Details about Abhimanyu Gupta

Access statistics for papers by Abhimanyu Gupta.

Last updated 2026-07-14. Update your information in the RePEc Author Service.

Short-id: pgu458

Working Papers

2026

1. Semi-nonparametric estimation of spatial dynamic panel data models with nonparametric spatial weights
   Papers, arXiv.org
2. Testing linearity of spatial interaction functions \`a la Ramsey
   Papers, arXiv.org
3. Wald inference on varying coefficients
   Papers, arXiv.org

2025

4. Optimal break tests for large linear time series models
   Papers, arXiv.org

2023

5. Robust Inference on Infinite and Growing Dimensional Time Series Regression
   Papers, arXiv.org View citations (7)
   See also Journal Article Robust Inference on Infinite and Growing Dimensional Time‐Series Regression, Econometrica, Econometric Society (2023) View citations (2) (2023)

2022

6. Consistent specification testing under spatial dependence
   Papers, arXiv.org View citations (1)
   See also Journal Article CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE, Econometric Theory, Cambridge University Press (2024) View citations (2) (2024)
7. Nonparametric prediction with spatial data
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
   Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2022) View citations (1)
   Papers, arXiv.org (2021) View citations (1)
   See also Journal Article NONPARAMETRIC PREDICTION WITH SPATIAL DATA, Econometric Theory, Cambridge University Press (2023) (2023)

2021

8. Efficient closed-form estimation of large spatial autoregressions
   Papers, arXiv.org View citations (1)
   See also Journal Article Efficient closed-form estimation of large spatial autoregressions, Journal of Econometrics, Elsevier (2023) View citations (3) (2023)

2018

9. Credit Market Spillovers: Evidence from a Syndicated Loan Market Network
   2018 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in CEPR Discussion Papers, Centre for Economic Policy Research (2017) View citations (4)

2017

10. Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2015) View citations (5)
    See also Journal Article Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension, Journal of Econometrics, Elsevier (2018) View citations (22) (2018)

2015

11. Autoregressive Spatial Spectral Estimates
    Economics Discussion Papers, University of Essex, Department of Economics
    See also Journal Article Autoregressive spatial spectral estimates, Journal of Econometrics, Elsevier (2018) View citations (6) (2018)
12. Estimation of Spatial Autoregressions with Stochastic Weight Matrices
    Economics Discussion Papers, University of Essex, Department of Economics View citations (2)
    See also Journal Article ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES, Econometric Theory, Cambridge University Press (2019) View citations (9) (2019)
13. Inference on higher-order spatial autoregressive models with increasingly many parameters
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (45)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2013) View citations (1)
    See also Journal Article Inference on higher-order spatial autoregressive models with increasingly many parameters, Journal of Econometrics, Elsevier (2015) View citations (50) (2015)
14. Nonparametric specification testing via the trinity of tests
    Economics Discussion Papers, University of Essex, Department of Economics
    See also Journal Article Nonparametric specification testing via the trinity of tests, Journal of Econometrics, Elsevier (2018) View citations (13) (2018)

Journal Articles

2025

1. Networks and information in credit markets
   Journal of Corporate Finance, 2025, 94, (C)

2024

2. CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE
   Econometric Theory, 2024, 40, (2), 278-319 View citations (2)
   See also Working Paper Consistent specification testing under spatial dependence, Papers (2022) View citations (1) (2022)

2023

3. Efficient closed-form estimation of large spatial autoregressions
   Journal of Econometrics, 2023, 232, (1), 148-167 View citations (3)
   See also Working Paper Efficient closed-form estimation of large spatial autoregressions, Papers (2021) View citations (1) (2021)
4. Household sorting in an ancient setting
   Journal of Urban Economics, 2023, 135, (C)
5. NONPARAMETRIC PREDICTION WITH SPATIAL DATA
   Econometric Theory, 2023, 39, (5), 950-988
   See also Working Paper Nonparametric prediction with spatial data, LSE Research Online Documents on Economics (2022) View citations (1) (2022)
6. Robust Inference on Infinite and Growing Dimensional Time‐Series Regression
   Econometrica, 2023, 91, (4), 1333-1361 View citations (2)
   See also Working Paper Robust Inference on Infinite and Growing Dimensional Time Series Regression, Papers (2023) View citations (7) (2023)

2019

7. ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
   Econometric Theory, 2019, 35, (2), 417-463 View citations (9)
   See also Working Paper Estimation of Spatial Autoregressions with Stochastic Weight Matrices, Economics Discussion Papers (2015) View citations (2) (2015)
8. Order Selection and Inference with Long Memory Dependent Data
   Journal of Time Series Analysis, 2019, 40, (4), 425-446 View citations (1)

2018

9. Autoregressive spatial spectral estimates
   Journal of Econometrics, 2018, 203, (1), 80-95 View citations (6)
   See also Working Paper Autoregressive Spatial Spectral Estimates, Economics Discussion Papers (2015) (2015)
10. Nonparametric specification testing via the trinity of tests
    Journal of Econometrics, 2018, 203, (1), 169-185 View citations (13)
    See also Working Paper Nonparametric specification testing via the trinity of tests, Economics Discussion Papers (2015) (2015)
11. Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
    Journal of Econometrics, 2018, 202, (1), 92-107 View citations (22)
    See also Working Paper Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension, LSE Research Online Documents on Economics (2017) View citations (4) (2017)

2015

12. Inference on higher-order spatial autoregressive models with increasingly many parameters
    Journal of Econometrics, 2015, 186, (1), 19-31 View citations (50)
    See also Working Paper Inference on higher-order spatial autoregressive models with increasingly many parameters, LSE Research Online Documents on Economics (2015) View citations (45) (2015)