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Gordon C.R. Kemp

Personal Details

First Name:Gordon
Middle Name:C.R.
Last Name:Kemp
Suffix:
RePEc Short-ID:pke175
[This author has chosen not to make the email address public]
http://www.essex.ac.uk/economics/people/staff/kempgcr.asp

Affiliation

Economics Department
University of Essex

Colchester, United Kingdom
https://www.essex.ac.uk/departments/economics
RePEc:edi:edessuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Gordon Kemp & João Santos Silva, 2016. "Partial effects in fixed-effects models," United Kingdom Stata Users' Group Meetings 2016 06, Stata Users Group.
  2. Kemp, GCR & Santos Silva, JMC, 2010. "Regression towards the mode," Economics Discussion Papers 5757, University of Essex, Department of Economics.
  3. Kemp, GCR, 2007. "Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data," Economics Discussion Papers 2890, University of Essex, Department of Economics.
  4. Kemp, GCR, 2007. "On the Consistency of Approximate Maximizing Estimator Sequences in the Case of Quasiconcave Functions," Economics Discussion Papers 2879, University of Essex, Department of Economics.
  5. Gordon C. R. Kemp, 2000. "Semi-Parametric Estimation of a Logit Model," Econometric Society World Congress 2000 Contributed Papers 0879, Econometric Society.
  6. Kemp, GCR, 2000. "Invariance and the Wald Test," Economics Discussion Papers 2887, University of Essex, Department of Economics.
  7. Kemp, Gordon C R, 1996. "Scale Equivalence and the Box-Cox Transformation," Economics Discussion Papers 2883, University of Essex, Department of Economics.

Articles

  1. Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva, 2020. "Dynamic Vector Mode Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 647-661, July.
  2. Kemp, Gordon C.R., 2020. "Uniform convergence in extended probability of sub-gradients of convex functions," Economics Letters, Elsevier, vol. 188(C).
  3. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
  4. Kemp, Gordon C.R., 2003. "On The Construction Of Bounds Confidence Regions," Econometric Theory, Cambridge University Press, vol. 19(4), pages 610-619, August.
  5. Kemp, Gordon C. R., 2001. "Invariance and the Wald test," Journal of Econometrics, Elsevier, vol. 104(2), pages 209-217, September.
  6. Kemp, Gordon C. R., 2000. "When is a proportional hazards model valid for both stock and flow sampled duration data?," Economics Letters, Elsevier, vol. 69(1), pages 33-37, October.
  7. Kemp, Gordon C.R., 1999. "The Behavior Of Forecast Errors From A Nearly Integrated Ar(1) Model As Both Sample Size And Forecast Horizon Become Large," Econometric Theory, Cambridge University Press, vol. 15(2), pages 238-256, April.
  8. Kemp, Gordon C. R., 1996. "Scale equivariance and the Box-Cox transformation," Economics Letters, Elsevier, vol. 51(1), pages 1-6, April.
  9. Kemp, Gordon C. R., 1992. "The potential for efficiency gains in estimation from the use of additional moment restrictions," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 387-399.
  10. Kemp, Gordon C. R., 1991. "On Wald tests for globally and locally quadratic restrictions," Journal of Econometrics, Elsevier, vol. 50(3), pages 257-272, December.
  11. Kemp, Gordon C.R., 1991. "The Joint Distribution of Forecast Errors in the AR(1) Model," Econometric Theory, Cambridge University Press, vol. 7(4), pages 497-518, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gordon Kemp & João Santos Silva, 2016. "Partial effects in fixed-effects models," United Kingdom Stata Users' Group Meetings 2016 06, Stata Users Group.

    Cited by:

