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Abhimanyu Gupta

Personal Details

First Name:Abhimanyu
Middle Name:
Last Name:Gupta
Suffix:
RePEc Short-ID:pgu458
[This author has chosen not to make the email address public]
https://sites.google.com/site/abhimanyugupta85
Terminal Degree:2013 London School of Economics (LSE) (from RePEc Genealogy)

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. Gupta, Abhimanyu & Kokas, Sotirios & Michaelides, Alexander & Minetti, Raoul, 2023. "Networks and Information in Credit Markets," Working Papers 2023-1, Michigan State University, Department of Economics.
  2. Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.
  3. Abhimanyu Gupta, 2020. "Efficient closed-form estimation of large spatial autoregressions," Papers 2008.12395, arXiv.org, revised May 2021.
  4. Abhimanyu Gupta & Javier Hidalgo, 2020. "Nonparametric prediction with spatial data," Papers 2008.04269, arXiv.org, revised Nov 2021.
  5. Abhimanyu Gupta & Myung Hwan Seo, 2019. "Robust Inference on Infinite and Growing Dimensional Time Series Regression," Papers 1911.08637, arXiv.org, revised Apr 2023.
  6. Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017. "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," CEPR Discussion Papers 12424, C.E.P.R. Discussion Papers.
  7. Gupta, Abhimanyu & Robinson, Peter M., 2017. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," LSE Research Online Documents on Economics 84085, London School of Economics and Political Science, LSE Library.
  8. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," LSE Research Online Documents on Economics 60794, London School of Economics and Political Science, LSE Library.
  9. Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 23824, University of Essex, Department of Economics.
  10. Gupta, A, 2015. "Estimation of Spatial Autoregressions with Stochastic Weight Matrices," Economics Discussion Papers 15617, University of Essex, Department of Economics.
  11. Gupta, A, 2015. "Autoregressive Spatial Spectral Estimates," Economics Discussion Papers 23825, University of Essex, Department of Economics.

Articles

  1. Abhimanyu Gupta & Myung Hwan Seo, 2023. "Robust Inference on Infinite and Growing Dimensional Time‐Series Regression," Econometrica, Econometric Society, vol. 91(4), pages 1333-1361, July.
  2. Gupta, Abhimanyu & Halket, Jonathan, 2023. "Household sorting in an ancient setting," Journal of Urban Economics, Elsevier, vol. 135(C).
  3. Gupta, Abhimanyu, 2023. "Efficient closed-form estimation of large spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 148-167.
  4. Gupta, Abhimanyu, 2019. "Estimation Of Spatial Autoregressions With Stochastic Weight Matrices," Econometric Theory, Cambridge University Press, vol. 35(2), pages 417-463, April.
  5. Abhimanyu Gupta & Javier Hidalgo, 2019. "Order Selection and Inference with Long Memory Dependent Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 425-446, July.
  6. Gupta, Abhimanyu & Robinson, Peter M., 2018. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," Journal of Econometrics, Elsevier, vol. 202(1), pages 92-107.
  7. Gupta, Abhimanyu, 2018. "Nonparametric specification testing via the trinity of tests," Journal of Econometrics, Elsevier, vol. 203(1), pages 169-185.
  8. Gupta, Abhimanyu, 2018. "Autoregressive spatial spectral estimates," Journal of Econometrics, Elsevier, vol. 203(1), pages 80-95.
  9. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.

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. Gupta, Abhimanyu & Kokas, Sotirios & Michaelides, Alexander & Minetti, Raoul, 2023. "Networks and Information in Credit Markets," Working Papers 2023-1, Michigan State University, Department of Economics.

    Cited by:

    1. Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2023. "The role of credit lines and multiple lending in financial contagion and systemic events," Journal of Financial Stability, Elsevier, vol. 67(C).

  2. Abhimanyu Gupta, 2020. "Efficient closed-form estimation of large spatial autoregressions," Papers 2008.12395, arXiv.org, revised May 2021.

    Cited by:

    1. Badi H. Baltagi & Junjie Shu, 2024. "A Survey of Spatial Unit Roots," Mathematics, MDPI, vol. 12(7), pages 1-31, March.

  3. Abhimanyu Gupta & Javier Hidalgo, 2020. "Nonparametric prediction with spatial data," Papers 2008.04269, arXiv.org, revised Nov 2021.

