Details about Abhimanyu Gupta
Access statistics for papers by Abhimanyu Gupta.
Last updated 2023-08-01. Update your information in the RePEc Author Service.
Short-id: pgu458
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Working Papers
2023
- Robust Inference on Infinite and Growing Dimensional Time Series Regression
Papers, arXiv.org View citations (5)
See also Journal Article Robust Inference on Infinite and Growing Dimensional Time‐Series Regression, Econometrica, Econometric Society (2023) (2023)
2022
- Consistent specification testing under spatial dependence
Papers, arXiv.org
- Nonparametric prediction with spatial data
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 
Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2022)  Papers, arXiv.org (2021) View citations (1)
2021
- Efficient closed-form estimation of large spatial autoregressions
Papers, arXiv.org 
See also Journal Article Efficient closed-form estimation of large spatial autoregressions, Journal of Econometrics, Elsevier (2023) View citations (2) (2023)
2018
- 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, C.E.P.R. Discussion Papers (2017) View citations (3)
2017
- 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 (4)
See also Journal Article Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension, Journal of Econometrics, Elsevier (2018) View citations (19) (2018)
2015
- 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)
- 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 (7) (2019)
- 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 (40)
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 (45) (2015)
- 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 (9) (2018)
Journal Articles
2023
- Efficient closed-form estimation of large spatial autoregressions
Journal of Econometrics, 2023, 232, (1), 148-167 View citations (2)
See also Working Paper Efficient closed-form estimation of large spatial autoregressions, Papers (2021) (2021)
- Household sorting in an ancient setting
Journal of Urban Economics, 2023, 135, (C)
- Robust Inference on Infinite and Growing Dimensional Time‐Series Regression
Econometrica, 2023, 91, (4), 1333-1361 
See also Working Paper Robust Inference on Infinite and Growing Dimensional Time Series Regression, Papers (2023) View citations (5) (2023)
2019
- ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
Econometric Theory, 2019, 35, (2), 417-463 View citations (7)
See also Working Paper Estimation of Spatial Autoregressions with Stochastic Weight Matrices, Economics Discussion Papers (2015) View citations (2) (2015)
- Order Selection and Inference with Long Memory Dependent Data
Journal of Time Series Analysis, 2019, 40, (4), 425-446 View citations (1)
2018
- 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)
- Nonparametric specification testing via the trinity of tests
Journal of Econometrics, 2018, 203, (1), 169-185 View citations (9)
See also Working Paper Nonparametric specification testing via the trinity of tests, Economics Discussion Papers (2015) (2015)
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Journal of Econometrics, 2018, 202, (1), 92-107 View citations (19)
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
- Inference on higher-order spatial autoregressive models with increasingly many parameters
Journal of Econometrics, 2015, 186, (1), 19-31 View citations (45)
See also Working Paper Inference on higher-order spatial autoregressive models with increasingly many parameters, LSE Research Online Documents on Economics (2015) View citations (40) (2015)
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