Adam Mccloskey, Ph.D. - Publications

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

2 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2013 McCloskey A, Perron P. Memory parameter estimation in the presence of level shifts and deterministic trends Econometric Theory. 29: 1196-1237. DOI: 10.2139/Ssrn.2171907  1
2013 McCloskey A. 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. DOI: 10.1111/Jtsa.12012  1
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