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 1 386 0 0 3 819
A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 7 313 1 1 17 778
A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models 0 0 0 5 0 0 1 87
A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results 0 0 2 220 1 1 14 673
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 0 1 3 422
Basic Elements of Asymptotic Theory 1 1 7 373 1 1 10 621
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 1 1 148
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 0 2 4 330
Dynamic Factor Demand Models and Productivity Analysis 0 0 1 294 1 1 2 1,219
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 0 1 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 0 150
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 1 2 223
Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem 0 0 0 157 0 0 0 469
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 3 750
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 53 0 1 3 340
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 28 0 0 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 0 344 0 1 3 1,132
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 1 1 3 248
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 0 3 343 1 3 10 1,153
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 0 2 80
Total Working Papers 1 1 24 3,498 6 16 92 12,215


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 0 1 10 1,006
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 4 305 1 2 24 976
A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* 0 1 5 66 1 2 8 344
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 0 0 0 262 0 0 2 664
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 1 1 159 0 1 8 411
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 2 36
A robust test for network generated dependence 0 0 0 4 0 0 1 38
Analysis of spatially dependent data 0 1 1 187 1 3 3 347
Central limit theorems and uniform laws of large numbers for arrays of random fields 1 3 8 93 5 11 24 272
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 6 16 684 5 11 47 1,772
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 1 2 12 0 2 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 0 1 126
Editorial 0 0 0 2 0 0 0 24
Efficient peer effects estimators with group effects 0 1 2 5 0 1 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 0 1 3 8 0 3 8 63
Estimation of a variable rate of depreciation: a dummy variable approach 0 1 1 27 0 1 1 151
Estimation of simultaneous systems of spatially interrelated cross sectional equations 0 1 7 175 0 3 14 464
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 0 0 0 9 381
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER 0 1 2 3 0 1 3 12
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 0 0 1 87 0 0 3 234
HAC estimation in a spatial framework 0 0 0 160 0 2 8 424
Independent or uncorrelated disturbances in linear regression: An illustration of the difference 0 0 0 36 0 0 3 200
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 0 34 0 1 3 162
Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components 0 0 0 80 0 0 0 194
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances 1 4 7 266 4 12 22 568
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors 0 1 2 166 1 3 7 427
On spatial processes and asymptotic inference under near-epoch dependence 0 0 0 38 6 7 8 141
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 1 3 132
On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties 1 1 1 5 1 1 3 45
On the asymptotic distribution of the Moran I test statistic with applications 1 1 5 215 3 3 7 608
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 4 535 0 0 14 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 1 1 4 8
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS 0 1 2 2 0 1 4 6
Sources of growth of output and convergence of productivity in major OECD countries 0 0 0 11 0 0 3 69
Spatial models with spatially lagged dependent variables and incomplete data 0 0 0 34 0 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 0 1 10 442 1 5 26 1,264
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 2 80 1 1 5 201
Total Journal Articles 6 27 89 4,858 31 81 306 15,232


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 2 3 91
Dynamic Factor Demand Models and Productivity Analysis 0 1 3 56 1 2 8 200
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS 0 1 4 4 1 3 10 17
Total Chapters 0 2 7 62 2 7 21 308


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 8 28 1,854 10 32 132 9,623
Total Software Items 2 8 28 1,854 10 32 132 9,623


Statistics updated 2025-07-04