Items where Author is "Gupta, Abhimanyu"

Article

Gupta, Abhimanyu and Hidalgo, Javier (2023) Nonparametric prediction with spatial data. Econometric Theory, 39 (5). pp. 950-988. DOI https://doi.org/10.1017/S0266466622000226

Gupta, Abhimanyu and Seo, Myung Hwan (2023) Robust inference on infinite and growing dimensional time series regression. Econometrica, 91 (4). pp. 1333-1361. DOI https://doi.org/10.3982/ECTA17918

Gupta, Abhimanyu and Halket, Jonathan (2023) Household sorting in an ancient setting. Journal of Urban Economics, 135. p. 103548. DOI https://doi.org/10.1016/j.jue.2023.103548

Gupta, Abhimanyu (2023) Efficient closed-form estimation of large spatial autoregressions. Journal of Econometrics, 232 (1). pp. 148-167. DOI https://doi.org/10.1016/j.jeconom.2021.05.005

Gupta, Abhimanyu and Qu, Xi (2022) Consistent specification testing under spatial dependence. Econometric Theory, 40 (2). pp. 278-319. DOI https://doi.org/10.1017/s0266466622000445

Gupta, Abhimanyu and Hidalgo, Javier (2019) Order selection and inference with long memory dependent data. Journal of Time Series Analysis, 40 (4). pp. 425-446. DOI https://doi.org/10.1111/jtsa.12476

Gupta, Abhimanyu (2019) Estimation of spatial autoregressions with stochastic weight matrices. Econometric Theory, 35 (2). pp. 417-463. DOI https://doi.org/10.1017/S0266466618000142

Gupta, Abhimanyu (2018) Autoregressive spatial spectral estimates. Journal of Econometrics, 203 (1). pp. 80-95. DOI https://doi.org/10.1016/j.jeconom.2017.10.006

Gupta, Abhimanyu (2018) Nonparametric specification testing via the trinity of tests. Journal of Econometrics, 203 (1). pp. 169-185. DOI https://doi.org/10.1016/j.jeconom.2017.11.008

Gupta, Abhimanyu and Robinson, Peter M (2018) Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. Journal of Econometrics, 202 (1). pp. 92-107. DOI https://doi.org/10.1016/j.jeconom.2017.05.019

Gupta, Abhimanyu and Robinson, Peter M (2015) Inference on higher-order spatial autoregressive models with increasingly many parameters. Journal of Econometrics, 186 (1). pp. 19-31. DOI https://doi.org/10.1016/j.jeconom.2014.12.008

Monograph

Gupta, Abhimanyu and Kokas, Sotirios and Michaelides, Alexander (2017) Credit Market Spillovers: Evidence from a Syndicated Loan Market Network. Working Paper. CEPR Discussion Papers. (Unpublished)