Professor Abhimanyu Gupta
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Email
a.gupta@essex.ac.uk -
Telephone
+44 (0) 1206 872597
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Location
3.203, Colchester Campus
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Academic support hours
By appointment.
Profile
Biography
I specialize in econometrics, both theoretical and applied, and am also interested in economic history. You can find out more about my work by visiting https://sites.google.com/site/abhimanyugupta85/.
Qualifications
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PhD Economics, LSE, 2013
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MSc Econometrics and Mathematical Economics, LSE, 2008
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BA (Honours) Mathematics, St. Stephen's College, University of Delhi, 2006
Research and professional activities
Research interests
Econometric Theory
Spatial Econometrics
Applied Econometrics
Statistical Theory
Teaching and supervision
Current teaching responsibilities
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Introduction to Econometric Methods (EC252)
Previous supervision
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 4/1/2024
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 12/10/2021
Degree type: Master of Research
Awarded date: 11/12/2019
Publications
Journal articles (11)
Gupta, A., (2023). Efficient closed-form estimation of large spatial autoregressions. Journal of Econometrics. 232 (1), 148-167
Gupta, A. and Hidalgo, J., (2023). Nonparametric prediction with spatial data. Econometric Theory. 39 (5), 950-988
Gupta, A. and Halket, J., (2023). Household sorting in an ancient setting. Journal of Urban Economics. 135, 103548-103548
Gupta, A. and Seo, MH., (2023). Robust inference on infinite and growing dimensional time series regression. Econometrica. 91 (4), 1333-1361
Gupta, A. and Qu, X., (2022). Consistent specification testing under spatial dependence. Econometric Theory. 40 (2), 278-319
Gupta, A., (2019). Estimation of spatial autoregressions with stochastic weight matrices. Econometric Theory. 35 (2), 417-463
Gupta, A. and Hidalgo, J., (2019). Order selection and inference with long memory dependent data. Journal of Time Series Analysis. 40 (4), 425-446
Gupta, A. and Robinson, PM., (2018). Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. Journal of Econometrics. 202 (1), 92-107
Gupta, A., (2018). Nonparametric specification testing via the trinity of tests. Journal of Econometrics. 203 (1), 169-185
Gupta, A., (2018). Autoregressive spatial spectral estimates. Journal of Econometrics. 203 (1), 80-95
Gupta, A. and Robinson, PM., (2015). Inference on higher-order spatial autoregressive models with increasingly many parameters. Journal of Econometrics. 186 (1), 19-31
Reports and Papers (2)
Gupta, A. and Halket, J., (2021). Household sorting in an ancient setting
Gupta, A. and Seo, MH., (2019). Robust Inference on Infinite and Growing Dimensional Time Series Regression
Grants and funding
2024
Methods for Spatial Nonparametric Econometrics
Leverhulme Trust
2022
Nonlinear spatial dynamic panel data models
British Academy
2018
Structural change tests for nonparametric and increasing dimensional models
British Academy
Methods for network dependent data
Economic and Social Research Council
Contact
Academic support hours:
By appointment.
