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Details about Ingmar R. Prucha

Homepage:http://econweb.umd.edu/~prucha/
Workplace:Department of Economics, University of Maryland, (more information at EDIRC)

Access statistics for papers by Ingmar R. Prucha.

Last updated 2018-12-28. Update your information in the RePEc Author Service.

Short-id: ppr355


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Working Papers

2015

  1. Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)

2014

  1. On the Finite Sample Properties of Pre-Test Estimators of Spatial Models
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)
    Also in Working Papers, Regional Research Institute, West Virginia University (2013) Downloads View citations (2)

    See also Journal Article in Regional Science and Urban Economics (2014)

2008

  1. A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (7)
    See also Journal Article in Journal of Regional Science (2010)
  2. Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (12)
    See also Journal Article in Journal of Econometrics (2010)

1999

  1. Basic Elements of Asymptotic Theory
    Electronic Working Papers, University of Maryland, Department of Economics Downloads View citations (3)
  2. Dynamic Factor Demand Models and Productivity Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Electronic Working Papers, University of Maryland, Department of Economics (1999) Downloads View citations (5)

    See also Chapter (2001)
  3. On the Asymptotic Distribution of the Moran I Test Statistic with Applications
    Electronic Working Papers, University of Maryland, Department of Economics Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2001)

1997

  1. A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model
    Electronic Working Papers, University of Maryland, Department of Economics Downloads
    See also Journal Article in International Economic Review (1999)
  2. A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
    Electronic Working Papers, University of Maryland, Department of Economics Downloads View citations (3)
    See also Journal Article in The Journal of Real Estate Finance and Economics (1998)
  3. Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem
    Electronic Working Papers, University of Maryland, Department of Economics Downloads View citations (19)
    See also Journal Article in International Regional Science Review (1997)

1996

  1. Estimation of a variable rate of depreciation: A dummy variable approach
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" Downloads
    See also Journal Article in Structural Change and Economic Dynamics (1997)

1994

  1. On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

1993

  1. Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (18)

    See also Journal Article in Economic Inquiry (1996)

1991

  1. Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical Machinery Industry
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (2)
    See also Journal Article in Journal of Econometrics (1996)

1989

  1. DYNAMIC FACTOR DEMAND MODELS, PRODUCTIVITY MEASUREMENT, AND RATES RETURN: THEORY AND AN EMPIRICAL APPLICATION TO THE U.S. BELL SYSTEM
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (3)
  2. Dynamic Factor Demand Models, Productivity Measurement, and Rates of Return: Theory and an Empirical Application to the U.S. Bell System
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Structural Change and Economic Dynamics (1990)

1988

  1. COMPARISON AND ANALYSIS OF PRODUCTIVITY GROWTH AND R&D INVESTMENT IN THE ELECTRICAL MACHINERY INDUSTRIES OF THE UNITED STATES AND JAPAN
    Working Papers, C.V. Starr Center for Applied Economics, New York University
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) Downloads

    See also Chapter (1991)

1987

  1. A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models
    Working Papers, C.V. Starr Center for Applied Economics, New York University
    See also Journal Article in Journal of Econometrics (1989)
  2. A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (1)
    See also Journal Article in Econometrica (1989)
  3. On the Computation of Estimators in Systems with Implicitly Defined Variables
    Working Papers, C.V. Starr Center for Applied Economics, New York University
    See also Journal Article in Economics Letters (1988)

1984

  1. R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

1982

  1. Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Papers, C.V. Starr Center for Applied Economics, New York University (1982) View citations (1)

Journal Articles

2018

  1. A robust test for network generated dependence
    Journal of Econometrics, 2018, 207, (1), 92-113 Downloads View citations (1)

2014

  1. On the finite sample properties of pre-test estimators of spatial models
    Regional Science and Urban Economics, 2014, 46, (C), 103-115 Downloads View citations (3)
    See also Working Paper (2014)
  2. Special Issue on Spatial Econometrics: An Editorial Note
    The Review of Regional Studies, 2014, 44, (3), 221-222 Downloads

2013

  1. A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables
    Stata Journal, 2013, 13, (2), 17 Downloads View citations (13)
    Also in Stata Journal, 2013, 13, (2), 287-301 (2013) Downloads View citations (40)
  2. Creating and managing spatial-weighting matrices with the spmat command
    Stata Journal, 2013, 13, (2), 47 Downloads View citations (18)
    Also in Stata Journal, 2013, 13, (2), 242-286 (2013) Downloads View citations (35)
  3. Editorial
    Spatial Economic Analysis, 2013, 8, (3), 215-217 Downloads
  4. Limit theory for panel data models with cross sectional dependence and sequential exogeneity
    Journal of Econometrics, 2013, 174, (2), 107-126 Downloads View citations (20)
  5. Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances
    Stata Journal, 2013, 13, (2), 221-241 Downloads View citations (42)
    Also in Stata Journal, 2013, 13, (2), 23 (2013) Downloads View citations (23)
  6. On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
    Econometric Reviews, 2013, 32, (5-6), 686-733 Downloads View citations (49)
  7. On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties
    Spatial Economic Analysis, 2013, 8, (3), 271-292 Downloads

2012

  1. On spatial processes and asymptotic inference under near-epoch dependence
    Journal of Econometrics, 2012, 170, (1), 178-190 Downloads View citations (34)

2010

  1. A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS
    Journal of Regional Science, 2010, 50, (2), 592-614 Downloads View citations (96)
    See also Working Paper (2008)
  2. Spatial models with spatially lagged dependent variables and incomplete data
    Journal of Geographical Systems, 2010, 12, (3), 241-257 Downloads View citations (15)
  3. Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
    Journal of Econometrics, 2010, 157, (1), 53-67 Downloads View citations (287)
    See also Working Paper (2008)

