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 1 387 2 9 10 828
A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 2 314 5 9 17 789
A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models 0 0 0 5 0 2 4 90
A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results 0 0 1 220 5 6 14 680
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 3 374 0 2 8 625
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 2 2 458
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 3 4 151
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 1 1 581
Differential Test Performance and Peer Effects 0 0 0 1 1 2 4 5
Dynamic Factor Demand Models and Productivity Analysis 0 0 1 294 3 3 5 1,222
Dynamic Factor Demand Models and Productivity Analysis 0 0 1 83 2 4 7 334
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 1 1 178
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 2 4 4 172
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 4 6 8 52
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 2 152
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 3 3 4 226
Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem 0 0 0 157 1 3 3 472
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 4 342
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 1 2 233 1 3 6 755
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 28 0 0 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 1 1 345 0 5 8 1,138
On the Computation of Estimators in Systems with Implicitly Defined Variables 0 0 0 5 1 2 2 48
On the Finite Sample Properties of Pre-Test Estimators of Spatial Models 0 0 0 14 0 0 2 63
On the Finite Sample Properties of Pre-test Estimators of Spatial Models 0 0 0 74 1 2 4 34
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 0 55 0 1 4 251
R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors 0 0 0 129 1 1 2 490
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 2 343 0 4 11 1,158
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 1 2 81
Total Working Papers 0 4 14 3,504 35 81 149 12,316


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 4 5 587
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 0 0 0 87 6 12 18 1,021
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 3 305 1 12 29 991
A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* 0 0 4 66 4 5 12 350
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 0 0 0 262 1 1 3 666
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 87
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables 0 0 1 159 2 4 10 417
A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations 0 0 0 13 0 1 3 51
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 2 2 2 40
Analysis of spatially dependent data 0 0 1 187 1 2 5 349
Central limit theorems and uniform laws of large numbers for arrays of random fields 0 0 6 93 2 4 24 281
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler 0 0 0 59 0 2 3 285
Creating and managing spatial-weighting matrices with the spmat command 2 4 19 691 7 21 58 1,799
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 2 4 14 8 10 14 83
Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System 0 0 0 7 2 3 4 70
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS* 0 0 0 38 1 1 3 128
Editorial 0 0 0 2 1 1 1 25
Efficient peer effects estimators with group effects 0 0 2 5 3 4 6 14
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 2 2 4 153
Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem 0 0 2 8 1 1 6 64
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 1 2 6 179 2 4 11 470
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 0 6 9 18 392
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER 0 0 1 3 1 1 3 13
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 1 1 1 88 1 2 5 237
HAC estimation in a spatial framework 0 0 1 161 0 3 7 428
Independent or uncorrelated disturbances in linear regression: An illustration of the difference 0 0 0 36 0 1 5 202
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 1 1 35 3 7 10 171
Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components 0 0 0 80 1 2 3 197
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances 1 3 9 270 5 8 26 577
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors 0 0 2 167 2 4 12 435
On spatial processes and asymptotic inference under near-epoch dependence 0 0 0 38 4 6 17 151
On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components 0 0 0 17 0 1 2 127
On the Econometric Estimation of a Constant Rate of Depreciation 0 0 0 0 0 1 4 134
On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties 0 0 1 5 1 4 8 50
On the asymptotic distribution of the Moran I test statistic with applications 0 0 3 215 4 6 12 615
On the computation of estimators in systems with implicity defined variables 0 0 0 0 0 0 2 25
On the finite sample properties of pre-test estimators of spatial models 0 0 0 4 0 0 1 51
On the specification of accelerator coefficients in dynamic factor demand models 0 0 0 7 1 1 1 32
Panel data models with spatially correlated error components 0 1 2 536 1 4 11 1,098
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 0 50 0 1 2 150
Refined GMM estimators for simultaneous equations models with network interactions 0 0 0 3 0 0 3 8
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS 0 0 1 2 0 2 7 10
Sources of growth of output and convergence of productivity in major OECD countries 0 0 0 11 1 2 5 71
Spatial models with spatially lagged dependent variables and incomplete data 0 0 1 35 1 2 5 118
Special Issue on Spatial Econometrics: An Editorial Note 0 0 0 19 0 0 1 67
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 0 6 443 2 3 20 1,271
The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances 0 0 0 19 0 0 1 76
The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation 0 0 0 77 0 0 1 362
The relative efficiencies of various predictors in spatial econometric models containing spatial lags 0 0 0 80 0 2 4 203
Total Journal Articles 5 14 78 4,882 81 168 421 15,467


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 1 1 4 57 4 5 11 206
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS 0 0 2 4 0 0 8 17
Total Chapters 1 1 6 63 4 5 22 314


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 5 29 1,866 12 30 130 9,677
Total Software Items 2 5 29 1,866 12 30 130 9,677


Statistics updated 2025-12-06