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 4 7 15 833
A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 0 0 1 314 4 13 23 797
A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models 0 0 0 5 2 5 9 95
A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results 0 0 0 220 17 25 31 700
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process 0 0 0 123 4 4 5 426
Basic Elements of Asymptotic Theory 0 0 2 374 2 7 12 632
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 4 460
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 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 2 3 583
Differential Test Performance and Peer Effects 0 0 0 1 3 7 8 11
Dynamic Factor Demand Models and Productivity Analysis 0 0 0 83 8 11 15 343
Dynamic Factor Demand Models and Productivity Analysis 0 0 0 294 6 11 12 1,230
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 2 3 180
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 0 0 0 53 4 10 12 180
Efficient Peer Effects Estimators with Group Effects 0 0 0 32 1 8 12 56
Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical 0 0 0 34 4 6 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 2 5 6 228
Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem 0 0 0 157 2 4 6 475
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 1 3 234 4 8 12 762
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 53 1 4 6 345
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 28 1 2 5 150
Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model 0 0 0 24 0 1 1 316
On the Asymptotic Distribution of the Moran I Test Statistic with Applications 0 0 1 345 3 4 12 1,142
On the Computation of Estimators in Systems with Implicitly Defined Variables 0 0 0 5 0 4 5 51
On the Finite Sample Properties of Pre-Test Estimators of Spatial Models 0 0 0 14 5 5 7 68
On the Finite Sample Properties of Pre-test Estimators of Spatial Models 0 0 0 74 2 4 6 37
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach 0 0 0 55 5 6 10 257
R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors 0 0 0 129 3 7 8 496
Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 1 343 10 11 21 1,169
Study of a Peer Effect with Random Group Effects 0 0 0 0 1 2 3 83
Total Working Papers 0 2 10 3,506 102 191 286 12,472


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 2 6 588
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 0 0 0 87 8 18 30 1,033
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 2 2 5 307 9 15 39 1,005
A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* 0 0 3 66 2 6 12 352
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes 0 0 0 262 3 4 5 669
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations 0 0 0 27 4 5 6 92
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables 0 0 1 159 1 5 12 420
A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations 0 0 0 13 1 2 5 53
A note on the estimation of nonsymmetric dynamic factor demand models 0 0 0 7 1 3 5 39
A robust test for network generated dependence 0 0 0 4 2 4 4 42
Analysis of spatially dependent data 1 1 2 188 3 5 9 353
Central limit theorems and uniform laws of large numbers for arrays of random fields 0 1 6 94 5 9 30 288
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 2 7 23 696 11 27 70 1,819
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity 1 1 5 15 6 17 22 92
Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System 0 0 0 7 4 8 10 76
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS* 0 0 0 38 1 2 4 129
Editorial 0 0 0 2 2 5 5 29
Efficient peer effects estimators with group effects 0 0 2 5 4 7 10 18
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 3 5 7 156
Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem 0 0 1 8 4 7 11 70
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 2 3 7 181 6 8 15 476
Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector 0 0 0 0 8 16 24 402
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER 0 0 1 3 6 7 8 19
Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure 0 1 1 88 0 2 5 238
HAC estimation in a spatial framework 1 2 3 163 3 5 11 433
Independent or uncorrelated disturbances in linear regression: An illustration of the difference 0 0 0 36 2 3 7 205
Limit theory for panel data models with cross sectional dependence and sequential exogeneity 0 1 2 36 6 11 18 179
Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components 0 0 0 80 1 2 4 198
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances 0 1 9 270 2 11 31 583
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors 1 1 3 168 16 21 31 454
On spatial processes and asymptotic inference under near-epoch dependence 0 0 0 38 2 7 20 154
On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components 0 0 0 17 4 5 7 132
On the Econometric Estimation of a Constant Rate of Depreciation 0 0 0 0 2 3 6 137
On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties 0 0 1 5 5 7 13 56
On the asymptotic distribution of the Moran I test statistic with applications 0 0 1 215 2 6 12 617
On the computation of estimators in systems with implicity defined variables 0 0 0 0 1 1 3 26
On the finite sample properties of pre-test estimators of spatial models 0 0 0 4 3 3 4 54
On the specification of accelerator coefficients in dynamic factor demand models 0 0 0 7 3 4 4 35
Panel data models with spatially correlated error components 1 2 3 538 3 6 12 1,103
Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix 0 0 0 0 2 3 3 81
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 7 11 13 19
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS 0 1 2 3 3 6 11 16
Sources of growth of output and convergence of productivity in major OECD countries 0 0 0 11 1 3 5 73
Spatial models with spatially lagged dependent variables and incomplete data 0 0 1 35 3 8 11 125
Special Issue on Spatial Econometrics: An Editorial Note 0 0 0 19 2 3 3 70
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 0 4 443 9 20 35 1,289
The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances 0 0 0 19 2 3 4 79
The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation 0 0 0 77 2 3 4 365
The relative efficiencies of various predictors in spatial econometric models containing spatial lags 0 0 0 80 1 4 7 207
Total Journal Articles 11 24 87 4,901 182 352 643 15,738


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 8 9 12 100
Dynamic Factor Demand Models and Productivity Analysis 0 1 2 57 4 9 14 211
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS 0 0 1 4 6 7 11 24
Total Chapters 0 1 3 63 18 25 37 335


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 2 4 27 1,868 24 54 151 9,719
Total Software Items 2 4 27 1,868 24 54 151 9,719


Statistics updated 2026-02-12