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Details about Abhimanyu Gupta

E-mail: This e-mail address is bad, please ask Abhimanyu Gupta to update the entry in the RePEc Author Service or the correct address.
Homepage:http://www.essex.ac.uk/economics/staff/profile.aspx?ID=3350
Workplace:Economics Department, University of Essex, (more information at EDIRC)

Access statistics for papers by Abhimanyu Gupta.

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

Short-id: pgu458


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Working Papers

2021

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

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 in Journal of Econometrics (2018)

2015

  1. Autoregressive Spatial Spectral Estimates
    Economics Discussion Papers, University of Essex, Department of Economics Downloads
    See also Journal Article in Journal of Econometrics (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 in Econometric Theory (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 (27)
    Also in Economics Discussion Papers, University of Essex, Department of Economics (2013) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2015)
  4. Nonparametric specification testing via the trinity of tests
    Economics Discussion Papers, University of Essex, Department of Economics Downloads
    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 Downloads 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 Downloads View citations (1)

2018

  1. Autoregressive spatial spectral estimates
    Journal of Econometrics, 2018, 203, (1), 80-95 Downloads View citations (5)
    See also Working Paper (2015)
  2. Nonparametric specification testing via the trinity of tests
    Journal of Econometrics, 2018, 203, (1), 169-185 Downloads View citations (2)
    See also Working Paper (2015)
  3. Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
    Journal of Econometrics, 2018, 202, (1), 92-107 Downloads View citations (11)
    See also Working Paper (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 (31)
    See also Working Paper (2015)
 
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