Gupta, Abhimanyu

Number of items: 5.
Article
  • Gupta, Abhimanyu, Hidalgo, Javier (2022). Nonparametric prediction with spatial data. Econometric Theory, https://doi.org/10.1017/S0266466622000226 picture_as_pdf
  • Gupta, Abhimanyu, Hidalgo, Javier (2019). Order selection and inference with long memory dependent data. Journal of Time Series Analysis, 40(4), 425-446. https://doi.org/10.1111/jtsa.12476 picture_as_pdf
  • Gupta, Abhimanyu, Robinson, Peter M. (2017). Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. Journal of Econometrics, https://doi.org/10.1016/j.jeconom.2017.05.019
  • Gupta, Abhimanyu, Robinson, Peter M. (2015). Inference on higher-order spatial autoregressive models with increasingly many parameters. Journal of Econometrics, 186(1), 19-31. https://doi.org/10.1016/j.jeconom.2014.12.008
    • Thesis
  • Gupta, Abhimanyu (2013). Essays on spatial autoregressive models with increasingly many parameters [Doctoral thesis]. London School of Economics and Political Science.