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Items where Author is "Gupta, Abhimanyu"

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Number of items: 9.

Article

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. pp. 1-42. DOI https://doi.org/10.1017/s0266466622000445

Gupta, Abhimanyu and Hidalgo, Javier (2022) Nonparametric prediction with spatial data. Econometric Theory. pp. 1-39. DOI https://doi.org/10.1017/S0266466622000226

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

This list was generated on Sat Jan 28 03:22:37 2023 GMT.