Professor Marcus J. Chambers

Recent Unpublished Papers

Jackknife Estimation of Stationary Autoregressive Models, August 2011 (revised version of University of Essex Discussion Paper No. 684, January 2010).

Jackknife Bias Reduction in Autoregressive Models with a Unit Root, May 2011 (with Maria Kyriacou, University of Southampton).

On Excess Differencing in Discrete Time Representations of Cointegrated Continuous Time Models with Mixed Sample, June 2006.