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Autoregressive spatial spectral estimates
Gupta, Abhimanyu - 2015
Persistent link: https://www.econbiz.de/10011288750
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Estimation of spatial autoregressions with stochastic weight matrices
Gupta, Abhimanyu - 2015
Persistent link: https://www.econbiz.de/10011393188
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Autoregressive spatial spectral estimates
Gupta, Abhimanyu - In: Journal of econometrics 203 (2018) 1, pp. 80-95
Persistent link: https://www.econbiz.de/10011974618
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Nonparametric specification testing via the trinity of tests
Gupta, Abhimanyu - In: Journal of econometrics 203 (2018) 1, pp. 169-185
Persistent link: https://www.econbiz.de/10011974652
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Estimation of spatial autoregressions with stochastic weight matrices
Gupta, Abhimanyu - In: Econometric theory 35 (2019) 2, pp. 417-463
Persistent link: https://www.econbiz.de/10012146143
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Efficient closed-form estimation of large spatial autoregressions
Gupta, Abhimanyu - In: Journal of econometrics 232 (2023) 1, pp. 148-167
Persistent link: https://www.econbiz.de/10013472872
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Robust inference on infinite and growing dimensional time-series regression
Gupta, Abhimanyu; Seo, Myung Hwan - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 4, pp. 1333-1361
Persistent link: https://www.econbiz.de/10014365440
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Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010234259
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Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu; Robinson, Peter M. - 2015
Persistent link: https://www.econbiz.de/10011393194
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Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of econometrics 202 (2018) 1, pp. 92-107
Persistent link: https://www.econbiz.de/10011974555