Details about Abhimanyu Gupta

Access statistics for papers by Abhimanyu Gupta.

Last updated 2020-09-18. Update your information in the RePEc Author Service.

Short-id: pgu458

Working Papers

2021

1. Efficient closed-form estimation of large spatial autoregressions
   Papers, arXiv.org
2. Nonparametric prediction with spatial data
   Papers, arXiv.org
3. Robust Inference on Infinite and Growing Dimensional Time Series Regression
   Papers, arXiv.org View citations (1)

2018

4. 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

5. 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 in Journal of Econometrics (2018)

2015

6. Autoregressive Spatial Spectral Estimates
   Economics Discussion Papers, University of Essex, Department of Economics
   See also Journal Article in Journal of Econometrics (2018)
7. Estimation of Spatial Autoregressions with Stochastic Weight Matrices
   Economics Discussion Papers, University of Essex, Department of Economics View citations (2)
   See also Journal Article in Econometric Theory (2019)
8. 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 (27)
   Also in Economics Discussion Papers, University of Essex, Department of Economics (2013) View citations (1)
   See also Journal Article in Journal of Econometrics (2015)
9. Nonparametric specification testing via the trinity of tests
   Economics Discussion Papers, University of Essex, Department of Economics
   See also Journal Article in Journal of Econometrics (2018)

Journal Articles

2019

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

2018

3. Autoregressive spatial spectral estimates
   Journal of Econometrics, 2018, 203, (1), 80-95 View citations (5)
   See also Working Paper (2015)
4. Nonparametric specification testing via the trinity of tests
   Journal of Econometrics, 2018, 203, (1), 169-185 View citations (2)
   See also Working Paper (2015)
5. Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
   Journal of Econometrics, 2018, 202, (1), 92-107 View citations (11)
   See also Working Paper (2017)

2015

6. Inference on higher-order spatial autoregressive models with increasingly many parameters
   Journal of Econometrics, 2015, 186, (1), 19-31 View citations (31)
   See also Working Paper (2015)