| Inference on higher-order spatial autoregressive models with increasingly many parameters A Gupta, PM Robinson Journal of Econometrics 186 (1), 19-31, 2015 | 68 | 2015 |
| Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension A Gupta, PM Robinson Journal of Econometrics 202 (1), 92-107, 2018 | 33 | 2018 |
| Estimation of spatial autoregressions with stochastic weight matrices A Gupta Econometric Theory 35 (2), 417-463, 2019 | 12 | 2019 |
| Networks and Information in Credit Markets A Gupta, S Kokas, A Michaelides, R Minetti Available at SSRN 3063886, 2017 | 11* | 2017 |
| Nonparametric specification testing via the trinity of tests A Gupta Journal of econometrics 203 (1), 169-185, 2018 | 9 | 2018 |
| Autoregressive spatial spectral estimates A Gupta Journal of econometrics 203 (1), 80-95, 2018 | 8 | 2018 |
| Robust Inference on Infinite and Growing Dimensional Time‐Series Regression A Gupta, MH Seo Econometrica 91 (4), 1333-1361, 2023 | 6 | 2023 |
| Essays on spatial autoregressive models with increasingly many parameters A Gupta London School of Economics and Political Science, 2013 | 6 | 2013 |
| Consistent specification testing under spatial dependence A Gupta, X Qu Econometric Theory 40 (2), 278-319, 2024 | 4 | 2024 |
| Household sorting in an ancient setting A Gupta, J Halket Journal of Urban Economics 135, 103548, 2023 | 3 | 2023 |
| Efficient closed-form estimation of large spatial autoregressions A Gupta Journal of Econometrics 232 (1), 148-167, 2023 | 3 | 2023 |
| Nonparametric prediction with spatial data A Gupta, J Hidalgo Econometric Theory 39 (5), 950-988, 2023 | 2 | 2023 |
| Order selection and inference with long memory dependent data A Gupta, J Hidalgo Journal of Time Series Analysis 40 (4), 425-446, 2019 | 1 | 2019 |
| Online supplement to “Robust Inference on Infinite and Growing Dimensional Time Series Regression” A Gupta, MH Seo | | |
Alexander MichaelidesProfessor of Finance, Imperial College Business SchoolVerified email at imperial.ac.uk
