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
Jump to Journal Articles
Working Papers
2021
- Efficient closed-form estimation of large spatial autoregressions
Papers, arXiv.org
- Nonparametric prediction with spatial data
Papers, arXiv.org
- Robust Inference on Infinite and Growing Dimensional Time Series Regression
Papers, arXiv.org View citations (1)
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 in Journal of Econometrics (2018)
2015
- Autoregressive Spatial Spectral Estimates
Economics Discussion Papers, University of Essex, Department of Economics 
See also Journal Article in Journal of Econometrics (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 in Econometric Theory (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 (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)
- 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
- ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
Econometric Theory, 2019, 35, (2), 417-463 View citations (5)
See also Working Paper (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 (5)
See also Working Paper (2015)
- Nonparametric specification testing via the trinity of tests
Journal of Econometrics, 2018, 203, (1), 169-185 View citations (2)
See also Working Paper (2015)
- 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
- 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)
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