2009

  1. Central limit theorems and uniform laws of large numbers for arrays of random fields
    Journal of Econometrics, 2009, 150, (1), 86-98 Downloads View citations (49)

2007

  1. Analysis of spatially dependent data
    Journal of Econometrics, 2007, 140, (1), 1-4 Downloads View citations (8)
  2. HAC estimation in a spatial framework
    Journal of Econometrics, 2007, 140, (1), 131-154 Downloads View citations (193)
  3. Panel data models with spatially correlated error components
    Journal of Econometrics, 2007, 140, (1), 97-130 Downloads View citations (318)
  4. The relative efficiencies of various predictors in spatial econometric models containing spatial lags
    Regional Science and Urban Economics, 2007, 37, (3), 363-374 Downloads View citations (22)

2006

  1. ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS
    Journal of Regional Science, 2006, 46, (3), 507-515 Downloads View citations (32)

2004

  1. Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler
    Journal of Econometrics, 2004, 118, (1-2), 1-5 Downloads
  2. Estimation of simultaneous systems of spatially interrelated cross sectional equations
    Journal of Econometrics, 2004, 118, (1-2), 27-50 Downloads View citations (153)

2002

  1. 2SLS and OLS in a spatial autoregressive model with equal spatial weights
    Regional Science and Urban Economics, 2002, 32, (6), 691-707 Downloads View citations (35)

2001

  1. On the asymptotic distribution of the Moran I test statistic with applications
    Journal of Econometrics, 2001, 104, (2), 219-257 Downloads View citations (243)
    See also Working Paper (1999)

1999

  1. A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model
    International Economic Review, 1999, 40, (2), 509-33 View citations (558)
    See also Working Paper (1997)

1998

  1. A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
    The Journal of Real Estate Finance and Economics, 1998, 17, (1), 99-121 Downloads View citations (633)
    See also Working Paper (1997)

1997

  1. Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem
    International Regional Science Review, 1997, 20, (1-2), 103-111 Downloads View citations (12)
    See also Working Paper (1997)
  2. Estimation of a variable rate of depreciation: a dummy variable approach
    Structural Change and Economic Dynamics, 1997, 8, (3), 319-325 Downloads View citations (1)
    See also Working Paper (1996)
  3. Sources of growth of output and convergence of productivity in major OECD countries
    International Journal of Production Economics, 1997, 52, (1-2), 133-146 Downloads View citations (3)

1996

  1. Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry
    Journal of Econometrics, 1996, 71, (1-2), 343-379 Downloads View citations (13)
    See also Working Paper (1991)
  2. Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector
    Economic Inquiry, 1996, 34, (1), 43-56 View citations (60)
    See also Working Paper (1993)

1995

  1. On the Econometric Estimation of a Constant Rate of Depreciation
    Empirical Economics, 1995, 20, (2), 299-302 View citations (4)

1994

  1. Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure
    Journal of Econometrics, 1994, 60, (1-2), 23-63 Downloads View citations (8)

1991

  1. On the specification of accelerator coefficients in dynamic factor demand models
    Economics Letters, 1991, 35, (2), 123-129 Downloads View citations (2)

1990

  1. Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System
    Structural Change and Economic Dynamics, 1990, 1, (2), 263-289 Downloads View citations (10)
    See also Working Paper (1989)

1989

  1. A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
    Econometrica, 1989, 57, (3), 675-83 Downloads View citations (21)
    See also Working Paper (1987)
  2. A note on the estimation of nonsymmetric dynamic factor demand models
    Journal of Econometrics, 1989, 42, (2), 275-283 Downloads View citations (7)
    See also Working Paper (1987)

1988

  1. On the computation of estimators in systems with implicity defined variables
    Economics Letters, 1988, 26, (2), 141-145 Downloads View citations (2)
    See also Working Paper (1987)

1987

  1. The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation
    Econometrica, 1987, 55, (4), 977-78 Downloads View citations (1)

1986

  1. A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations
    Journal of Econometrics, 1986, 32, (2), 219-251 Downloads View citations (14)
  2. A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations
    Journal of Econometrics, 1986, 33, (1-2), 187-211 Downloads View citations (13)
  3. R&D, production structure and rates of return in the U.S., Japanese and German manufacturing sectors: A non-separable dynamic factor demand model
    European Economic Review, 1986, 30, (4), 749-771 Downloads View citations (8)

1985

  1. Independent or uncorrelated disturbances in linear regression: An illustration of the difference
    Economics Letters, 1985, 19, (1), 35-38 Downloads View citations (1)
  2. Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components
    International Economic Review, 1985, 26, (2), 491-506 Downloads View citations (5)

1984

  1. On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components
    Econometrica, 1984, 52, (1), 203-07 Downloads View citations (9)
  2. The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances
    Econometrica, 1984, 52, (3), 721-36 Downloads View citations (6)

1979

  1. Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix
    Empirical Economics, 1979, 4, (1), 11-41

Chapters

2001

  1. Dynamic Factor Demand Models and Productivity Analysis
    A chapter in New Developments in Productivity Analysis, 2001, pp 103-172 Downloads View citations (11)
    See also Working Paper (1999)

1991

  1. Comparison and Analysis of Productivity Growth and R&D Investment in the Electrical Machinery Industries of the United States and Japan
    A chapter in Productivity Growth in Japan and the United States, 1991, pp 109-133 Downloads
    See also Working Paper (1988)

Software Items

2018

  1. SPPACK: Stata module for cross-section spatial-autoregressive models
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
 
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