Jackknife estimation of stationary autoregressive models

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A homogeneous approach to testing for Granger non-causality in heterogeneous panels (2020, background): “This type of bias correction works very well under circumstances that are empirically relevant: moderate time dimension, heterogeneous nuisance parameters, and high persistence, as argued by Dhaene and Jochmans (2015), Fernández-Val and Lee (2013) and Chambers (2013), respectively.”
Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (2018, background): “Chambers (2013) and Chambers and Kyriacou (2013) show how bias reduction can be achieved in stationary and non-stationary autoregressive series respectively.”