers, arXiv.org

2019

2. Inference after estimation of breaks
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
3. Inference on Winners
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   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) View citations (1)

2012

4. Bonferroni-Based Size-Correction for Nonstandard Testing Problems
   Working Papers, Brown University, Department of Economics View citations (19)
   See also Journal Article in Journal of Econometrics (2017)
5. 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)
6. 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

2020

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

2019

2. Estimation and inference with a (nearly) singular Jacobian
   Quantitative Economics, 2019, 10, (3), 1019-1068 View citations (11)

2017

3. Bonferroni-based size-correction for nonstandard testing problems
   Journal of Econometrics, 2017, 200, (1), 17-35 View citations (20)
   See also Working Paper (2012)
4. Parameter Estimation Robust to Low-Frequency Contamination
   Journal of Business & Economic Statistics, 2017, 35, (4), 598-610 View citations (16)

2013

5. 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 (7)
   See also Working Paper (2012)
6. MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
   Econometric Theory, 2013, 29, (6), 1196-1237 View citations (27)
   See also Working Paper (2012)