# Items where Author is "Kemp, GCR"

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**7**.

## Article

de Jong, RM and Kemp, GCR and Xu Zheng, J (1996) 'A Strong Law of Large Numbers.' Econometric Theory, 12 (01). pp. 210-214. ISSN 0266-4666

Kemp, GCR (1995) 'Proving the Gauss-Markov Theorem Without Using the Explicit Functional Form of the OLS Estimator in the CLR Model.' Econometric Theory, 11 (05). pp. 1179-1180. ISSN 0266-4666

## Monograph

Kemp, GCR and Parente, PMDC and Santos Silva, JMC (2015) Dynamic Vector Mode Regression. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.

Kemp, GCR and Santos Silva, JMC (2010) Regression towards the mode. UNSPECIFIED. University of Essex, Department of Economics Discussion Papers 686.

Kemp, GCR (2007) Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 640.

Kemp, GCR (2007) On the Consistency of Approximate Maximizing Estimator Sequences in the Case of Quasiconcave Functions. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 641.

Kemp, GCR (2000) Invariance and the Wald Test. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 526.