4 papers
A Nonparametric Test for Cross-Unit Spillovers
Margherita Comola, Camila Comunello, Abhimanyu Gupta
Cross-unit dependence is pervasive in empirical applications and complicates econometric inference, especially when spillovers operate in nonlinear ways. We propose a novel nonpara…
Wald inference on varying coefficients
Abhimanyu Gupta, Xi Qu, Sorawoot Srisuma +1
We present simple to implement Wald-type statistics that deliver a general nonparametric inference theory for linear restrictions on varying coefficients in a range of regression m…
Optimal break tests for large linear time series models
Abhimanyu Gupta, Myung Hwan Seo
We develop a class of optimal tests for a structural break occurring at an unknown date in infinite and growing-order time series regression models, such as AR(), linear re…
Testing linearity of spatial interaction functions à la Ramsey
Abhimanyu Gupta, Jungyoon Lee, Francesca Rossi
We propose a computationally straightforward test for the linearity of a spatial interaction function. Such functions arise commonly, either as practitioner imposed specifications…