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Details about Abhimanyu Gupta

Homepage:https://sites.google.com/site/abhimanyugupta85
Workplace:Economics Department, University of Essex, (more information at EDIRC)

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

  1. Networks and Information in Credit Markets
    Working Papers, Michigan State University, Department of Economics Downloads View citations (1)
  2. Robust Inference on Infinite and Growing Dimensional Time Series Regression
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article Robust Inference on Infinite and Growing Dimensional Time‐Series Regression, Econometrica, Econometric Society (2023) Downloads (2023)

2022

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

2021

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

2018

  1. Credit Market Spillovers: Evidence from a Syndicated Loan Market Network
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (3)

2017

  1. 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 Downloads View citations (4)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2015) Downloads View citations (4)

    See also Journal Article Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension, Journal of Econometrics, Elsevier (2018) Downloads View citations (16) (2018)

2015

  1. Autoregressive Spatial Spectral Estimates
    Economics Discussion Papers, University of Essex, Department of Economics Downloads
    See also Journal Article Autoregressive spatial spectral estimates, Journal of Econometrics, Elsevier (2018) Downloads View citations (6) (2018)
  2. Estimation of Spatial Autoregressions with Stochastic Weight Matrices
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (2)
    See also Journal Article ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES, Econometric Theory, Cambridge University Press (2019) Downloads View citations (5) (2019)
  3. 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 Downloads View citations (31)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2013) Downloads View citations (1)

    See also Journal Article Inference on higher-order spatial autoregressive models with increasingly many parameters, Journal of Econometrics, Elsevier (2015) Downloads View citations (35) (2015)
  4. Nonparametric specification testing via the trinity of tests
    Economics Discussion Papers, University of Essex, Department of Economics Downloads
    See also Journal Article Nonparametric specification testing via the trinity of tests, Journal of Econometrics, Elsevier (2018) Downloads View citations (6) (2018)

Journal Articles

2023

  1. Efficient closed-form estimation of large spatial autoregressions
    Journal of Econometrics, 2023, 232, (1), 148-167 Downloads
    See also Working Paper Efficient closed-form estimation of large spatial autoregressions, Papers (2021) Downloads (2021)
  2. Household sorting in an ancient setting
    Journal of Urban Economics, 2023, 135, (C) Downloads
  3. Robust Inference on Infinite and Growing Dimensional Time‐Series Regression
    Econometrica, 2023, 91, (4), 1333-1361 Downloads
    See also Working Paper Robust Inference on Infinite and Growing Dimensional Time Series Regression, Papers (2023) Downloads View citations (3) (2023)

2019

  1. ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
    Econometric Theory, 2019, 35, (2), 417-463 Downloads View citations (5)
    See also Working Paper Estimation of Spatial Autoregressions with Stochastic Weight Matrices, Economics Discussion Papers (2015) Downloads View citations (2) (2015)
  2. Order Selection and Inference with Long Memory Dependent Data
    Journal of Time Series Analysis, 2019, 40, (4), 425-446 Downloads View citations (1)

2018

  1. Autoregressive spatial spectral estimates
    Journal of Econometrics, 2018, 203, (1), 80-95 Downloads View citations (6)
    See also Working Paper Autoregressive Spatial Spectral Estimates, Economics Discussion Papers (2015) Downloads (2015)
  2. Nonparametric specification testing via the trinity of tests
    Journal of Econometrics, 2018, 203, (1), 169-185 Downloads View citations (6)
    See also Working Paper Nonparametric specification testing via the trinity of tests, Economics Discussion Papers (2015) Downloads (2015)
  3. Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
    Journal of Econometrics, 2018, 202, (1), 92-107 Downloads View citations (16)
    See also Working Paper Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension, LSE Research Online Documents on Economics (2017) Downloads View citations (4) (2017)

2015

  1. Inference on higher-order spatial autoregressive models with increasingly many parameters
    Journal of Econometrics, 2015, 186, (1), 19-31 Downloads View citations (35)
    See also Working Paper Inference on higher-order spatial autoregressive models with increasingly many parameters, LSE Research Online Documents on Economics (2015) Downloads View citations (31) (2015)
 
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