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Adam McCloskey
Adam McCloskey
在 colorado.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Inference on winners
I Andrews, T Kitagawa, A McCloskey
The Quarterly Journal of Economics 139 (1), 305-358, 2024
1032024
Bonferroni-based size-correction for nonstandard testing problems
A McCloskey
Journal of Econometrics 200 (1), 17-35, 2017
962017
Memory parameter estimation in the presence of level shifts and deterministic trends
A McCloskey, P Perron
Econometric Theory 29 (6), 1196-1237, 2013
752013
Estimation and inference with a (nearly) singular Jacobian
S Han, A McCloskey
Quantitative Economics 10 (3), 1019-1068, 2019
472019
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
162013
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
122022
Asymptotically uniform tests after consistent model selection in the linear regression model
A McCloskey
Journal of Business & Economic Statistics 38 (4), 810-825, 2020
122020
Heavy tail robust frequency domain estimation
JB Hill, A McCloskey
URL http://www. econ. brown. edu/fac/adam_mccloskey/Research_files/FDTTQML. pdf, 2013
112013
Inference after estimation of breaks
I Andrews, T Kitagawa, A McCloskey
Journal of Econometrics 224 (1), 39-59, 2021
102021
Hybrid confidence intervals for informative uniform asymptotic inference after model selection
A McCloskey
Biometrika 111 (1), 109-127, 2024
62024
Semiparametric testing for changes in memory of otherwise stationary time series
A McCloskey
Mimeo. January, 2010
62010
Quantitative Economics
T Rau
42013
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
32023
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
32015
Supplement to ‘Estimation and inference with a (nearly) singular Jacobian’
S Han, A McCloskey
Quantitative Economics Supplemental Material 10, 2019
12019
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
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