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Items where Author is "Kemp, Gordon CR"

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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. DOI https://doi.org/10.1080/07350015.2018.1562935

Kemp, Gordon CR and Santos Silva, JMC (2012) Regression towards the mode. Journal of Econometrics, 170 (1). pp. 92-101. DOI https://doi.org/10.1016/j.jeconom.2012.03.002

Kemp, Gordon CR (2003) ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS. Econometric Theory, 19 (04). pp. 610-619. DOI https://doi.org/10.1017/s0266466603194066

Kemp, Gordon CR (2001) Invariance and the Wald test. Journal of Econometrics, 104 (2). pp. 209-217. DOI https://doi.org/10.1016/s0304-4076(01)00048-3

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. DOI https://doi.org/10.1016/s0165-1765(00)00273-1

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. DOI https://doi.org/10.1017/s026646669915206x

Kemp, Gordon CR (1996) Scale equivariance and the Box-Cox transformation. Economics Letters, 51 (1). pp. 1-6. DOI https://doi.org/10.1016/0165-1765(95)00786-5

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. DOI https://doi.org/10.1016/0304-4076(92)90093-7

Kemp, Gordon CR (1991) The Joint Distribution of Forecast Errors in the AR(1) Model. Econometric Theory, 7 (4). pp. 497-518. DOI https://doi.org/10.1017/s0266466600004734

Kemp, Gordon CR (1991) On Wald tests for globally and locally quadratic restrictions. Journal of Econometrics, 50 (3). pp. 257-272. DOI https://doi.org/10.1016/0304-4076(91)90021-5

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

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