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Maria Kyriacou

Personal Details

First Name:Maria
Middle Name:
Last Name:Kyriacou
Suffix:
RePEc Short-ID:pky18
http://sites.google.com/site/mariakyriacou01/
Department of Economics University of Essex Colchester, CO4 3SQ England

Affiliation

Economics Division
University of Southampton

Southampton, United Kingdom
http://www.economics.soton.ac.uk/
RePEc:edi:desotuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
  2. Chambers, Marcus J. & Kyriacou, Maria, 2012. "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper 38255, University Library of Munich, Germany.
  3. Chambers, MJ & Kyriacou, M, 2010. "Jackknife Bias Reduction in the Presence of a Unit Root," Economics Discussion Papers 2785, University of Essex, Department of Economics.

Articles

  1. Marcus J. Chambers & Maria Kyriacou, 2018. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Econometrics, MDPI, Open Access Journal, vol. 6(1), pages 1-28, March.
  2. Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017. "Indirect inference in spatial autoregression," Econometrics Journal, Royal Economic Society, vol. 20(2), pages 168-189, June.
  3. Chambers, Marcus J. & Kyriacou, Maria, 2013. "Jackknife estimation with a unit root," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1677-1682.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Chambers, Marcus J. & Kyriacou, Maria, 2012. "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper 38255, University Library of Munich, Germany.

    Cited by:

    1. Chambers, Marcus J., 2013. "Jackknife estimation of stationary autoregressive models," Journal of Econometrics, Elsevier, vol. 172(1), pages 142-157.
    2. Hendrik Kaufmannz & Robinson Kruse, 2013. "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers 2013-10, Department of Economics and Business Economics, Aarhus University.

  2. Chambers, MJ & Kyriacou, M, 2010. "Jackknife Bias Reduction in the Presence of a Unit Root," Economics Discussion Papers 2785, University of Essex, Department of Economics.

    Cited by:

    1. Marcus J. Chambers, 2015. "A Jackknife Correction to a Test for Cointegration Rank," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-21, May.
    2. Chambers, Marcus J. & Kyriacou, Maria, 2013. "Jackknife estimation with a unit root," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1677-1682.
    3. Ye Chen & Jun Yu, 2011. "Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models," Working Papers 12-2011, Singapore Management University, School of Economics.
    4. Chambers, Marcus J., 2013. "Jackknife estimation of stationary autoregressive models," Journal of Econometrics, Elsevier, vol. 172(1), pages 142-157.

Articles

  1. Marcus J. Chambers & Maria Kyriacou, 2018. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Econometrics, MDPI, Open Access Journal, vol. 6(1), pages 1-28, March.

    Cited by:

    1. Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.

  2. Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017. "Indirect inference in spatial autoregression," Econometrics Journal, Royal Economic Society, vol. 20(2), pages 168-189, June.

    Cited by:

    1. Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
    2. Yong Bao & Xiaotian Liu & Lihong Yang, 2020. "Indirect Inference Estimation of Spatial Autoregressions," Econometrics, MDPI, Open Access Journal, vol. 8(3), pages 1-26, September.
    3. Lee, Jungyoon & Robinson, Peter M., 2020. "Adaptive inference on pure spatial models," Journal of Econometrics, Elsevier, vol. 216(2), pages 375-393.
    4. Federico Martellosio & Grant Hillier, 2019. "Adjusted QMLE for the spatial autoregressive parameter," Papers 1909.08141, arXiv.org.
    5. Jungyoon Lee & Peter M Robinson, 2018. "Adaptive Inference on Pure Spatial Models," STICERD - Econometrics Paper Series 596, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. Vicky Fasen‐Hartmann & Sebastian Kimmig, 2020. "Robust estimation of stationary continuous‐time arma models via indirect inference," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 620-651, September.
    7. Francesca Rossi & Peter M. Robinson, 2020. "Higher-Order Least Squares Inference for Spatial Autoregressions," Working Papers 04/2020, University of Verona, Department of Economics.
    8. Bonev, Petyo & Matthieu Glachant & Magnus Söderberg, 2020. "Implicit Yardstick Competition," Economics Working Paper Series 2009, University of St. Gallen, School of Economics and Political Science.
    9. Bonev, Petyo & Glachant, Matthieu & Söderberg, Magnus, 2018. "A Mechanism for Institutionalised Threat of Regulation: Evidence from the Swedish District Heating Market," Economics Working Paper Series 1805, University of St. Gallen, School of Economics and Political Science.
    10. Marcus J. Chambers & Maria Kyriacou, 2018. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Econometrics, MDPI, Open Access Journal, vol. 6(1), pages 1-28, March.
    11. Martellosio, Federico & Hillier, Grant, 2020. "Adjusted QMLE for the spatial autoregressive parameter," Journal of Econometrics, Elsevier, vol. 219(2), pages 488-506.

  3. Chambers, Marcus J. & Kyriacou, Maria, 2013. "Jackknife estimation with a unit root," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1677-1682.

    Cited by:

    1. Kruse, Yves Robinson & Kaufmann, Hendrik, 2015. "Bias-corrected estimation in mildly explosive autoregressions," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112897, Verein für Socialpolitik / German Economic Association.
    2. Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.
    3. Marcus J. Chambers, 2015. "A Jackknife Correction to a Test for Cointegration Rank," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-21, May.
    4. Chen, Ye & Yu, Jun, 2015. "Optimal jackknife for unit root models," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 135-142.
    5. Chambers, MJ & McCrorie, JR & Thornton, MA, 2017. "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers 20497, University of Essex, Department of Economics.
    6. Marcus J. Chambers & Maria Kyriacou, 2018. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Econometrics, MDPI, Open Access Journal, vol. 6(1), pages 1-28, March.

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 3 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 (2) 2012-05-08 2019-10-28
  2. NEP-ORE: Operations Research (2) 2019-10-28 2019-12-23
  3. NEP-URE: Urban & Real Estate Economics (2) 2019-10-28 2019-12-23
  4. NEP-DCM: Discrete Choice Models (1) 2019-12-23
  5. NEP-ETS: Econometric Time Series (1) 2012-05-08

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