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 2 388 0 5 15 833
A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 1 314 1 9 22 798
A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models 0 0 0 5 0 5 8 95
A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results 0 0 0 220 1 21 31 701
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 1 5 6 427
Basic Elements of Asymptotic Theory 0 0 2 374 1 8 13 633
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 5 461
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 2 6 153
DYNAMIC FACTOR DEMAND MODELS, PRODUCTIVITY MEASUREMENT, AND RATES RETURN: THEORY AND AN EMPIRICAL APPLICATION TO THE U.S. BELL SYSTEM 0 0 0 24 1 3 4 584
Differential Test Performance and Peer Effects 0 0 0 1 1 7 9 12
Dynamic Factor Demand Models and Productivity Analysis 0 0 0 294 2 10 14 1,232
Dynamic Factor Demand Models and Productivity Analysis 0 0 0 83 4 13 19 347
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 1 3 4 181
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 2 10 14 182
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 2 6 13 58
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 5 7 157
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 3 7 229
Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem 0 0 0 157 1 4 7 476
Estimation of a variable rate of depreciation: A dummy variable approach 0 0 0 10 0 1 1 57
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 53 1 4 7 346
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 1 3 234 3 10 15 765
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 24 1 2 2 317
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 28 1 3 5 151
On the Asymptotic Distribution of the Moran I Test Statistic with Applications 0 0 1 345 0 4 12 1,142
On the Computation of Estimators in Systems with Implicitly Defined Variables 0 0 0 5 0 3 5 51
On the Finite Sample Properties of Pre-Test Estimators of Spatial Models 0 0 0 14 0 5 7 68
On the Finite Sample Properties of Pre-test Estimators of Spatial Models 0 0 0 74 0 3 6 37
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 0 55 1 7 11 258
R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors 0 0 0 129 0 6 8 496
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 343 12 23 32 1,181
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 2 3 83
Total Working Papers 0 2 9 3,506 39 195 318 12,511


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 1 6 588
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 0 0 0 87 5 17 34 1,038
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 2 2 307 5 19 36 1,010
A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* 0 0 1 66 0 2 10 352
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 1 1 1 263 2 5 7 671
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations 0 0 0 27 4 9 10 96
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables 0 0 1 159 0 3 12 420
A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations 0 0 0 13 0 2 5 53
A note on the estimation of nonsymmetric dynamic factor demand models 0 0 0 7 0 3 3 39
A robust test for network generated dependence 0 0 0 4 1 3 5 43
Analysis of spatially dependent data 0 1 2 188 2 6 11 355
Central limit theorems and uniform laws of large numbers for arrays of random fields 1 2 6 95 3 10 31 291
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler 0 0 0 59 0 1 4 286
Creating and managing spatial-weighting matrices with the spmat command 1 6 22 697 4 24 69 1,823
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 1 4 15 1 10 22 93
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 6 10 76
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS* 0 0 0 38 0 1 4 129
Editorial 0 0 0 2 0 4 5 29
Efficient peer effects estimators with group effects 1 1 2 6 2 6 11 20
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 3 7 156
Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem 0 0 1 8 2 8 12 72
Estimation of a variable rate of depreciation: a dummy variable approach 0 0 1 27 0 0 1 151
Estimation of simultaneous systems of spatially interrelated cross sectional equations 0 2 7 181 1 7 16 477
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 0 3 13 25 405
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER 1 1 2 4 2 8 10 21
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 0 0 1 88 0 1 4 238
HAC estimation in a spatial framework 0 2 3 163 0 5 11 433
Independent or uncorrelated disturbances in linear regression: An illustration of the difference 0 0 0 36 1 4 6 206
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 1 2 36 2 10 20 181
Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components 0 0 0 80 0 1 4 198
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances 0 0 9 270 1 7 29 584
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors 0 1 3 168 5 24 36 459
On spatial processes and asymptotic inference under near-epoch dependence 0 0 0 38 0 3 20 154
On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components 0 0 0 17 0 5 7 132
On the Econometric Estimation of a Constant Rate of Depreciation 0 0 0 0 0 3 6 137
On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties 0 0 1 5 0 6 12 56
On the asymptotic distribution of the Moran I test statistic with applications 0 0 1 215 0 2 12 617
On the computation of estimators in systems with implicity defined variables 0 0 0 0 1 2 4 27
On the finite sample properties of pre-test estimators of spatial models 0 0 0 4 0 3 4 54
On the specification of accelerator coefficients in dynamic factor demand models 0 0 0 7 0 3 4 35
Panel data models with spatially correlated error components 0 2 3 538 3 8 13 1,106
Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix 0 0 0 0 2 5 5 83
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 0 50 0 3 5 153
Refined GMM estimators for simultaneous equations models with network interactions 0 0 0 3 1 12 13 20
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS 1 2 3 4 2 8 13 18
Sources of growth of output and convergence of productivity in major OECD countries 0 0 0 11 1 3 5 74
Spatial models with spatially lagged dependent variables and incomplete data 0 0 1 35 0 7 11 125
Special Issue on Spatial Econometrics: An Editorial Note 0 0 0 19 2 5 5 72
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances 1 1 4 444 3 21 35 1,292
The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances 0 0 0 19 5 8 9 84
The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation 0 0 0 77 0 3 4 365
The relative efficiencies of various predictors in spatial econometric models containing spatial lags 0 0 0 80 0 4 7 207
Total Journal Articles 7 26 83 4,908 66 337 670 15,804


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 9 11 100
Dynamic Factor Demand Models and Productivity Analysis 0 0 2 57 0 5 13 211
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS 0 0 1 4 0 7 11 24
Total Chapters 0 0 3 63 0 21 35 335


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 0 2 26 1,868 6 48 146 9,725
Total Software Items 0 2 26 1,868 6 48 146 9,725


Statistics updated 2026-03-04