Inference on winners I Andrews, T Kitagawa, A McCloskey The Quarterly Journal of Economics 139 (1), 305-358, 2024 | 103 | 2024 |
Bonferroni-based size-correction for nonstandard testing problems A McCloskey Journal of Econometrics 200 (1), 17-35, 2017 | 96 | 2017 |
Memory parameter estimation in the presence of level shifts and deterministic trends A McCloskey, P Perron Econometric Theory 29 (6), 1196-1237, 2013 | 75 | 2013 |
Estimation and inference with a (nearly) singular Jacobian S Han, A McCloskey Quantitative Economics 10 (3), 1019-1068, 2019 | 47 | 2019 |
Parameter estimation robust to low-frequency contamination A McCloskey, JB Hill Journal of Business & Economic Statistics 35 (4), 598-610, 2017 | 31* | 2017 |
Estimation of the long‐memory stochastic volatility model parameters that is robust to level shifts and deterministic trends A McCloskey Journal of Time Series Analysis 34 (3), 285-301, 2013 | 16 | 2013 |
Critical values robust to p-hacking A McCloskey, P Michaillat Review of Economics and Statistics, 1-35, 2024 | 13* | 2024 |
Inference for losers I Andrews, D Bowen, T Kitagawa, A McCloskey AEA Papers and Proceedings 112, 635-640, 2022 | 12 | 2022 |
Asymptotically uniform tests after consistent model selection in the linear regression model A McCloskey Journal of Business & Economic Statistics 38 (4), 810-825, 2020 | 12 | 2020 |
Heavy tail robust frequency domain estimation JB Hill, A McCloskey URL http://www. econ. brown. edu/fac/adam_mccloskey/Research_files/FDTTQML. pdf, 2013 | 11 | 2013 |
Inference after estimation of breaks I Andrews, T Kitagawa, A McCloskey Journal of Econometrics 224 (1), 39-59, 2021 | 10 | 2021 |
Hybrid confidence intervals for informative uniform asymptotic inference after model selection A McCloskey Biometrika 111 (1), 109-127, 2024 | 6 | 2024 |
Semiparametric testing for changes in memory of otherwise stationary time series A McCloskey Mimeo. January, 2010 | 6 | 2010 |
Quantitative Economics T Rau | 4 | 2013 |
Short and simple confidence intervals when the directions of some effects are known P Ketz, A McCloskey Review of Economics and Statistics, 1-44, 2023 | 3 | 2023 |
On the computation of size-correct power-directed tests with null hypotheses characterized by inequalities A McCloskey working paper, available at http://www. brown. edu/Departments/Economics …, 2015 | 3 | 2015 |
Supplement to ‘Estimation and inference with a (nearly) singular Jacobian’ S Han, A McCloskey Quantitative Economics Supplemental Material 10, 2019 | 1 | 2019 |
Identification and Estimation of Causal Effects in High-Frequency Event Studies A Casini, A McCloskey arXiv preprint arXiv:2406.15667, 2024 | | 2024 |
Critical Values Robust to P-hacking: Online Appendices A McCloskey, P Michaillat | | 2024 |
Inference for Interval-Identified Parameters Selected from an Estimated Set S Han, A McCloskey arXiv preprint arXiv:2403.00422, 2024 | | 2024 |