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 2 388 1 4 18 837
A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 1 314 0 4 25 802
A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models 0 0 0 5 0 1 9 96
A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results 0 0 0 220 2 4 33 705
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 0 1 6 428
Basic Elements of Asymptotic Theory 0 3 5 377 0 7 20 640
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 1 6 462
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 7 155
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 3 7 587
Differential Test Performance and Peer Effects 0 0 0 1 1 2 11 14
Dynamic Factor Demand Models and Productivity Analysis 0 0 0 83 0 9 26 356
Dynamic Factor Demand Models and Productivity Analysis 0 0 0 294 0 3 17 1,235
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 2 3 7 184
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 1 5 19 187
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 0 3 15 61
Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical 0 0 0 34 2 5 12 162
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 4 10 233
Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem 0 0 0 157 1 6 13 482
Estimation of a variable rate of depreciation: A dummy variable approach 0 0 0 10 0 2 3 59
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 3 234 0 4 19 769
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 53 0 2 8 348
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 24 0 2 4 319
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 28 0 2 7 153
On the Asymptotic Distribution of the Moran I Test Statistic with Applications 0 0 1 345 0 10 20 1,152
On the Computation of Estimators in Systems with Implicitly Defined Variables 0 0 0 5 0 3 8 54
On the Finite Sample Properties of Pre-Test Estimators of Spatial Models 0 0 0 14 2 3 10 71
On the Finite Sample Properties of Pre-test Estimators of Spatial Models 0 0 0 74 1 2 8 39
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 0 55 0 0 11 258
R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors 0 0 0 129 0 1 9 497
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 343 5 14 43 1,195
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 0 3 83
Total Working Papers 0 3 12 3,509 18 112 414 12,623


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 7 589
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 0 0 0 87 2 12 44 1,050
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 1 3 308 3 15 50 1,025
A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* 0 0 0 66 2 6 15 358
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 0 0 1 263 0 2 9 673
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations 0 0 0 27 0 0 10 96
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables 0 0 0 159 1 2 11 422
A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations 0 0 0 13 0 0 5 53
A note on the estimation of nonsymmetric dynamic factor demand models 0 0 0 7 0 2 5 41
A robust test for network generated dependence 0 0 0 4 0 2 7 45
Analysis of spatially dependent data 0 1 2 189 1 3 12 358
Central limit theorems and uniform laws of large numbers for arrays of random fields 0 0 3 95 2 7 31 298
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler 0 0 0 59 1 3 7 289
Creating and managing spatial-weighting matrices with the spmat command 1 2 17 699 3 6 62 1,829
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 3 15 1 4 24 97
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 10 76
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS* 0 0 0 38 0 2 5 131
Editorial 0 0 0 2 0 2 7 31
Efficient peer effects estimators with group effects 0 0 1 6 1 5 15 25
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 10 159
Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem 0 0 0 8 0 4 13 76
Estimation of a variable rate of depreciation: a dummy variable approach 0 0 0 27 0 3 3 154
Estimation of simultaneous systems of spatially interrelated cross sectional equations 0 0 6 181 4 9 22 486
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 0 0 1 25 406
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER 0 0 1 4 0 1 10 22
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 0 0 1 88 0 2 6 240
HAC estimation in a spatial framework 0 0 3 163 0 3 12 436
Independent or uncorrelated disturbances in linear regression: An illustration of the difference 0 0 0 36 0 0 6 206
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 2 36 1 3 22 184
Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components 0 0 0 80 0 2 6 200
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances 0 0 5 270 4 6 26 590
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors 0 0 2 168 1 5 38 464
On spatial processes and asymptotic inference under near-epoch dependence 0 0 0 38 1 3 22 157
On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components 0 0 0 17 1 2 9 134
On the Econometric Estimation of a Constant Rate of Depreciation 0 0 0 0 0 3 8 140
On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties 0 0 1 5 1 4 16 60
On the asymptotic distribution of the Moran I test statistic with applications 0 1 2 216 0 4 16 621
On the computation of estimators in systems with implicity defined variables 0 0 0 0 0 0 4 27
On the finite sample properties of pre-test estimators of spatial models 0 0 0 4 1 2 6 56
On the specification of accelerator coefficients in dynamic factor demand models 0 0 0 7 0 0 4 35
Panel data models with spatially correlated error components 0 0 3 538 2 3 16 1,109
Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix 0 0 0 0 0 2 7 85
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 1 1 6 154
Refined GMM estimators for simultaneous equations models with network interactions 0 0 0 3 0 3 16 23
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS 0 0 2 4 0 1 13 19
Sources of growth of output and convergence of productivity in major OECD countries 0 0 0 11 0 2 7 76
Spatial models with spatially lagged dependent variables and incomplete data 0 0 1 35 1 5 15 130
Special Issue on Spatial Econometrics: An Editorial Note 0 0 0 19 1 3 8 75
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 0 2 444 4 10 39 1,302
The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances 0 0 0 19 0 0 9 84
The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation 0 0 0 77 0 2 6 367
The relative efficiencies of various predictors in spatial econometric models containing spatial lags 0 1 1 81 0 2 9 209
Total Journal Articles 1 6 62 4,914 41 168 771 15,972


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 3 12 103
Dynamic Factor Demand Models and Productivity Analysis 0 0 1 57 1 2 14 213
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS 0 1 1 5 0 5 13 29
Total Chapters 0 1 2 64 1 10 39 345


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 3 19 1,871 3 21 133 9,746
Total Software Items 0 3 19 1,871 3 21 133 9,746


Statistics updated 2026-06-04