People

Dr Gordon Kemp

Senior Lecturer
Department of Economics
Dr Gordon Kemp
  • Email

  • Telephone

    +44 (0) 1206 872766

  • Location

    5B.309, Colchester Campus

  • Academic support hours

    Thursday 10:00am-11:50am

Profile

Qualifications

  • B.A. (Hons)

  • University of Cambridge; M.A.

  • Ph.D.

  • University of Warwick

Research and professional activities

Research interests

Econometric Theory

Open to supervise

Statistical Theory

Open to supervise

Applied Econometrics

Open to supervise

Current research

Mode Regression

Dyadic and Network Data

Teaching and supervision

Current teaching responsibilities

  • Introduction to Econometric Methods (EC252)

  • Introductory Econometrics (EC452)

  • Microeconometrics (EC964)

  • Econometric Methods (EC501)

Previous supervision

Alex Donov
Alex Donov
Thesis title: Applications of Copula Theory and Regime Switching in Finance
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 21/2/2019

Publications

Journal articles (18)

Kemp, GCR., Parente, PMDC. and Santos Silva, JMC., Dynamic Vector Mode Regression. Journal of Business and Economic Statistics, 1-32

Kemp, G., (2020). Uniform Convergence in Extended Probability of Sub-Gradients of Convex Functions. Economics Letters. 188, 108809-108809

Kemp, GCR. and Santos Silva, JMC., (2012). Regression towards the mode. Journal of Econometrics. 170 (1), 92-101

Kemp, GCR., (2003). ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS. Econometric Theory. 19 (04), 610-619

Kemp, GCR., (2003). On The Construction Of Bounds Confidence Regions. Econometric Theory. 19 (04), 610-619

Kemp, GCR., (2001). Invariance and the Wald test. Journal of Econometrics. 104 (2), 209-217

Kemp, GCR., (2000). When is a proportional hazards model valid for both stock and flow sampled duration data?. Economics Letters. 69 (1), 33-37

Kemp, GCR., (1999). THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE. Econometric Theory. 15 (2), 238-256

Kemp, GCR., (1999). The Behavior Of Forecast Errors From A Nearly Integrated Ar(1) Model As Both Sample Size And Forecast Horizon Become Large. Econometric Theory. 15 (02), 238-256

Kemp, GCR., (1997). Linear Combinations of Stationary Processes-Solution. Econometric Theory. 13 (06), 897-898

Kemp, GCR., (1996). Scale equivariance and the Box-Cox transformation. Economics Letters. 51 (1), 1-6

Kemp, GCR., (1996). Scale equivariance and the Box-Cox transformation. Economics Letters. 51 (1), 1-6

de Jong, RM., Kemp, GCR. and Xu Zheng, J., (1996). A Strong Law of Large Numbers. Econometric Theory. 12 (01), 210-214

Kemp, GCR., (1995). Proving the Gauss-Markov Theorem Without Using the Explicit Functional Form of the OLS Estimator in the CLR Model. Econometric Theory. 11 (05), 1179-1180

Kemp, GCR., (1992). The potential for efficiency gains in estimation from the use of additional moment restrictions. Journal of Econometrics. 53 (1-3), 387-399

Kemp, GCR., (1991). The Joint Distribution of Forecast Errors in the AR(1) Model. Econometric Theory. 7 (4), 497-518

Kemp, GCR., (1991). On Wald tests for globally and locally quadratic restrictions. Journal of Econometrics. 50 (3), 257-272

Kemp, GCR., (1991). The Joint Distribution of Forecast Errors in the AR(1) Model. Econometric Theory. 7 (04), 497-518

Reports and Papers (5)

Kemp, GCR., Parente, PMDC. and Santos Silva, JMC., (2015). Dynamic Vector Mode Regression

Kemp, GCR. and Santos Silva, JMC., (2010). Regression towards the mode

Kemp, GCR., (2007). Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data

Kemp, GCR., (2007). On the Consistency of Approximate Maximizing Estimator Sequences in the Case of Quasiconcave Functions

Kemp, GCR., (2000). Invariance and the Wald Test

Scholarly Editions (1)

Kemp, GCR., Semi-Parametric Estimation of a Logit Model

Contact

kempgcr@essex.ac.uk
+44 (0) 1206 872766

Location:

5B.309, Colchester Campus

Academic support hours:

Thursday 10:00am-11:50am