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Gordon C.R. Kemp

Personal Details

First Name:Gordon
Middle Name:C.R.
Last Name:Kemp
Suffix:
RePEc Short-ID:pke175
[This author has chosen not to make the email address public]
http://www.essex.ac.uk/economics/people/staff/kempgcr.asp

Affiliation

Economics Department
University of Essex

Colchester, United Kingdom
http://www.essex.ac.uk/economics/

: +44-1206-872728
+44-1206-872724
Wivenhoe Park, COLCHESTER. CO4 3SQ
RePEc:edi:edessuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Gordon Kemp & João Santos Silva, 2016. "Partial effects in fixed-effects models," United Kingdom Stata Users' Group Meetings 2016 06, Stata Users Group.
  2. Kemp, GCR & Parente, PMDC & Santos Silva, JMC, 2015. "Dynamic Vector Mode Regression," Economics Discussion Papers 13793, University of Essex, Department of Economics.
  3. Kemp, GCR & Santos Silva, JMC, 2010. "Regression towards the mode," Economics Discussion Papers 5757, University of Essex, Department of Economics.
  4. Kemp, GCR, 2007. "Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data," Economics Discussion Papers 2890, University of Essex, Department of Economics.
  5. Kemp, GCR, 2007. "On the Consistency of Approximate Maximizing Estimator Sequences in the Case of Quasiconcave Functions," Economics Discussion Papers 2879, University of Essex, Department of Economics.
  6. Gordon C. R. Kemp, 2000. "Semi-Parametric Estimation of a Logit Model," Econometric Society World Congress 2000 Contributed Papers 0879, Econometric Society.
  7. Kemp, GCR, 2000. "Invariance and the Wald Test," Economics Discussion Papers 2887, University of Essex, Department of Economics.
  8. Kemp, Gordon C R, 1996. "Scale Equivalence and the Box-Cox Transformation," Economics Discussion Papers 2883, University of Essex, Department of Economics.

Articles

  1. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
  2. Kemp, Gordon C.R., 2003. "On The Construction Of Bounds Confidence Regions," Econometric Theory, Cambridge University Press, vol. 19(04), pages 610-619, August.
  3. Kemp, Gordon C. R., 2001. "Invariance and the Wald test," Journal of Econometrics, Elsevier, vol. 104(2), pages 209-217, September.
  4. Kemp, Gordon C. R., 2000. "When is a proportional hazards model valid for both stock and flow sampled duration data?," Economics Letters, Elsevier, vol. 69(1), pages 33-37, October.
  5. Kemp, Gordon C.R., 1999. "The Behavior Of Forecast Errors From A Nearly Integrated Ar(1) Model As Both Sample Size And Forecast Horizon Become Large," Econometric Theory, Cambridge University Press, vol. 15(02), pages 238-256, April.
  6. Kemp, Gordon C.R., 1997. "Linear Combinations of Stationary Processes—Solution," Econometric Theory, Cambridge University Press, vol. 13(06), pages 897-898, December.
  7. de Jong, Robert M. & Gordon, C.R. Kemp & John, Xu Zheng, 1996. "A Strong Law of Large Numbers," Econometric Theory, Cambridge University Press, vol. 12(01), pages 210-214, March.
  8. Kemp, Gordon C. R., 1996. "Scale equivariance and the Box-Cox transformation," Economics Letters, Elsevier, vol. 51(1), pages 1-6, April.
  9. Kemp, Gordon C.R., 1995. "Proving the Gauss-Markov Theorem Without Using the Explicit Functional Form of the OLS Estimator in the CLR Model," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1179-1180, October.
  10. Kemp, Gordon C. R., 1992. "The potential for efficiency gains in estimation from the use of additional moment restrictions," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 387-399.
  11. Kemp, Gordon C. R., 1991. "On Wald tests for globally and locally quadratic restrictions," Journal of Econometrics, Elsevier, vol. 50(3), pages 257-272, December.
  12. Kemp, Gordon C.R., 1991. "The Joint Distribution of Forecast Errors in the AR(1) Model," Econometric Theory, Cambridge University Press, vol. 7(04), pages 497-518, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kemp, GCR & Parente, PMDC & Santos Silva, JMC, 2015. "Dynamic Vector Mode Regression," Economics Discussion Papers 13793, University of Essex, Department of Economics.

    Cited by:

    1. Venables,Anthony J., 2017. "Breaking into tradables : urban form and urban function in a developing city," Policy Research Working Paper Series 7950, The World Bank.

  2. Kemp, GCR & Santos Silva, JMC, 2010. "Regression towards the mode," Economics Discussion Papers 5757, University of Essex, Department of Economics.

