Dr Maria Kyriacou PhD

Lecturer in Economics

Dr Maria Kyriacou is Lecturer in Economics within Economic, Social and Political Science at the University of Southampton.

I am a Lecturer in the Economics Division within Economic, Social and Political Science.

I joined the Division in September 2010 after finishing my PhD at the University of Essex.

My research interests are in time-series econometrics, resampling methods, econometric theory and applied econometrics.

Time series econometrics; econometric theory; resampling methods; applied econometrics

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Kyriacou, M., Olmo, J., & Strittmatter, M. (2019). Uncovering the distribution of option implied risk aversion. Journal of Mathematical Finance, 9(2), 81-104. [9]. DOI: 10.4236/jmf.2019.92006
Chambers, M. J., & Kyriacou, M. (2018). Jackknife bias reduction in the presence of a near-unit root. Econometrics, 6(1), [11]. DOI: 10.3390/econometrics6010011
Kyracou, M., Phillips, P. C. B., & Rossi, F. (2017). Indirect inference in spatial autoregression. The Econometrics Journal, 20(2), 168-189. DOI: 10.1111/ectj.12084
Kyriacou, M. (Accepted/In press). Overlapping sub-sampling and invariance to initial conditions. Communications in Statistics: Theory and Methods.
Chambers, M. J., & Kyriacou, M. (2013). Jackknife estimation with a unit root. Statistics and Probability Letters, 83(7), 1677-1682. DOI: 10.1016/j.spl.2013.03.016

Chambers, M. J., & Kyriacou, M. (2016). Jackknife bias reduction in the presence of a near-unit root. (University of Essex, Economics Discussion Papers). Colchester, GB: University of Essex.
Kyriacou, M., Phillips, P. C. B., & Rossi, F. (2014). Indirect inference in spatial autoregression. (Discussion Papers in Economics and Econometrics; No. 1418). Southampton, GB: University of Southampton.
Chambers, M. J., & Kyriacou, M. (2012). Jackknife bias reduction in autoregressive models with a unit root. (CEA@Cass Working Paper Series; No. WP–CEA–02-2012). London, GB: Cass Business School.
Kyriacou, M., & Chambers, M. J. (2010). Jackknife bias reduction in the presence of a unit root. (pp. 1-31). (Discussion Paper Series; No. 685). Colchester, GB: University of Essex.

ECON2026: Introduction to Econometrics

ECON6028: Financial Econometrics (with Jan Podivinsky)

Dr Maria Kyriacou
Reception Building 58 University of Southampton Southampton SO17 1BJ United Kingdom

Room Number: 58/3011

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