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Adam McCloskey

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Personal Details

First Name: Adam
Middle Name:
Last Name: McCloskey
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RePEc Short-ID: pmc156

Email:
Homepage: http://www.econ.brown.edu/fac/adam_mccloskey/Home.html
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Affiliation

Economics Department
Brown University
Location: Providence, Rhode Island (United States)
Homepage: http://www.econ.brown.edu/
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Handle: RePEc:edi:edbrous (more details at EDIRC)

Works

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Working papers

  1. Adam McCloskey, 2012. "Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends," Working Papers 2012-17, Brown University, Department of Economics.
  2. Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
  3. Pierre Perron & Adam McCloskey, 2010. "Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends," Boston University - Department of Economics - Working Papers Series WP2010-048, Boston University - Department of Economics.

Articles

  1. Adam McCloskey, 2013. "Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 285-301, 05.
  2. Mccloskey, Adam & Perron, Pierre, 2013. "Memory Parameter Estimation In The Presence Of Level Shifts And Deterministic Trends," Econometric Theory, Cambridge University Press, vol. 29(06), pages 1196-1237, December.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2012-11-17 2012-11-17 2012-11-17. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2012-11-17 2012-11-17. Author is listed

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