Adam McCloskey : Citation Profile


Are you Adam McCloskey?

University of Colorado

4

H index

3

i10 index

61

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 7
   Journals where Adam McCloskey has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 2 (3.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmc156
   Updated: 2018-11-17    RAS profile: 2018-08-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Adam McCloskey.

Is cited by:

Perron, Pierre (11)

Sibbertsen, Philipp (11)

Leschinski, Christian (5)

Christensen, Bent Jesper (5)

Rodríguez, Gabriel (3)

DiTraglia, Francis (3)

Franchi, Massimo (3)

Proietti, Tommaso (3)

Haldrup, Niels (3)

Johansen, Soren (3)

Yamamoto, Yohei (2)

Cites to:

Andrews, Donald (10)

Leeb, Hannes (7)

Pötscher, Benedikt (7)

Guggenberger, Patrik (7)

Perron, Pierre (4)

Wolf, Michael (3)

Nielsen, Morten (3)

Hansen, Bruce (3)

Hurvich, Clifford (2)

Hansen, Peter (2)

Cheng, Xu (2)

Main data


Where Adam McCloskey has published?


Recent works citing Adam McCloskey (2018 and 2017)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: CREATES Research Papers. RePEc:aah:create:2017-17.

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2017Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar. In: CREATES Research Papers. RePEc:aah:create:2017-39.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244.

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2018A multivariate test against spurious long memory. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Busch, Marie. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:33-49.

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2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). García Enríquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

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2017Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:25-:d:101429.

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2017Recent Developments in Cointegration. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2017:i:1:p:1-:d:124889.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:13-:d:135826.

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2017Origins of Spurious Long Memory. (2017). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-595.

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2017The Memory of Volatility. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-601.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-628.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: Discussion Papers. RePEc:kud:kuiedp:1709.

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2017Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Knapik, Oskar ; Haldrup, Niels. In: CEIS Research Paper. RePEc:rtv:ceisrp:422.

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Works by Adam McCloskey:


YearTitleTypeCited
2013Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends In: Journal of Time Series Analysis.
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article7
2012Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2010Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper25
2012Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2013MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS.(2013) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2012Bonferroni-Based Size-Correction for Nonstandard Testing Problems In: Working Papers.
[Full Text][Citation analysis]
paper18
2017Bonferroni-based size-correction for nonstandard testing problems.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2018Inference on winners In: CeMMAP working papers.
[Full Text][Citation analysis]
paper0
2017Parameter Estimation Robust to Low-Frequency Contamination In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team