    Cited by:

    1. S.‐H. Arnaud Kanga & Ouagnina Hili & Sophie Dabo‐Niang & Assi N'Guessan, 2023. "Asymptotic properties of nonparametric quantile estimation with spatial dependency," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(3), pages 254-283, August.

  4. Abhimanyu Gupta & Myung Hwan Seo, 2019. "Robust Inference on Infinite and Growing Dimensional Time Series Regression," Papers 1911.08637, arXiv.org, revised Apr 2023.

    Cited by:

    1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2021. "Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling," Papers 2106.03156, arXiv.org, revised Oct 2021.
    2. Anna Mikusheva & Mikkel S{o}lvsten, 2023. "Linear Regression with Weak Exogeneity," Papers 2308.08958, arXiv.org, revised Jan 2024.
    3. Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song, 2023. "SGMM: Stochastic Approximation to Generalized Method of Moments," Papers 2308.13564, arXiv.org, revised Oct 2023.

  5. Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017. "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," CEPR Discussion Papers 12424, C.E.P.R. Discussion Papers.

    Cited by:

    1. Kevin F. Kiernan & Vladimir Yankov & Filip Zikes, 2021. "Liquidity Provision and Co-insurance in Bank Syndicates," Finance and Economics Discussion Series 2021-060, Board of Governors of the Federal Reserve System (U.S.).
    2. Herculano, Miguel C., 2018. "The role of contagion in the transmission of financial stress," ESRB Working Paper Series 81, European Systemic Risk Board.
    3. Delis, Manthos D. & Iosifidi, Maria & Kokas, Sotirios & Xefteris, Dimitrios & Ongena, Steven, 2020. "Enforcement actions on banks and the structure of loan syndicates," Journal of Corporate Finance, Elsevier, vol. 60(C).
    4. Karamysheva, Madina & Seregina, Ekaterina, 2022. "Prudential policies and systemic risk: The role of interconnections," Journal of International Money and Finance, Elsevier, vol. 127(C).

  6. Gupta, Abhimanyu & Robinson, Peter M., 2017. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," LSE Research Online Documents on Economics 84085, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
    2. Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
    3. Jakub Olejnik & Alicja Olejnik, 2020. "QML estimation with non-summable weight matrices," Journal of Geographical Systems, Springer, vol. 22(4), pages 469-495, October.
    4. Federico Martellosio & Grant Hillier, 2019. "Adjusted QMLE for the spatial autoregressive parameter," Papers 1909.08141, arXiv.org.
    5. Abhimanyu Gupta, 2020. "Efficient closed-form estimation of large spatial autoregressions," Papers 2008.12395, arXiv.org, revised May 2021.
    6. Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.
    7. Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017. "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," CEPR Discussion Papers 12424, C.E.P.R. Discussion Papers.
    8. Ma, Yingying & Lan, Wei & Zhou, Fanying & Wang, Hansheng, 2020. "Approximate least squares estimation for spatial autoregressive models with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
    9. Wu, Yujia & Lan, Wei & Fan, Xinyan & Fang, Kuangnan, 2024. "Bipartite network influence analysis of a two-mode network," Journal of Econometrics, Elsevier, vol. 239(2).
    10. Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 23824, University of Essex, Department of Economics.
    11. Huijuan Xiao & Sheng Bao & Jingzheng Ren & Zhenci Xu & Song Xue & Jianguo Liu, 2024. "Global transboundary synergies and trade-offs among Sustainable Development Goals from an integrated sustainability perspective," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
    12. Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.
    13. Sylvain Barde & Rowan Cherodian & Guy Tchuente, 2023. "Moran's I Lasso for models with spatially correlated data," Papers 2310.02773, arXiv.org.
    14. Martellosio, Federico & Hillier, Grant, 2020. "Adjusted QMLE for the spatial autoregressive parameter," Journal of Econometrics, Elsevier, vol. 219(2), pages 488-506.

