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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 (2020) Uniform Convergence in Extended Probability of Sub-Gradients of Convex Functions. Economics Letters, 188. p. 108809. DOI https://doi.org/10.1016/j.econlet.2019.108809

Kemp, GCR and Parente, PMDC and Santos Silva, JMC (2015) Dynamic Vector Mode Regression. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.

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, GCR and Santos Silva, JMC (2010) Regression towards the mode. UNSPECIFIED. University of Essex, Department of Economics Discussion Papers 686.

Kemp, GCR (2007) Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 640.

Kemp, GCR (2007) On the Consistency of Approximate Maximizing Estimator Sequences in the Case of Quasiconcave Functions. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 641.

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, GCR (2000) Invariance and the Wald Test. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 526.

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 C R (1996) Scale Equivalence and the Box-Cox Transformation. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers 459.

de Jong, RM and Kemp, GCR and Xu Zheng, J (1996) A Strong Law of Large Numbers. Econometric Theory, 12 (01). pp. 210-214. DOI https://doi.org/10.1017/s0266466600006563

Kemp, GCR (1995) Proving the Gauss-Markov Theorem Without Using the Explicit Functional Form of the OLS Estimator in the CLR Model. Econometric Theory, 11 (05). pp. 1179-1180. DOI https://doi.org/10.1017/s0266466600010069

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

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