# Items where Author is "Kemp, Gordon CR"

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**11**.

## Article

Kemp, Gordon CR and Parente, Paulo MDC and Santos Silva, JMC (2020) 'Dynamic Vector Mode Regression.' Journal of Business and Economic Statistics, 38 (3). pp. 647-661. ISSN 0735-0015

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

Kemp, Gordon CR (2003) 'ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS.' Econometric Theory, 19 (04). pp. 610-619. ISSN 0266-4666

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

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

Kemp, Gordon CR (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). pp. 238-256. ISSN 0266-4666

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

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

Kemp, Gordon CR (1991) 'The Joint Distribution of Forecast Errors in the AR(1) Model.' Econometric Theory, 7 (4). pp. 497-518. ISSN 0266-4666

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

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Kemp, Gordon CR Semi-Parametric Estimation of a Logit Model. [["eprint_typename_scholarly-edition" not defined]]