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 1 6 314 0 3 16 780
A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models 0 0 0 5 0 1 2 88
A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results 0 0 1 220 1 2 11 674
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 0 0 3 422
Basic Elements of Asymptotic Theory 0 1 6 373 0 3 10 623
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 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 1 294 0 1 2 1,219
Dynamic Factor Demand Models and Productivity Analysis 0 0 1 83 0 0 4 330
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 0 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 1 1 1 151
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 1 223
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 53 1 1 4 341
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 1 1 1 232 2 2 5 752
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 28 2 2 3 148
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 1 1 4 1,133
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 1 2 3 63
On the Finite Sample Properties of Pre-test Estimators of Spatial Models 0 0 0 74 0 1 2 32
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 0 55 2 3 3 250
R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors 0 0 0 129 0 1 1 489
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 3 343 0 2 11 1,154
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 0 2 80
Total Working Papers 1 3 22 3,500 11 26 99 12,235


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 1 1 1 583
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 0 0 0 87 1 3 10 1,009
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 4 305 2 4 21 979
A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* 0 0 4 66 1 2 8 345
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 0 0 0 262 1 1 2 665
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations 0 0 0 27 0 1 2 87
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables 0 0 1 159 1 2 10 413
A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations 0 0 0 13 0 2 2 50
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 0 1 187 0 1 3 347
Central limit theorems and uniform laws of large numbers for arrays of random fields 0 1 7 93 2 10 23 277
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler 0 0 0 59 0 1 1 283
Creating and managing spatial-weighting matrices with the spmat command 1 5 18 687 2 11 46 1,778
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 2 12 0 0 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 1 1 1 67
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS* 0 0 0 38 1 1 2 127
Editorial 0 0 0 2 0 0 0 24
Efficient peer effects estimators with group effects 0 0 2 5 0 0 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 2 3 151
Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem 0 0 2 8 0 0 5 63
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 8 177 0 2 14 466
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 0 1 2 10 383
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER 0 0 1 3 0 0 2 12
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 0 0 1 87 0 1 4 235
HAC estimation in a spatial framework 1 1 1 161 1 1 7 425
Independent or uncorrelated disturbances in linear regression: An illustration of the difference 0 0 0 36 0 1 4 201
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 0 34 0 2 5 164
Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components 0 0 0 80 0 1 1 195
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances 1 2 8 267 1 5 23 569
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors 1 1 2 167 2 5 9 431
On spatial processes and asymptotic inference under near-epoch dependence 0 0 0 38 1 10 12 145
On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components 0 0 0 17 0 1 1 126
On the Econometric Estimation of a Constant Rate of Depreciation 0 0 0 0 0 1 4 133
On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties 0 1 1 5 0 2 4 46
On the asymptotic distribution of the Moran I test statistic with applications 0 1 4 215 0 4 7 609
On the computation of estimators in systems with implicity defined variables 0 0 0 0 1 2 2 25
On the finite sample properties of pre-test estimators of spatial models 0 0 0 4 0 1 1 51
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 2 535 1 1 10 1,094
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 2 50 0 1 3 149
Refined GMM estimators for simultaneous equations models with network interactions 0 0 0 3 0 1 3 8
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS 0 0 2 2 0 2 6 8
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 1 1 35 0 1 4 116
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 1 10 443 3 5 26 1,268
The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances 0 0 0 19 0 1 1 76
The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation 0 0 0 77 0 1 1 362
The relative efficiencies of various predictors in spatial econometric models containing spatial lags 0 0 2 80 0 1 5 201
Total Journal Articles 5 16 87 4,868 24 98 325 15,299


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 3 91
Dynamic Factor Demand Models and Productivity Analysis 0 0 3 56 1 2 7 201
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS 0 0 3 4 0 1 9 17
Total Chapters 0 0 6 62 1 3 19 309


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 1 9 31 1,861 11 34 135 9,647
Total Software Items 1 9 31 1,861 11 34 135 9,647


Statistics updated 2025-09-05