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Research

Publications:

Chambers, Marcus J. and Kyriacou, Maria (2013) Jackknife estimation with a unit root. Statistics and Probability Letters83(7)1677-1682.

Kyriacou, Maria (2014) Overlapping sub-sampling and invariance to initial conditions. Communications in Statistics- Theory and Methods, Accepted for Publication.


Working Papers:

”Jackknife bias reduction in the presence of a unit root“ (with M. J. Chambers)- (Discussion Paper No. 685, Department of Economics, University of Essex).


”Jackknife Bias reduction in Autoregressive models with a unit Root” (with M. J. Chambers)- (Centre for Econometric Analysis (CEA@Cass) Working Paper Series, Cass Business School, WP-CEA-02-2012).


"Jackknife Estimation in the Presence of a Near-Unit Root" (with M. J. Chambers)- in progress.


”Unit root testing via the non-overlapping jackknife” (with M. J. Chambers)- in progress


''Indirect Inference in Spatial Autoregressions" (with Peter C. B. Phillips and Francesca Rossi)-submitted.



Updated: December 2014

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