Dr Abhimanyu Gupta

Senior Lecturer
Department of Economics
Dr Abhimanyu Gupta
  • Email

  • Telephone

    +44 (0) 1206 872597

  • Location

    3.203, Colchester Campus

  • Academic support hours

    By appointment



  • PhD Economics, LSE, 2013

  • MSc Econometrics and Mathematical Economics, LSE, 2008

  • BA (Honours) Mathematics, St. Stephen's College, University of Delhi, 2006

Research and professional activities

Research interests

Econometric Theory

Open to supervise

Spatial Econometrics

Open to supervise

Applied Econometrics

Open to supervise

Statistical Theory

Open to supervise


Journal articles (7)

Gupta, A. and Qu, X., Consistent specification testing under spatial dependence

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 (4)

Gupta, A., Efficient closed-form estimation of large spatial autoregressions

Gupta, A. and Seo, MH., Robust Inference on Infinite and Growing Dimensional Regression

Gupta, A. and Hidalgo, J., Nonparametric prediction with spatial data

Gupta, A., Kokas, S. and Michaelides, A., (2017). Credit Market Spillovers in a Financial Network

Grants and funding


Structural change tests for nonparametric and increasing dimensional models

British Academy

Methods for network dependent data

Economic and Social Research Council

+44 (0) 1206 872597


3.203, Colchester Campus

Academic support hours:

By appointment