Items where Author is "Kemp, Gordon CR"

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]]