    Cited by:

    1. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
    2. Kemp, GCR & Parente, PMDC & Santos Silva, JMC, 2015. "Dynamic Vector Mode Regression," Economics Discussion Papers 13793, University of Essex, Department of Economics.
    3. Yen-Chi Chen, 2017. "Modal Regression using Kernel Density Estimation: a Review," Papers 1710.07004, arXiv.org, revised Dec 2017.
    4. Baldauf, Markus & Santos Silva, J.M.C., 2012. "On the use of robust regression in econometrics," Economics Letters, Elsevier, vol. 114(1), pages 124-127.
    5. Lv, Zhike & Zhu, Huiming & Yu, Keming, 2014. "Robust variable selection for nonlinear models with diverging number of parameters," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 90-97.
    6. Hyun Kim & Yong-seong Kim & Myoung-jae Lee, 2012. "Treatment effect analysis of early reemployment bonus program: panel MLE and mode-based semiparametric estimator for interval truncation," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(3), pages 189-209, December.
    7. Ho, Chi-san & Damien, Paul & Walker, Stephen, 2017. "Bayesian mode regression using mixtures of triangular densities," Journal of Econometrics, Elsevier, vol. 197(2), pages 273-283.

  3. Kemp, GCR, 2007. "Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data," Economics Discussion Papers 2890, University of Essex, Department of Economics.

    Cited by:

    1. Parente, Paulo M.D.C. & Smith, Richard J., 2011. "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, vol. 27(01), pages 74-113, February.

  4. Kemp, GCR, 2000. "Invariance and the Wald Test," Economics Discussion Papers 2887, University of Essex, Department of Economics.

    Cited by:

    1. Béal, Sylvain & Rémila, Eric & Solal, Philippe, 2012. "Axioms of invariance for TU-games," MPRA Paper 41530, University Library of Munich, Germany.
    2. Naorayex K Dastoor, 2008. "A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis," Economics Bulletin, AccessEcon, vol. 3(62), pages 1-10.
    3. Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.

Articles

  1. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
    See citations under working paper version above.
  2. Kemp, Gordon C. R., 2001. "Invariance and the Wald test," Journal of Econometrics, Elsevier, vol. 104(2), pages 209-217, September.
    See citations under working paper version above.
  3. Kemp, Gordon C.R., 1999. "The Behavior Of Forecast Errors From A Nearly Integrated Ar(1) Model As Both Sample Size And Forecast Horizon Become Large," Econometric Theory, Cambridge University Press, vol. 15(02), pages 238-256, April.

    Cited by:

    1. Nikolay Gospodinov, 1999. "Median Unbiased Forecasts for Highly Persistent Autoregressive Processes," Computing in Economics and Finance 1999 533, Society for Computational Economics.
    2. Hansen, Bruce E., 2010. "Averaging estimators for autoregressions with a near unit root," Journal of Econometrics, Elsevier, vol. 158(1), pages 142-155, September.
    3. Guillaume Chevillon, 2004. ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE 2004-12, Observatoire Francais des Conjonctures Economiques (OFCE).
    4. Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
    5. Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Inflation fan charts, monetary policy and skew normal distribution," Discussion Papers in Economics 13/06, Department of Economics, University of Leicester.
    6. Khalaf, Lynda & Saunders, Charles J., 2017. "Monte Carlo forecast evaluation with persistent data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 1-10.
    7. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.
    8. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
    9. John L. Turner, 2004. "Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 513-539.

  4. de Jong, Robert M. & Gordon, C.R. Kemp & John, Xu Zheng, 1996. "A Strong Law of Large Numbers," Econometric Theory, Cambridge University Press, vol. 12(01), pages 210-214, March.

    Cited by:

    1. Kanaya, Shin, 2016. "Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes," Discussion Paper Series 646, Institute of Economic Research, Hitotsubashi University.

  5. Kemp, Gordon C. R., 1996. "Scale equivariance and the Box-Cox transformation," Economics Letters, Elsevier, vol. 51(1), pages 1-6, April.

    Cited by:

    1. Edward B. Barbier & Mikołaj Czajkowski & Nick Hanley, 2017. "Is the Income Elasticity of the Willingness to Pay for Pollution Control Constant?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, pages 663-682.

  6. Kemp, Gordon C.R., 1991. "The Joint Distribution of Forecast Errors in the AR(1) Model," Econometric Theory, Cambridge University Press, vol. 7(04), pages 497-518, December.

    Cited by:

    1. Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Inflation fan charts, monetary policy and skew normal distribution," Discussion Papers in Economics 13/06, Department of Economics, University of Leicester.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2016-02-12

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