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

Working Papers

2023

1. 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

2. Consistent specification testing under spatial dependence
   Papers, arXiv.org
3. Nonparametric prediction with spatial data
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (1)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2022) View citations (1)
   Papers, arXiv.org (2021) View citations (1)

2021

4. 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

5. 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

6. 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

7. 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)
8. 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)
9. 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)
10. 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

1. 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)
2. Household sorting in an ancient setting
   Journal of Urban Economics, 2023, 135, (C)
3. 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

4. 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)
5. Order Selection and Inference with Long Memory Dependent Data
   Journal of Time Series Analysis, 2019, 40, (4), 425-446 View citations (1)

2018

6. 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)
7. 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)
8. 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

9. 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)