Details about Gordon C.R. Kemp

Access statistics for papers by Gordon C.R. Kemp.

Last updated 2023-11-06. Update your information in the RePEc Author Service.

Short-id: pke175

Working Papers

2016

1. Partial effects in fixed-effects models
   United Kingdom Stata Users' Group Meetings 2016, Stata Users Group View citations (11)

2010

2. Regression towards the mode
   Economics Discussion Papers, University of Essex, Department of Economics View citations (3)
   See also Journal Article Regression towards the mode, Journal of Econometrics, Elsevier (2012) View citations (20) (2012)

2007

3. Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data
   Economics Discussion Papers, University of Essex, Department of Economics View citations (1)
4. On the Consistency of Approximate Maximizing Estimator Sequences in the Case of Quasiconcave Functions
   Economics Discussion Papers, University of Essex, Department of Economics

2000

5. Invariance and the Wald Test
   Economics Discussion Papers, University of Essex, Department of Economics View citations (2)
   See also Journal Article Invariance and the Wald test, Journal of Econometrics, Elsevier (2001) View citations (6) (2001)
6. Semi-Parametric Estimation of a Logit Model
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society

1996

7. Scale Equivalence and the Box-Cox Transformation
   Economics Discussion Papers, University of Essex, Department of Economics

Journal Articles

2020

1. Dynamic Vector Mode Regression
   Journal of Business & Economic Statistics, 2020, 38, (3), 647-661 View citations (8)
2. Uniform convergence in extended probability of sub-gradients of convex functions
   Economics Letters, 2020, 188, (C)

2012

3. Regression towards the mode
   Journal of Econometrics, 2012, 170, (1), 92-101 View citations (20)
   See also Working Paper Regression towards the mode, Economics Discussion Papers (2010) View citations (3) (2010)

2003

4. ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS
   Econometric Theory, 2003, 19, (4), 610-619

2001

5. Invariance and the Wald test
   Journal of Econometrics, 2001, 104, (2), 209-217 View citations (6)
   See also Working Paper Invariance and the Wald Test, Economics Discussion Papers (2000) View citations (2) (2000)

2000

6. When is a proportional hazards model valid for both stock and flow sampled duration data?
   Economics Letters, 2000, 69, (1), 33-37

1999

7. THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE
   Econometric Theory, 1999, 15, (2), 238-256 View citations (13)

1996

8. Scale equivariance and the Box-Cox transformation
   Economics Letters, 1996, 51, (1), 1-6 View citations (2)

1992

9. The potential for efficiency gains in estimation from the use of additional moment restrictions
   Journal of Econometrics, 1992, 53, (1-3), 387-399

1991

10. On Wald tests for globally and locally quadratic restrictions
    Journal of Econometrics, 1991, 50, (3), 257-272
11. The Joint Distribution of Forecast Errors in the AR(1) Model
    Econometric Theory, 1991, 7, (4), 497-518 View citations (1)