keywords
- Hypothesis Testing, Statistical Inference, Time Series Analysis
- Contact Info
McCloskey, Adam
Positions
- Associate Professor, Economics
Research Areas
Research
Publications
selected publications
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journal article
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Hybrid confidence intervals for informative uniform asymptotic inference after model selection.
Biometrika.
109-127.
2024
-
Inference on Winners.
The Quarterly Journal of Economics.
305-358.
2024
-
Short and Simple Confidence Intervals When the Directions of Some Effects Are Known.
The Review of Economics and Statistics.
1-44.
2023
-
Inference for Losers.
American Economic Association. Papers and Proceedings.
635-640.
2022
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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 longâmemory stochastic volatility model parameters that is robust to level shifts and deterministic trends.
Journal of Time Series Analysis.
285-301.
2013
-
Hybrid confidence intervals for informative uniform asymptotic inference after model selection.
Biometrika.
109-127.
2024
Teaching
courses taught
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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 - Econometric Theory 2
Primary Instructor - Spring 2019 / Spring 2020 / Fall 2021 / Spring 2024
Estimation and inference for models for dependent data. Topics may include linear and non-linear time series, spatial and network models. The course can be taken independently or in conjunction with 8828 to make a two-semester sequence in econometric theory.
Background
education and training
- M.A., Boston University 2011
- Ph.D., Boston University 2011
- B.A., University of Colorado Boulder 2006