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 2 6 16 835
A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 1 314 3 8 24 801
A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models 0 0 0 5 0 2 8 95
A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results 0 0 0 220 0 18 29 701
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 0 5 6 427
Basic Elements of Asymptotic Theory 1 1 3 375 1 4 14 634
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 2 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 1 2 7 154
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 5 585
Differential Test Performance and Peer Effects 0 0 0 1 0 4 9 12
Dynamic Factor Demand Models and Productivity Analysis 0 0 0 294 1 9 15 1,233
Dynamic Factor Demand Models and Productivity Analysis 0 0 0 83 3 15 22 350
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 2 4 181
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 0 6 14 182
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 1 4 14 59
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 4 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 0 3 7 229
Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem 0 0 0 157 3 6 10 479
Estimation of a variable rate of depreciation: A dummy variable approach 0 0 0 10 1 1 2 58
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 3 234 4 11 19 769
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 53 1 3 8 347
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 28 0 2 5 151
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 24 0 1 2 317
On the Asymptotic Distribution of the Moran I Test Statistic with Applications 0 0 1 345 4 7 15 1,146
On the Computation of Estimators in Systems with Implicitly Defined Variables 0 0 0 5 0 0 5 51
On the Finite Sample Properties of Pre-Test Estimators of Spatial Models 0 0 0 14 1 6 8 69
On the Finite Sample Properties of Pre-test Estimators of Spatial Models 0 0 0 74 0 2 6 37
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 0 55 0 6 11 258
R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors 0 0 0 129 1 4 9 497
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 343 7 29 38 1,188
Study of a Peer Effect with Random Group Effects 0 0 0 0 0 1 3 83
Total Working Papers 1 1 10 3,507 35 176 347 12,546


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 2 15 35 1,040
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 1 3 3 308 4 18 40 1,014
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 0 1 1 263 1 6 8 672
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations 0 0 0 27 0 8 10 96
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables 0 0 1 159 0 1 10 420
A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations 0 0 0 13 0 1 5 53
A note on the estimation of nonsymmetric dynamic factor demand models 0 0 0 7 0 1 3 39
A robust test for network generated dependence 0 0 0 4 1 4 6 44
Analysis of spatially dependent data 0 1 2 188 0 5 11 355
Central limit theorems and uniform laws of large numbers for arrays of random fields 0 1 5 95 3 11 33 294
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler 0 0 0 59 0 0 4 286
Creating and managing spatial-weighting matrices with the spmat command 0 3 19 697 1 16 63 1,824
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 1 4 15 1 8 23 94
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 4 10 76
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS* 0 0 0 38 0 1 3 129
Editorial 0 0 0 2 0 2 5 29
Efficient peer effects estimators with group effects 0 1 2 6 1 7 12 21
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 0 6 12 72
Estimation of a variable rate of depreciation: a dummy variable approach 0 0 1 27 1 1 2 152
Estimation of simultaneous systems of spatially interrelated cross sectional equations 0 2 7 181 3 10 19 480
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 0 1 12 25 406
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER 0 1 2 4 0 8 10 21
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 0 0 1 88 2 2 6 240
HAC estimation in a spatial framework 0 1 3 163 2 5 13 435
Independent or uncorrelated disturbances in linear regression: An illustration of the difference 0 0 0 36 0 3 6 206
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 0 2 36 1 9 21 182
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 8 270 0 3 28 584
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors 0 1 3 168 2 23 37 461
On spatial processes and asymptotic inference under near-epoch dependence 0 0 0 38 1 3 21 155
On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components 0 0 0 17 0 4 7 132
On the Econometric Estimation of a Constant Rate of Depreciation 0 0 0 0 1 3 7 138
On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties 0 0 1 5 1 6 13 57
On the asymptotic distribution of the Moran I test statistic with applications 1 1 2 216 1 3 13 618
On the computation of estimators in systems with implicity defined variables 0 0 0 0 0 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 1 3 538 1 7 14 1,107
Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix 0 0 0 0 0 4 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 0 5 153
Refined GMM estimators for simultaneous equations models with network interactions 0 0 0 3 0 8 13 20
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS 0 1 3 4 0 5 13 18
Sources of growth of output and convergence of productivity in major OECD countries 0 0 0 11 0 2 5 74
Spatial models with spatially lagged dependent variables and incomplete data 0 0 1 35 0 3 11 125
Special Issue on Spatial Econometrics: An Editorial Note 0 0 0 19 0 4 5 72
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 1 3 444 1 13 34 1,293
The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances 0 0 0 19 0 7 9 84
The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation 0 0 0 77 0 2 4 365
The relative efficiencies of various predictors in spatial econometric models containing spatial lags 1 1 1 81 1 2 8 208
Total Journal Articles 3 21 80 4,911 33 281 686 15,837


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 8 11 100
Dynamic Factor Demand Models and Productivity Analysis 0 0 2 57 0 4 13 211
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS 1 1 2 5 2 8 12 26
Total Chapters 1 1 4 64 2 20 36 337


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 22 1,868 8 38 142 9,733
Total Software Items 0 2 22 1,868 8 38 142 9,733


Statistics updated 2026-04-09