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Gordon C.R. Kemp

This is information that was supplied by Gordon Kemp in registering through RePEc. If you are Gordon C.R. Kemp, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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
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)
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  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, Gordon C R & Parente, Paulo M D C & Santos Silva, Joao M C, 2015. "Dynamic Vector Mode Regression," Economics Discussion Papers 13793, University of Essex, Department of Economics.
  3. Kemp, Gordon C R & Santos Silva, Joao M C, 2010. "Regression towards the mode," Economics Discussion Papers 5757, University of Essex, Department of Economics.
  4. Kemp, Gordon C R, 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.
  5. Kemp, Gordon C R, 2007. "Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data," Economics Discussion Papers 2890, University of Essex, Department of Economics.
  6. Kemp, Gordon C R, 2000. "Invariance and the Wald Test," Economics Discussion Papers 2887, University of Essex, Department of Economics.
  7. Gordon C. R. Kemp, 2000. "Semi-Parametric Estimation of a Logit Model," Econometric Society World Congress 2000 Contributed Papers 0879, Econometric Society.
  8. Kemp, Gordon C R, 1996. "Scale Equivalence and the Box-Cox Transformation," Economics Discussion Papers 2883, University of Essex, Department of Economics.
  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.
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. Author is listed

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