Adam Mccloskey, Ph.D.
Affiliations: | Economics | Brown University, Providence, RI | |
| 2011 | Boston University, Boston, MA, United States |
Area:
Econometrics, Time SeriesGoogle:
"Adam Mccloskey"Parents
Sign in to add mentor| Pierre Perron | grad student | 2011 | Boston University | |
| (Estimation of time series models robust to low-frequency contamination.) | ||||
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Publications
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| Andrews I, Kitagawa T, McCloskey A. (2020) Inference after estimation of breaks Journal of Econometrics |
| Han S, McCloskey A. (2019) Estimation and Inference with a (Nearly) Singular Jacobian Quantitative Economics. 10: 1019-1068 |
| McCloskey A. (2019) Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model Journal of Business & Economic Statistics. 1-35 |
| Andrews I, Kitagawa T, McCloskey A. (2018) Inference on winners National Bureau of Economic Research |
| McCloskey A. (2017) Bonferroni-Based Size-Correction for Nonstandard Testing Problems Journal of Econometrics. 200: 17-35 |
| McCloskey A, Hill JB. (2017) Parameter Estimation Robust to Low-Frequency Contamination Journal of Business & Economic Statistics. 35: 598-610 |
| McCloskey A, Perron P. (2013) Memory parameter estimation in the presence of level shifts and deterministic trends Econometric Theory. 29: 1196-1237 |
| McCloskey A. (2013) Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends Journal of Time Series Analysis. 34: 285-301 |