1 citations · 1 across the 4 of their papers we have counts for
6 papers
Semi-nonparametric estimation of spatial dynamic panel data models with nonparametric spatial weights
Abhimanyu Gupta, Xi Qu, Jiajun Zhang
We develop a semi-nonparametric framework for spatial dynamic panel data (SDPD) models with two-way fixed effects when the spatial interaction structure is unknown beyond a distanc…
Consistent specification testing under spatial dependence
Abhimanyu Gupta, Xi Qu
We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. De…
Efficient closed-form estimation of large spatial autoregressions
Abhimanyu Gupta
Newton-step approximations to pseudo maximum likelihood estimates of spatial autoregressive models with a large number of parameters are examined, in the sense that the parameter s…
Nonparametric prediction with spatial data
Abhimanyu Gupta, Javier Hidalgo
We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing tha…
Framework for Studying Stability of Switching Max-Plus Linear Systems
Abhimanyu Gupta, Ton van den Boom, Jacob van der Woude +1
We propose a framework for studying the stability of discrete-event systems modelled as switching max-plus linear systems. In this framework, we propose a set of notions of stabili…
Robust Inference on Infinite and Growing Dimensional Time Series Regression
Abhimanyu Gupta, Myung Hwan Seo
We develop a class of tests for time series models such as multiple regression with growing dimension, infinite-order autoregression and nonparametric sieve regression. Examples in…