University of Southampton — United Kingdom
Mathematics · Physical Sciences
4h-index47citations11works0.02yr avg
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Research Topics
Statistical Methods and Inference(6), Monetary Policy and Economic Impact(5), Financial Risk and Volatility Modeling(5), Spatial and Panel Data Analysis(3), Stochastic processes and financial applications(2)
Publications11 total
Journal of Futures Markets·2020· 2 cited
Journal of Mathematical Finance·2019· 3 citedOpen Access
Econometric Theory·2019Open Access
Econometrics·2018· 4 citedOpen Access
Econometrics Journal·2017· 19 citedOpen Access
Communication in Statistics- Theory and Methods·2016· 1 cited
Overlapping sub-sampling and invariance to initial conditions
RePEc: Research Papers in Economics·2014
ePrints Soton (University of Southampton)·2014Open Access
Statistics & Probability Letters·2013· 11 cited
Jackknife bias reduction in autoregressive models with a unit root
ePrints Soton (University of Southampton)·2012· 1 cited
Open Access at Essex (University of Essex)·2010· 6 citedOpen Access
Frequent Co-authors
Marcus J. Chambers(4), Peter C.B. Phillips(3), Francesca Rossi(3), José Olmo(2), Marius Strittmatter(2)