measure is also derived using results from U-statistics, and an easy-to-implement jackknife-based variance estimation …

finance. Bias correction methods are also considered and particular attention is given to jackknife and indirect inference …

We present a new genuine jackknife estimator for instrumental variable inference with unknown heteroskedasticity. It … particular that our symmetric jackknife estimator performs well when compared to the HLIM and HFUL estimators of Hausman et al …

gauge the uncertainty pertaining to the country risk aversion estimates by means of jackknife resampling and pooling. The …

This paper is concerned with the application of jackknife methods as a means of bias reduction in the estimation of … autoregressive models with a unit root. It is shown that the usual jackknife estimator based on non-overlapping sub-samples does not … remove fully the first-order bias as intended, but that an ‘optimal’ jackknife estimator can be de- fined that is capable of …

A new jackknife method is introduced to remove the first order bias in unit root models. It is optimal in the sense … that it minimizes the variance among all the jackknife estimators of the form considered in Phillips and Yu (2005) and … Chambers and Kyriacou (2013) after the number of subsamples is selected. Simulations show that the new jackknife reduces the …

This paper gives a new jackknife estimator for instrumental variable inference with unknown heteroskedasticity. The … estimators and show in particular that the symmetric jackknife estimator performs well when compared to the HLIM and HFUL …