Converting sRGB to Adobe RGB

Yep

very easy,

Image / Mode / Convert to profile [choose sRGB].

As other have written its not going to give you any more colour, because that was [potentially] clipped when you converted to sRGB in the first place. 

I'd try the Relative Colorimetric Rendering intent. 

I hope this helps
neil barstow, colourmanagement net :: adobe forum volunteer
google me "neil barstow colourmanagement" for lots of free articles on colour management
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Photoshop can absolutely convert from sRGB to Adobe RGB (1998). Does it buy you anything? No, not unless you are going to add new image elements from Adobe RGB (1998), paste images from Adobe RGB (1998) into this new document etc. 

If you have a gallon container, and you pour a pint of liquid into it, did you end up with a gallon of liquid? No. 

Color Spaces are empty containers. Until you have a pixel with some defined numeric value, they are empty. 

See: http://digitaldog.net/files/ColorNumbersColorGamut.pdf

I think you may need to explain what you mean by "effectively convert a sRGB file to Adobe RGB" . This is done millions of times a day by people who get the results they are looking for, but are you looking for something else? The two choices are, as outlined

- keep the colour the same (the normal process).

- change the colour by forcing the RGB values to be treated as if they are Adobe RGB - giving a more colourful but not accurate conversion

Or are you looking for a third, "magic" solution? Perhaps to accurately put back something you consider, for some reason, to be lost?

The reason I ask is that one group that supplies sRGB templates says just convert from sRGB to Adobe RGB  in Photoshop.

As Lucas noted, you can accurately convert sRGB to AdobeRGB, but it wouldn’t have any affect on the output numbers unless you made an additional color correction.

sRGB clips a significant portion of the typical CMYK gamut, so if you wanted to color correct an RGB image and get at the entire CMYK output space, you would have to make the conversion into a larger RGB space and adjust the output numbers. Gamuts go both ways there are RGB colors that can’t be printed, but there are also CMYK colors that can’t be displayed in sRGB. Here’s a 3D model comparing sRGB (white) with the GRACol Coated press profile, it shows the part of the GRACol space you would not be able to get at when editing in sRGB.

While, most of GRACol is inside of the AdobeRGB space—you can color correct to the saturated blues, yellows, and greens that sRGB clips:

As Bob says yes it is possible, but what result would you want? If you want to preserve the exact colours of the original then it is no problem to convert from sRGB to AdobeRGB using absolute colometric rendering. This is possible because sRGB is contained in AdobeRGB. If you will anyway be editing the images then it is possible to convert with relative colometric conversion using black point compensation, which ought to give you the most visually pleasing result in most cases. This process is quite normal if you are editing stock images that are normally supplied in sRGB but you want to edit colours that are printable in CMYK but are outside of the sRGB gamut (blues, cyans & greens).

Note that chaning colur space will affect how transparency, blending modes and styles appear because blending is calculated on the numbers, and converting a file changes the numbers to preserve the appearance of the individual layers (not the blended sum of the layers)

So the answer to your question is dependent on what the intent for the Adobe RGB image is.  Simply it is easy to convert and keep the same appearance as the sRGB image but with the understanding that the file is still concantinated by its previous sRGB profile.  To do that you can just convert to Adobe RGB.   But if what you want is to have the new file keep the same RGB values just in a different profile, then assign Adobe RGB.  This of course will change the appearance of the image but also expands its gamut.    

Any other approach will be similar to the two choices above.