Adam Mccloskey, Ph.D.

Economics Brown University, Providence, RI 
 2011 Boston University, Boston, MA, United States 
Econometrics, Time Series
"Adam Mccloskey"


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Pierre Perron grad student 2011 Boston University
 (Estimation of time series models robust to low-frequency contamination.)
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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
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