  7. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," LSE Research Online Documents on Economics 60794, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Gupta, A & Robinson, PM, 2015. "Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension," Economics Discussion Papers 22698, University of Essex, Department of Economics.
    2. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar, 2022. "Dynamic Spatiotemporal ARCH Models," Papers 2202.13856, arXiv.org.
    3. Badi H. Baltagi & Sophia Ding & Peter H. Egger, 2020. "A Panel Data Model with Generalized Higher-Order Network Effects," Center for Policy Research Working Papers 233, Center for Policy Research, Maxwell School, Syracuse University.
    4. Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
    5. Bao, Yong, 2024. "Estimating spatial autoregressions under heteroskedasticity without searching for instruments," Regional Science and Urban Economics, Elsevier, vol. 106(C).
    6. FUJII Daisuke, 2016. "Shock Propagations in Granular Networks," Discussion papers 16057, Research Institute of Economy, Trade and Industry (RIETI).
    7. Tizheng Li & Xiaojuan Kang, 2022. "Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters," Statistical Papers, Springer, vol. 63(1), pages 243-285, February.
    8. Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018. "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, vol. 55(1), pages 213-232, August.
    9. Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian Estimation of Multivariate Panel Probits with Higher-order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong," Center for Policy Research Working Papers 247, Center for Policy Research, Maxwell School, Syracuse University.
    10. Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
    11. Jakub Olejnik & Alicja Olejnik, 2020. "QML estimation with non-summable weight matrices," Journal of Geographical Systems, Springer, vol. 22(4), pages 469-495, October.
    12. Arnab Bhattacharjee & Sudipto Roy, 2019. "Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns," JRFM, MDPI, vol. 12(2), pages 1-13, March.
    13. Abhimanyu Gupta, 2020. "Efficient closed-form estimation of large spatial autoregressions," Papers 2008.12395, arXiv.org, revised May 2021.
    14. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
    15. Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
    16. Kwok, Hon Ho, 2019. "Identification and estimation of linear social interaction models," Journal of Econometrics, Elsevier, vol. 210(2), pages 434-458.
    17. Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.
    18. Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017. "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," CEPR Discussion Papers 12424, C.E.P.R. Discussion Papers.
    19. Gupta, Abhimanyu, 2019. "Estimation Of Spatial Autoregressions With Stochastic Weight Matrices," Econometric Theory, Cambridge University Press, vol. 35(2), pages 417-463, April.
    20. Ma, Yingying & Lan, Wei & Zhou, Fanying & Wang, Hansheng, 2020. "Approximate least squares estimation for spatial autoregressive models with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
    21. Kelejian, Harry H. & Piras, Gianfranco, 2014. "Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 140-149.
    22. Wu, Yujia & Lan, Wei & Fan, Xinyan & Fang, Kuangnan, 2024. "Bipartite network influence analysis of a two-mode network," Journal of Econometrics, Elsevier, vol. 239(2).
    23. Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 23824, University of Essex, Department of Economics.
    24. Han, Xiaoyi & Hsieh, Chih-Sheng & Lee, Lung-fei, 2017. "Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach," Regional Science and Urban Economics, Elsevier, vol. 63(C), pages 97-120.
    25. Huijuan Xiao & Sheng Bao & Jingzheng Ren & Zhenci Xu & Song Xue & Jianguo Liu, 2024. "Global transboundary synergies and trade-offs among Sustainable Development Goals from an integrated sustainability perspective," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
    26. Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.

  8. Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 23824, University of Essex, Department of Economics.

    Cited by:

    1. Abhimanyu Gupta & Myung Hwan Seo, 2023. "Robust Inference on Infinite and Growing Dimensional Time‐Series Regression," Econometrica, Econometric Society, vol. 91(4), pages 1333-1361, July.
    2. Ainoa Aparicio Fenoll & Nadia Campaniello & Ignacio Monzon, 2023. "Parental Love Is Not Blind: Identifying Selection into Early School Start," Carlo Alberto Notebooks 704 JEL Classification: I, Collegio Carlo Alberto.
    3. Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023. "Social threshold regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2057-2081.
    4. Abhimanyu Gupta & Xi Qu, 2021. "Consistent specification testing under spatial dependence," Papers 2101.10255, arXiv.org, revised Aug 2022.

  9. Gupta, A, 2015. "Estimation of Spatial Autoregressions with Stochastic Weight Matrices," Economics Discussion Papers 15617, University of Essex, Department of Economics.

