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Details about Gordon C.R. Kemp

Homepage:http://www.essex.ac.uk/economics/people/staff/kempgcr.asp
Workplace:Economics Department, University of Essex, (more information at EDIRC)

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

Last updated 2017-01-24. Update your information in the RePEc Author Service.

Short-id: pke175


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Working Papers

2016

  1. Partial effects in fixed-effects models
    United Kingdom Stata Users' Group Meetings 2016, Stata Users Group Downloads

2015

  1. Dynamic Vector Mode Regression
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (1)

2010

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

2007

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

2000

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

1996

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

Journal Articles

2012

  1. Regression towards the mode
    Journal of Econometrics, 2012, 170, (1), 92-101 Downloads View citations (5)
    See also Working Paper (2010)

2003

  1. ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS
    Econometric Theory, 2003, 19, (04), 610-619 Downloads

2001

  1. Invariance and the Wald test
    Journal of Econometrics, 2001, 104, (2), 209-217 Downloads View citations (6)
    See also Working Paper (2000)

2000

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

1999

  1. 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, (02), 238-256 Downloads View citations (9)

1997

  1. Linear Combinations of Stationary Processes—Solution
    Econometric Theory, 1997, 13, (06), 897-898 Downloads

1996

  1. A Strong Law of Large Numbers
    Econometric Theory, 1996, 12, (01), 210-214 Downloads View citations (3)
  2. Scale equivariance and the Box-Cox transformation
    Economics Letters, 1996, 51, (1), 1-6 Downloads View citations (2)

1995

  1. Proving the Gauss-Markov Theorem Without Using the Explicit Functional Form of the OLS Estimator in the CLR Model
    Econometric Theory, 1995, 11, (05), 1179-1180 Downloads

1992

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

1991

  1. On Wald tests for globally and locally quadratic restrictions
    Journal of Econometrics, 1991, 50, (3), 257-272 Downloads
  2. The Joint Distribution of Forecast Errors in the AR(1) Model
    Econometric Theory, 1991, 7, (04), 497-518 Downloads View citations (1)
 
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