Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Adam McCloskey"'
Publikováno v:
AEA Papers and Proceedings. 112:635-640
Researchers frequently report league tables ranking units (neighborhoods or firms, for instance) based on estimated coefficients. Since the rankings are formed based on estimates, however, the coefficients reported in league tables suffer from select
Autor:
Adam McCloskey, Pascal Michaillat
Publikováno v:
SSRN Electronic Journal.
Autor:
Philipp Ketz, Adam McCloskey
We provide adaptive confidence intervals on a parameter of interest in the presence of nuisance parameters when some of the nuisance parameters have known signs. The confidence intervals are adaptive in the sense that they tend to be short at and nea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ba46b505370df077e68c2156bfe09da9
https://hal.archives-ouvertes.fr/hal-03388199
https://hal.archives-ouvertes.fr/hal-03388199
Autor:
Adam McCloskey
Publikováno v:
Journal of Business & Economic Statistics. 38:810-825
This paper specializes the critical value methods, that are based upon (refinements of) Bonferroni bounds, introduced by McCloskey (2017) to a problem of inference after consistent model selection in a general linear regression model. The post-select
Autor:
Adam McCloskey, Sukjin Han
Publikováno v:
Han, V & McCloskey, A 2019, ' Estimation and inference with a (nearly) singular Jacobian ', Quantitative Economics, vol. 10, no. 3, pp. 1019–1068 . https://doi.org/10.3982/QE989
This paper develops extremum estimation and inference results for nonlinear models with very general forms of potential identification failure when the source of this identification failure is known. We examine models that may have a general deficien
In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::437819e1eadb508f14a60a702a281d8e
https://doi.org/10.1920/wp.cem.2020.3420
https://doi.org/10.1920/wp.cem.2020.3420
Autor:
Jonathan B. Hill, Adam McCloskey
Publikováno v:
Journal of Business & Economic Statistics. 35:598-610
We provide methods to robustly estimate the parameters of stationary ergodic short-memory time series models in the potential presence of additive low-frequency contamination. The types of contamination covered include level shifts (changes in mean)
Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in the effectiveness of the best policy found in a randomized trial, or the best-performing investment strategy based on hist
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d0b243c25f5aac8df55c9d1cdde2c68
https://doi.org/10.3386/w25456
https://doi.org/10.3386/w25456
Autor:
Adam McCloskey
Publikováno v:
Journal of Time Series Analysis. 34:285-301
I provide conditions under which the trimmed FDQML estimator, advanced by McCloskey (2010) in the context of fully parametric short-memory models, can be used to estimate the long-memory stochastic volatility model parameters in the presence of addit