People

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

    Thursday 2-3pm, by Zoom appointment (email me to arrange one); Friday 3-4pm, 3.203

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

  • 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

Teaching and supervision

Current teaching responsibilities

  • Introduction to Econometric Methods (EC252)

Previous supervision

Juan Sentana Lledo
Juan Sentana Lledo
Thesis title: Strategic Behaviour in Risky Competitive Settings: Some Empirical Applications
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 12/10/2021
Louis Ronchail
Louis Ronchail
Degree subject: Economics
Degree type: Master of Research
Awarded date: 11/12/2019

Publications

Journal articles (9)

Gupta, A., (2023). Efficient closed-form estimation of large spatial autoregressions. Journal of Econometrics. 232 (1), 148-167

Gupta, A. and Hidalgo, J., (2022). Nonparametric prediction with spatial data. Econometric Theory, 1-39

Gupta, A. and Qu, X., (2022). Consistent specification testing under spatial dependence. Econometric Theory, 1-42

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 (3)

Gupta, A. and Halket, J., Household sorting in an ancient setting

Gupta, A. and Seo, MH., (2019). Robust Inference on Infinite and Growing Dimensional Time Series Regression

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

Grants and funding

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

a.gupta@essex.ac.uk
+44 (0) 1206 872597

Location:

3.203, Colchester Campus

Academic support hours:

Thursday 2-3pm, by Zoom appointment (email me to arrange one); Friday 3-4pm, 3.203