IDEAS home Printed from https://ideas.repec.org/e/pmc156.html

Adam McCloskey

Personal Details

First Name:Adam
Middle Name:
Last Name:McCloskey
Suffix:
In ASCII letters:
RePEc Short-ID:pmc156
[This author has chosen not to make the email address public]
Terminal Degree:2011 Department of Economics; Boston University (from RePEc Genealogy)

Affiliation

Department of Economics
University of Colorado

Boulder, Colorado (United States)
https://www.colorado.edu/economics/
RePEc:edi:decolus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Alessandro Casini & Adam McCloskey, 2025. "Identification, Estimation and Inference in High-Frequency Event Study Regressions," CEIS Research Paper 608, Tor Vergata University, CEIS, revised 28 Jul 2025.
  2. Alessandro Casini & Adam McCloskey & Luca Rolla & Raimondo Pala, 2025. "Dynamic Local Average Treatment Effects in Time Series," Papers 2509.12985, arXiv.org, revised Jul 2026.
  3. Philipp Ketz & Adam McCloskey & Jan Scherer, 2025. "Numerical Analysis of Test Optimality," Papers 2512.19843, arXiv.org.
  4. Giuseppe Cavaliere & Adam McCloskey & Rasmus S. Pedersen & Anders Rahbek, 2025. "Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems," Papers 2507.19603, arXiv.org.
  5. Alessandro Casini & Adam McCloskey, 2024. "Identification and Estimation of Causal Effects in High-Frequency Event Studies," Papers 2406.15667, arXiv.org, revised Jul 2025.
  6. Sukjin Han & Adam McCloskey, 2024. "Inference for Interval-Identified Parameters Selected from an Estimated Set," Papers 2403.00422, arXiv.org, revised Apr 2025.
  7. McCloskey, Adam & Michaillat, Pascal, 2022. "Incentive-Compatible Critical Values," CEPR Discussion Papers 16942, Centre for Economic Policy Research.
  8. Philipp Ketz & Adam McCloskey, 2021. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Papers 2109.08222, arXiv.org.
  9. Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020. "Inference after Estimation of Breaks," CeMMAP working papers CWP34/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  10. Adam McCloskey & Pascal Michaillat, 2020. "Critical Values Robust to P-hacking," Papers 2005.04141, arXiv.org, revised Dec 2023.
  11. Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018. "Inference on winners," CeMMAP working papers CWP31/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  12. 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.
  13. Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
  14. 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.

    repec:hal:journl:halshs-03957242 is not listed on IDEAS
    repec:hal:journl:halshs-04630222 is not listed on IDEAS
    repec:hal:pseptp:halshs-04630222 is not listed on IDEAS
    repec:hal:journl:halshs-05162918 is not listed on IDEAS
    repec:hal:pseptp:halshs-03957242 is not listed on IDEAS
    repec:hal:pseptp:halshs-05162918 is not listed on IDEAS

Articles

  1. Adam McCloskey & Pascal Michaillat, 2026. "Critical Values Robust to P-Hacking," The Review of Economics and Statistics, MIT Press, vol. 108(4), pages 1085-1097, July.
  2. Philipp Ketz & Adam McCloskey, 2025. "Short and Simple Confidence Intervals When the Directions of Some Effects are Known," The Review of Economics and Statistics, MIT Press, vol. 107(3), pages 820-834, May.
  3. Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2024. "Inference on Winners," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(1), pages 305-358.
  4. A McCloskey, 2024. "Hybrid confidence intervals for informative uniform asymptotic inference after model selection," Biometrika, Biometrika Trust, vol. 111(1), pages 109-127.
  5. Isaiah Andrews & Dillon Bowen & Toru Kitagawa & Adam McCloskey, 2022. "Inference for Losers," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 635-642, May.
  6. Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021. "Inference after estimation of breaks," Journal of Econometrics, Elsevier, vol. 224(1), pages 39-59.
  7. Adam McCloskey, 2020. "Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 810-825, October.
  8. Sukjin Han & Adam McCloskey, 2019. "Estimation and inference with a (nearly) singular Jacobian," Quantitative Economics, Econometric Society, vol. 10(3), pages 1019-1068, July.
  9. McCloskey, Adam, 2017. "Bonferroni-based size-correction for nonstandard testing problems," Journal of Econometrics, Elsevier, vol. 200(1), pages 17-35.
  10. Adam McCloskey & Jonathan B. Hill, 2017. "Parameter Estimation Robust to Low-Frequency Contamination," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 598-610, October.
  11. Mccloskey, Adam & Perron, Pierre, 2013. "Memory Parameter Estimation In The Presence Of Level Shifts And Deterministic Trends," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1196-1237, December.
  12. 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, May.

Software components

  1. Chad Brown & Philipp Ketz & Adam McCloskey, 2021. "SSCI: Stata module to compute Short and Simple Confidence Interval," Statistical Software Components S458986, Boston College Department of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (13) 2012-11-17 2012-11-17 2012-11-17 2018-07-23 2020-01-06 2020-05-18 2021-09-27 2024-04-01 2024-07-29 2025-08-11 2025-08-18 2025-09-22 2026-01-19. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2012-11-17 2012-11-17 2021-07-19 2025-08-11 2025-08-18. Author is listed
  3. NEP-EXP: Experimental Economics (1) 2025-02-24
  4. NEP-ISF: Islamic Finance (1) 2021-09-27

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Adam McCloskey should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.