Access Statistics for Ingmar R. Prucha

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 0 0 2 386 0 1 6 819
A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 10 313 0 3 20 777
A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models 0 0 0 5 0 1 1 87
A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results 0 0 2 220 0 3 19 672
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 1 1 3 422
Basic Elements of Asymptotic Theory 0 0 7 372 0 0 10 620
COMPARISON AND ANALYSIS OF PRODUCTIVITY GROWTH AND R&D INVESTMENT IN THE ELECTRICAL MACHINERY INDUSTRIES OF THE UNITED STATES AND JAPAN 0 0 0 12 0 0 0 456
Comparison and Analysis of Productivity Growth and R&D Investment in theElectrical Machinery Industries of the United States and Japan 0 0 0 19 0 0 0 147
DYNAMIC FACTOR DEMAND MODELS, PRODUCTIVITY MEASUREMENT, AND RATES RETURN: THEORY AND AN EMPIRICAL APPLICATION TO THE U.S. BELL SYSTEM 0 0 0 24 0 0 0 580
Differential Test Performance and Peer Effects 0 0 1 1 0 0 3 3
Dynamic Factor Demand Models and Productivity Analysis 0 0 1 83 1 1 3 329
Dynamic Factor Demand Models and Productivity Analysis 0 0 1 294 0 0 2 1,218
Dynamic Factor Demand Models, Productivity Measurement, and Rates of Return: Theory and an Empirical Application to the U.S. Bell System 0 0 0 42 0 0 0 177
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 0 0 1 168
Efficient Peer Effects Estimators with Group Effects 0 0 1 32 1 2 3 46
Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical 0 0 0 34 0 0 1 150
Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical Machinery Industry 0 0 0 17 0 0 1 222
Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem 0 0 1 157 0 0 1 469
Estimation of a variable rate of depreciation: A dummy variable approach 0 0 0 10 0 0 0 56
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 231 0 0 5 750
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 53 0 0 2 339
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 28 0 1 2 146
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 24 0 0 0 315
On the Asymptotic Distribution of the Moran I Test Statistic with Applications 0 0 1 344 0 1 4 1,131
On the Computation of Estimators in Systems with Implicitly Defined Variables 0 0 0 5 0 0 0 46
On the Finite Sample Properties of Pre-Test Estimators of Spatial Models 0 0 0 14 0 0 1 61
On the Finite Sample Properties of Pre-test Estimators of Spatial Models 0 0 0 74 0 0 1 31
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 0 55 0 0 2 247
R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors 0 0 0 129 0 0 0 488
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 1 3 343 1 3 10 1,151
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 0 2 80
Total Working Papers 0 1 30 3,497 4 17 103 12,203


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2SLS and OLS in a spatial autoregressive model with equal spatial weights 0 0 0 205 0 0 0 582
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 0 0 0 87 1 3 14 1,006
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 3 8 305 1 9 38 975
A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* 1 3 7 66 1 3 12 343
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 0 0 0 262 0 0 3 664
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations 0 0 0 27 0 0 1 86
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables 0 0 0 158 0 2 8 410
A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations 0 0 0 13 0 0 0 48
A note on the estimation of nonsymmetric dynamic factor demand models 0 0 0 7 0 2 2 36
A robust test for network generated dependence 0 0 0 4 0 0 1 38
Analysis of spatially dependent data 0 0 0 186 0 0 0 344
Central limit theorems and uniform laws of large numbers for arrays of random fields 0 2 7 90 1 4 18 262
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler 0 0 0 59 0 0 0 282
Creating and managing spatial-weighting matrices with the spmat command 2 7 22 680 3 15 51 1,764
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 1 2 2 12 2 3 5 73
Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System 0 0 0 7 0 0 0 66
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS* 0 0 0 38 0 1 1 126
Editorial 0 0 0 2 0 0 0 24
Efficient peer effects estimators with group effects 1 2 2 5 1 2 2 10
Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry 0 0 0 36 0 0 1 149
Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem 1 1 3 8 2 3 7 62
Estimation of a variable rate of depreciation: a dummy variable approach 0 0 0 26 0 0 0 150
Estimation of simultaneous systems of spatially interrelated cross sectional equations 0 0 8 174 0 0 14 461
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 0 0 3 9 381
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER 0 0 1 2 0 0 2 11
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 0 0 1 87 0 1 4 234
HAC estimation in a spatial framework 0 0 1 160 0 0 8 422
Independent or uncorrelated disturbances in linear regression: An illustration of the difference 0 0 0 36 0 2 3 200
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 0 34 0 0 2 161
Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components 0 0 1 80 0 0 1 194
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances 2 3 6 264 5 9 16 561
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors 0 0 1 165 1 2 5 425
On spatial processes and asymptotic inference under near-epoch dependence 0 0 0 38 0 0 2 134
On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components 0 0 0 17 0 0 0 125
On the Econometric Estimation of a Constant Rate of Depreciation 0 0 0 0 0 0 3 131
On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties 0 0 0 4 0 1 2 44
On the asymptotic distribution of the Moran I test statistic with applications 0 0 7 214 0 0 9 605
On the computation of estimators in systems with implicity defined variables 0 0 0 0 0 0 0 23
On the finite sample properties of pre-test estimators of spatial models 0 0 0 4 0 0 0 50
On the specification of accelerator coefficients in dynamic factor demand models 0 0 0 7 0 0 0 31
Panel data models with spatially correlated error components 0 0 5 535 0 2 16 1,093
Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix 0 0 0 0 0 0 0 78
R&D, production structure and rates of return in the U.S., Japanese and German manufacturing sectors: A non-separable dynamic factor demand model 0 0 3 50 0 0 3 148
Refined GMM estimators for simultaneous equations models with network interactions 0 0 0 3 0 1 3 7
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS 0 0 1 1 0 0 5 5
Sources of growth of output and convergence of productivity in major OECD countries 0 0 0 11 0 1 3 69
Spatial models with spatially lagged dependent variables and incomplete data 0 0 0 34 1 1 4 115
Special Issue on Spatial Econometrics: An Editorial Note 0 0 0 19 0 0 2 67
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances 1 3 12 442 1 6 27 1,260
The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances 0 0 0 19 0 0 0 75
The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation 0 0 0 77 0 0 0 361
The relative efficiencies of various predictors in spatial econometric models containing spatial lags 0 0 3 80 0 0 5 200
Total Journal Articles 9 26 101 4,840 20 76 312 15,171


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comparison and Analysis of Productivity Growth and R&D Investment in the Electrical Machinery Industries of the United States and Japan 0 0 0 2 0 1 2 89
Dynamic Factor Demand Models and Productivity Analysis 0 0 2 55 0 1 6 198
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS 0 0 3 3 0 1 8 14
Total Chapters 0 0 5 60 0 3 16 301


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
SPPACK: Stata module for cross-section spatial-autoregressive models 3 8 29 1,849 10 33 141 9,601
Total Software Items 3 8 29 1,849 10 33 141 9,601


Statistics updated 2025-05-12