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Items where Author is "Kemp, GCR"

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Number of items: 14.

Article

Kemp, GCR and Santos Silva, JMC (2012) 'Regression towards the mode.' Journal of Econometrics, 170 (1). 92 - 101. ISSN 0304-4076

Kemp, GCR (2003) 'On the construction of bounds confidence regions.' Econometric Theory, 19 (4). 610 - 619. ISSN 0266-4666

Kemp, GCR (2001) 'Invariance and the Wald test.' Journal of Econometrics, 104 (2). 209 - 217. ISSN 0304-4076

Kemp, GCR (2000) 'When is a proportional hazards model valid for both stock and flow sampled duration data?' Economics Letters, 69 (1). 33 - 37. ISSN 0165-1765

Kemp, GCR (1999) 'The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large.' Econometric Theory, 15 (2). 238 - 256. ISSN 0266-4666

Kemp, GCR (1996) 'Scale equivariance and the Box-Cox transformation.' Economics Letters, 51 (1). 1 - 6. ISSN 0165-1765

Kemp, GCR (1992) 'The potential for efficiency gains in estimation from the use of additional moment restrictions.' Journal of Econometrics, 53 (1-3). 387 - 399. ISSN 0304-4076

Kemp, GCR (1991) 'On Wald tests for globally and locally quadratic restrictions.' Journal of Econometrics, 50 (3). 257 - 272. ISSN 0304-4076

Kemp, GCR (1991) 'The joint distribution of forecast errors in the ar(1) model.' Econometric Theory, 7 (4). 497 - 518. ISSN 0266-4666

Monograph

Kemp, GCR and Parente, PMDC and Santos Silva, JMC (2019) Dynamic Vector Mode Regression. UNSPECIFIED. UNSPECIFIED.

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.

This list was generated on Thu Nov 14 23:47:32 2019 GMT.