    Cited by:

    1. Federico Martellosio, 2020. "Non-Identifiability in Network Autoregressions," Papers 2011.11084, arXiv.org, revised Jun 2022.
    2. Liu, Tuo & Xu, Xingbai & Lee, Lung-fei, 2022. "Consistency without compactness of the parameter space in spatial econometrics," Economics Letters, Elsevier, vol. 210(C).
    3. Luo, Guowang & Wu, Mixia & Xu, Liwen, 2021. "IPW-based robust estimation of the SAR model with missing data," Statistics & Probability Letters, Elsevier, vol. 172(C).
    4. Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017. "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," CEPR Discussion Papers 12424, C.E.P.R. Discussion Papers.
    5. Badi H. Baltagi & Junjie Shu, 2024. "A Survey of Spatial Unit Roots," Mathematics, MDPI, vol. 12(7), pages 1-31, March.
    6. J. Paul Elhorst & Ioanna Tziolas & Chang Tan & Petros Milionis, 2024. "The distance decay effect and spatial reach of spillovers," Journal of Geographical Systems, Springer, vol. 26(2), pages 265-289, April.

  10. Gupta, A, 2015. "Autoregressive Spatial Spectral Estimates," Economics Discussion Papers 23825, University of Essex, Department of Economics.

    Cited by:

    1. Chen, Kun & Chan, Ngai Hang & Yau, Chun Yip & Hu, Jie, 2023. "Penalized Whittle likelihood for spatial data," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
    2. Abhimanyu Gupta & Javier Hidalgo, 2022. "Nonparametric prediction with spatial data," STICERD - Econometrics Paper Series 621, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    3. Jentsch, Carsten & Meyer, Marco, 2021. "On the validity of Akaike’s identity for random fields," Journal of Econometrics, Elsevier, vol. 222(1), pages 676-687.
    4. Shibin Zhang, 2022. "Automatic estimation of spatial spectra via smoothing splines," Computational Statistics, Springer, vol. 37(2), pages 565-590, April.

Articles

  1. Abhimanyu Gupta & Myung Hwan Seo, 2023. "Robust Inference on Infinite and Growing Dimensional Time‐Series Regression," Econometrica, Econometric Society, vol. 91(4), pages 1333-1361, July.
    See citations under working paper version above.
  2. Gupta, Abhimanyu, 2023. "Efficient closed-form estimation of large spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 148-167.
    See citations under working paper version above.
  3. Gupta, Abhimanyu, 2019. "Estimation Of Spatial Autoregressions With Stochastic Weight Matrices," Econometric Theory, Cambridge University Press, vol. 35(2), pages 417-463, April.
    See citations under working paper version above.
  4. Abhimanyu Gupta & Javier Hidalgo, 2019. "Order Selection and Inference with Long Memory Dependent Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 425-446, July.

    Cited by:

    1. Papapetrou, M. & Kugiumtzis, D., 2020. "Tsallis conditional mutual information in investigating long range correlation in symbol sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).

  5. Gupta, Abhimanyu & Robinson, Peter M., 2018. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," Journal of Econometrics, Elsevier, vol. 202(1), pages 92-107.
    See citations under working paper version above.
  6. Gupta, Abhimanyu, 2018. "Nonparametric specification testing via the trinity of tests," Journal of Econometrics, Elsevier, vol. 203(1), pages 169-185.
    See citations under working paper version above.
  7. Gupta, Abhimanyu, 2018. "Autoregressive spatial spectral estimates," Journal of Econometrics, Elsevier, vol. 203(1), pages 80-95.
    See citations under working paper version above.
  8. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (8) 2015-02-28 2016-02-12 2017-11-19 2020-08-31 2020-09-14 2022-04-04 2022-08-22 2023-04-24. Author is listed
  2. NEP-ECM: Econometrics (5) 2016-02-12 2019-12-02 2020-08-31 2020-09-14 2021-02-15. Author is listed
  3. NEP-GEO: Economic Geography (4) 2015-02-28 2016-02-12 2022-04-04 2022-08-22. Author is listed
  4. NEP-NET: Network Economics (3) 2017-11-19 2018-09-03 2023-04-24. Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2016-02-12 2019-12-02
  6. NEP-BAN: Banking (1) 2023-04-24
  7. NEP-CFN: Corporate Finance (1) 2023-04-24
  8. NEP-FDG: Financial Development and Growth (1) 2023-04-24
  9. NEP-FMK: Financial Markets (1) 2017-11-19
  10. NEP-FOR: Forecasting (1) 2022-08-22
  11. NEP-MAC: Macroeconomics (1) 2023-04-24
  12. NEP-ORE: Operations Research (1) 2022-04-04

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