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 1 12 381 0 2 18 803
A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 3 299 1 3 10 737
A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models 0 0 0 5 0 0 2 86
A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results 0 0 0 211 1 1 5 620
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 0 0 3 419
Basic Elements of Asymptotic Theory 1 1 6 357 1 1 9 597
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 1 3 9 454
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 0 145
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 1 577
Dynamic Factor Demand Models and Productivity Analysis 0 0 2 293 0 0 6 1,211
Dynamic Factor Demand Models and Productivity Analysis 0 0 0 82 0 0 2 321
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 2 175
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 0 0 3 161
Efficient Peer Effects Estimators with Group Effects 1 1 2 30 1 2 8 38
Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical 0 0 0 33 0 1 3 144
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 1 1 3 221
Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem 0 0 0 153 0 0 1 459
Estimation of a variable rate of depreciation: A dummy variable approach 0 0 0 10 0 0 1 54
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 2 229 0 1 11 731
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 53 0 0 11 336
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 24 0 0 2 313
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 28 0 0 0 144
On the Asymptotic Distribution of the Moran I Test Statistic with Applications 0 0 0 342 0 0 4 1,120
On the Computation of Estimators in Systems with Implicitly Defined Variables 0 0 0 5 1 1 2 44
On the Finite Sample Properties of Pre-Test Estimators of Spatial Models 0 0 0 14 0 0 3 57
On the Finite Sample Properties of Pre-test Estimators of Spatial Models 0 0 0 74 0 0 0 29
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 2 53 0 0 5 241
R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors 0 0 0 128 0 0 0 484
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 1 3 336 0 1 8 1,122
Study of a Peer Effect with Random Group Effects 0 0 0 0 1 2 17 73
Total Working Papers 2 4 32 3,430 8 19 149 11,916


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 0 204 1 1 3 581
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 0 0 0 87 0 5 17 956
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 3 287 1 5 18 881
A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* 0 0 1 55 0 2 6 312
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 0 0 1 258 0 0 5 652
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations 0 1 1 27 0 1 1 85
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables 0 0 2 154 0 4 16 396
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 0 1 34
A robust test for network generated dependence 0 0 2 4 0 3 10 36
Analysis of spatially dependent data 0 0 1 186 0 0 1 343
Central limit theorems and uniform laws of large numbers for arrays of random fields 1 2 5 75 3 5 14 227
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler 0 0 0 59 0 1 2 282
Creating and managing spatial-weighting matrices with the spmat command 1 4 14 639 5 17 55 1,677
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 1 7 3 5 16 51
Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System 0 0 0 7 1 1 1 66
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS* 0 0 0 38 0 0 2 125
Editorial 0 0 0 2 0 0 0 23
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 1 7 148
Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem 0 0 1 4 0 0 1 51
Estimation of a variable rate of depreciation: a dummy variable approach 0 0 0 26 0 0 2 147
Estimation of simultaneous systems of spatially interrelated cross sectional equations 2 2 13 158 2 4 33 423
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 0 1 1 7 368
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 1 1 3 82 1 1 3 220
HAC estimation in a spatial framework 1 1 9 154 2 3 17 405
Independent or uncorrelated disturbances in linear regression: An illustration of the difference 0 0 0 36 0 0 3 196
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 0 34 2 4 9 139
Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components 0 0 0 79 0 0 0 192
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances 0 1 18 245 1 3 30 520
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors 0 1 13 155 1 2 22 393
On spatial processes and asymptotic inference under near-epoch dependence 0 0 0 36 0 0 7 125
On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components 0 0 0 17 0 0 0 124
On the Econometric Estimation of a Constant Rate of Depreciation 0 0 0 0 1 1 1 127
On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties 0 0 0 4 0 1 1 41
On the asymptotic distribution of the Moran I test statistic with applications 1 3 13 201 2 6 28 553
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 1 3 0 0 3 47
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 4 14 511 1 9 33 1,039
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 1 45 0 0 2 137
Sources of growth of output and convergence of productivity in major OECD countries 0 0 0 11 0 0 0 66
Spatial models with spatially lagged dependent variables and incomplete data 0 0 0 33 0 0 4 105
Special Issue on Spatial Econometrics: An Editorial Note 0 0 0 18 0 0 0 60
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances 2 4 26 406 6 14 70 1,142
The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances 0 0 0 19 0 0 1 74
The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation 0 0 3 77 0 0 4 360
The relative efficiencies of various predictors in spatial econometric models containing spatial lags 1 2 7 75 1 2 15 188
Total Journal Articles 10 26 153 4,581 35 102 471 14,297


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 0 4 85
Dynamic Factor Demand Models and Productivity Analysis 0 0 1 50 0 0 8 182
Total Chapters 0 0 1 52 0 0 12 267


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 2 7 37 1,774 15 55 257 9,159
Total Software Items 2 7 37 1,774 15 55 257 9,159


Statistics updated 2022-11-05