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Abhimanyu Gupta

University of Essex (from arXiv:2412.14778, 2024) · ORCID · OpenAlex

17 papers in scope · 13 published · 7 on the econ.EM arXiv · 142 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Francesca Rossi
  2. Xi Qu
  3. Jiajun Zhang
  4. Jung-Yoon Lee
  5. Tao Zou
  6. Xuan Liang
  7. Sorawoot Srisuma
  8. Xuexin Wang
  9. Myung Hwan Seo
  10. Ivan Korolev
  11. Youngki Shin
  12. Myung-Hyun Song
  13. Mikkel Sølvsten
  14. Sokbae Lee
  15. Mikkel S olvsten
  16. Raffaele Saggio
  17. Yuan Liao
  18. Patrick Kline
  19. Xiaohong Chen
  20. Woosik Gong

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(8 of 17)

Semi-nonparametric estimation of spatial dynamic panel data models with nonparametric spatial weights
working paper2026 · arXiv
with Xi Qu, Jiajun Zhang
Paper profile arXiv arXiv:2606.24266
Optimal break tests for large linear time series models
working paper2026 · arXiv
with Myung Hwan Seo
Paper profile arXiv arXiv:2510.12262
Networks and information in credit markets
published2025 · Journal of Corporate Finance
with Sotirios Kokas, Alexander Michaelides, Raoul Minetti
Journal of Corporate Finance
Wald inference on varying coefficients
working paper2025 · arXiv
with Xi Qu, Sorawoot Srisuma, Jiajun Zhang
Paper profile arXiv arXiv:2502.03084
Testing linearity of spatial interaction functions à la Ramsey
working paper2024 · arXiv
with Jung-Yoon Lee, Francesca Rossi
Paper profile arXiv arXiv:2412.14778
Household sorting in an ancient setting
published2023 · Journal of Urban Economics · 1 citations · first circulated 2021
with Jonathan Halket
Journal of Urban Economics
Robust Inference on Infinite and Growing Dimensional Time‐Series Regression
published2023 · Econometrica · 7 citations · first circulated 2019
with Myung Hwan Seo, Minah Seo
Paper profile Econometrica arXiv:1911.08637
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE
published2022 · Econometric Theory · 9 citations · first circulated 2021
with Xi Qu, Qu Xi
Paper profile Econometric Theory arXiv:2101.10255
Effects of financial statement and macroeconomic factors on risk measures of banks in India
published2022 · International Journal of Finance & Banking Studies (2147-4486)
with Gaurango Banerjee, Abhiman Das
International Journal of Finance & Banking Studies (2147-4486)
NONPARAMETRIC PREDICTION WITH SPATIAL DATA
published2022 · Econometric Theory · 3 citations · first circulated 2020
with Javier Hidalgo
Paper profile Econometric Theory arXiv:2008.04269
Efficient closed-form estimation of large spatial autoregressions
published2021 · Journal of Econometrics · 1 citations
Paper profile Journal of Econometrics arXiv:2008.12395
Order Selection and Inference with Long Memory Dependent Data
published2019 · Journal of Time Series Analysis · 1 citations
with Javier Hidalgo
Journal of Time Series Analysis
ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
published2018 · Econometric Theory · 16 citations · first circulated 2015
Econometric Theory
Autoregressive spatial spectral estimates
published2017 · Journal of Econometrics · 11 citations · first circulated 2015
Journal of Econometrics
Nonparametric specification testing via the trinity of tests
published2017 · Journal of Econometrics · 16 citations · first circulated 2015
Journal of Econometrics
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
published2017 · Journal of Econometrics · 2 citations
with Peter M. Robinson
Journal of Econometrics
Inference on higher-order spatial autoregressive models with increasingly many parameters
published2015 · Journal of Econometrics · 75 citations · first circulated 2013
with Peter M. Robinson
Journal of Econometrics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.