keywords
- Hypothesis Testing, Statistical Inference, Time Series Analysis
- Contact Info
McCloskey, Adam
Positions
- Assistant Professor, Economics
Research Areas
Research
Publications
selected publications
-
journal article
-
Inference for Losers.
635-640.
2022
-
Inference after estimation of breaks.
Journal of Econometrics.
39-59.
2021
-
Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model.
Journal of Business and Economic Statistics.
810-825.
2020
-
Estimation and inference with a (nearly) singular Jacobian.
Quantitative Economics.
1019-1068.
2019
-
Parameter Estimation Robust to Low-Frequency Contamination.
Journal of Business and Economic Statistics.
598-610.
2017
-
Bonferroni-based size-correction for nonstandard testing problems.
Journal of Econometrics.
17-35.
2017
-
MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS.
Econometric Theory.
1196-1237.
2013
-
Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends.
Journal of Time Series Analysis.
285-301.
2013
-
Inference for Losers.
635-640.
2022
Teaching
courses taught
-
ECON 4818 - Introduction to Econometrics
Primary Instructor - Spring 2019 / Spring 2020 / Fall 2020 / Spring 2021 / Fall 2021 / Fall 2022
Provides undergraduate economics majors with an introduction to econometric theory and practice. Develops the multiple regression model and problems encountered in its application in lecture and individual applied projects. -
ECON 8838 - Seminar: Econometrics 2
Primary Instructor - Spring 2019 / Spring 2020 / Fall 2021
Teaches the advanced level of econometrics theory. Topics include asymptotic theory, maximum likelihood estimation, limited dependent variables analysis and other frontier areas of econometrics such as the method of moment estimation, semiparametric and nonparametric estimation procedure.
Background
education and training
- M.A., Boston University 2011
- Ph.D., Boston University 2011
- B.A., University of Colorado Boulder 2006