    1. Rainer Winkelmann & Lin Xu, 2019. "Testing the binomial fixed effects logit model; with an application to female labor supply," ECON - Working Papers 321, Department of Economics - University of Zurich, revised Oct 2019.
    2. Kuwayama, Yusuke & Olmstead, Sheila & Zheng, Jiameng, 2022. "A more comprehensive estimate of the value of water quality," Journal of Public Economics, Elsevier, vol. 207(C).
    3. Nguyen, Thanh Cong, 2022. "Economic policy uncertainty: The probability and duration of economic recessions in major European Union countries," Research in International Business and Finance, Elsevier, vol. 62(C).
    4. Bose-Duker, Theophiline & Henry, Michael & Strobl, Eric, 2021. "Child fostering and the educational outcomes of Jamaican children," International Journal of Educational Development, Elsevier, vol. 87(C).
    5. Begoña Álvarez, 2022. "The Best Years of Older Europeans’ Lives," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 160(1), pages 227-260, February.
    6. Lars Ludolph & Barbora Šedová, 2021. "Global food prices, local weather and migration in Sub-Saharan Africa," CEPA Discussion Papers 26, Center for Economic Policy Analysis.
    7. Hiyoshi, Ayako & Rostila, Mikael & Fall, Katja & Montgomery, Scott & Grotta, Alessandra, 2023. "Caregiving and changes in health-related behaviour," Social Science & Medicine, Elsevier, vol. 322(C).
    8. Bai, Yunli & Guo, Yuhe & Li, Shaoping & Liu, Chengfang & Zhang, Linxiu, 2021. "The Long-Term Benefits of Preschool Education: Evidence from Rural China," 2021 Conference, August 17-31, 2021, Virtual 315364, International Association of Agricultural Economists.
    9. Ludolph, Lars & Sedova, Barbora, 2021. "Global food prices, local weather and migration in Sub-Saharan Africa," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242334, Verein für Socialpolitik / German Economic Association.

  2. Kemp, GCR & Santos Silva, JMC, 2010. "Regression towards the mode," Economics Discussion Papers 5757, University of Essex, Department of Economics.

    Cited by:

    1. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
    2. Kemp, GCR & Parente, PMDC & Santos Silva, JMC, 2015. "Dynamic Vector Mode Regression," Economics Discussion Papers 13793, University of Essex, Department of Economics.
    3. Jales, Hugo & Jiang, Boqian & Rosenthal, Stuart S., 2023. "JUE Insight: Using the mode to test for selection in city size wage premia," Journal of Urban Economics, Elsevier, vol. 133(C).
    4. Aman Ullah & Tao Wang & Weixin Yao, 2021. "Modal regression for fixed effects panel data," Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
    5. Ullah, Aman & Wang, Tao & Yao, Weixin, 2023. "Semiparametric partially linear varying coefficient modal regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 1001-1026.
    6. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
    7. Lv, Zhike & Zhu, Huiming & Yu, Keming, 2014. "Robust variable selection for nonlinear models with diverging number of parameters," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 90-97.
    8. Zhe Sun & Yundong Tu, 2024. "Factors in Fashion: Factor Analysis towards the Mode," Papers 2409.19287, arXiv.org.
    9. Gianni Cicia & Marilena Furno & Teresa Giudice, 2021. "Do consumers’ values and attitudes affect food retailer choice? Evidence from a national survey on farmers’ market in Germany," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 9(1), pages 1-21, December.
    10. Timo Dimitriadis & Tobias Fissler & Johanna Ziegel, 2022. "Characterizing M-estimators," Papers 2208.08108, arXiv.org.
    11. Yen-Chi Chen, 2017. "Modal Regression using Kernel Density Estimation: a Review," Papers 1710.07004, arXiv.org, revised Dec 2017.
    12. Baldauf, Markus & Santos Silva, J.M.C., 2012. "On the use of robust regression in econometrics," Economics Letters, Elsevier, vol. 114(1), pages 124-127.
    13. Hyun Kim & Yong-seong Kim & Myoung-jae Lee, 2012. "Treatment effect analysis of early reemployment bonus program: panel MLE and mode-based semiparametric estimator for interval truncation," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(3), pages 189-209, December.
    14. Weixin Yao & Longhai Li, 2014. "Acknowledgement of Priority," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 1195-1195, December.
    15. Ho, Chi-san & Damien, Paul & Walker, Stephen, 2017. "Bayesian mode regression using mixtures of triangular densities," Journal of Econometrics, Elsevier, vol. 197(2), pages 273-283.
    16. Shi, Jianhong & Zhang, Yujing & Yu, Ping & Song, Weixing, 2021. "SIMEX estimation in parametric modal regression with measurement error," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
    17. Aman Ullah & Tao Wang & Weixin Yao, 2022. "Nonlinear modal regression for dependent data with application for predicting COVID‐19," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1424-1453, July.

  3. Kemp, GCR, 2007. "Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data," Economics Discussion Papers 2890, University of Essex, Department of Economics.

    Cited by:

    1. Parente, Paulo M.D.C. & Smith, Richard J., 2011. "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, vol. 27(1), pages 74-113, February.

  4. Kemp, GCR, 2000. "Invariance and the Wald Test," Economics Discussion Papers 2887, University of Essex, Department of Economics.

    Cited by:

    1. Naorayex K Dastoor, 2008. "A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis," Economics Bulletin, AccessEcon, vol. 3(62), pages 1-10.
    2. Sylvain Béal & Éric Rémila & Philippe Solal, 2015. "Axioms of Invariance for TU-games," Post-Print halshs-01096552, HAL.
    3. Peter Huber & Michael Pfaffermayr, 2010. "Testing for Conditional Convergence in Variance and Skewness: The Firm Size Distribution Revisited," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(5), pages 648-668, October.
    4. Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.

Articles

  1. Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva, 2020. "Dynamic Vector Mode Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 647-661, July.

    Cited by:

    1. Ullah, Aman & Wang, Tao & Yao, Weixin, 2023. "Semiparametric partially linear varying coefficient modal regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 1001-1026.
    2. Venables, Anthony J., 2017. "Breaking into tradables: Urban form and urban function in a developing city," Journal of Urban Economics, Elsevier, vol. 98(C), pages 88-97.
    3. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
    4. Zhe Sun & Yundong Tu, 2024. "Factors in Fashion: Factor Analysis towards the Mode," Papers 2409.19287, arXiv.org.
    5. Aman Ullah & Tao Wang & Weixin Yao, 2022. "Nonlinear modal regression for dependent data with application for predicting COVID‐19," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1424-1453, July.

  2. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
    See citations under working paper version above.
  3. Kemp, Gordon C. R., 2001. "Invariance and the Wald test," Journal of Econometrics, Elsevier, vol. 104(2), pages 209-217, September.
    See citations under working paper version above.
  4. Kemp, Gordon C.R., 1999. "The Behavior Of Forecast Errors From A Nearly Integrated Ar(1) Model As Both Sample Size And Forecast Horizon Become Large," Econometric Theory, Cambridge University Press, vol. 15(2), pages 238-256, April.

    Cited by:

    1. Guillaume Chevillon, 2004. ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE 2004-12, Observatoire Francais des Conjonctures Economiques (OFCE).
    2. Müller, Ulrich K. & Wang, Yulong, 2019. "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, vol. 209(1), pages 18-34.
    3. Nikolay Gospodinov, 1999. "Median Unbiased Forecasts for Highly Persistent Autoregressive Processes," Computing in Economics and Finance 1999 533, Society for Computational Economics.
    4. Khalaf, Lynda & Saunders, Charles J., 2017. "Monte Carlo forecast evaluation with persistent data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 1-10.
    5. John L. Turner, 2004. "Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 513-539.
    6. Caroline JARDET & Alain MONFORT & Fulvio PEGORARO, 2011. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working Papers 2011-03, Center for Research in Economics and Statistics.
    7. Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics 15/09, Division of Economics, School of Business, University of Leicester.
    8. Hansen, Bruce E., 2010. "Averaging estimators for autoregressions with a near unit root," Journal of Econometrics, Elsevier, vol. 158(1), pages 142-155, September.
    9. Tae‐Hwan Kim & Stephen J. Leybourne & Paul Newbold, 2004. "Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 583-602, July.
    10. Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
    11. Chevillon, Guillaume, 2017. "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers WP1710, ESSEC Research Center, ESSEC Business School.
    12. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.

  5. Kemp, Gordon C. R., 1996. "Scale equivariance and the Box-Cox transformation," Economics Letters, Elsevier, vol. 51(1), pages 1-6, April.

    Cited by:

    1. Edward B. Barbier & Mikołaj Czajkowski & Nick Hanley, 2017. "Is the Income Elasticity of the Willingness to Pay for Pollution Control Constant?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(3), pages 663-682, November.

  6. Kemp, Gordon C.R., 1991. "The Joint Distribution of Forecast Errors in the AR(1) Model," Econometric Theory, Cambridge University Press, vol. 7(4), pages 497-518, December.

    Cited by:

    1. Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics 15/09, Division of Economics, School of Business, University of Leicester.

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