← All authors Ingmar R. Prucha University of Maryland, College Park (from arXiv:2105.04330, 2021) · OpenAlex
61 papers in scope · 61 published · 1 on the econ.EM arXiv · 9,924 citations · h-index 34 (over the papers listed here)
Papers (1 of 61)
On testing for spatial or social network dependence in panel data allowing for network variability
published 2024 · Journal of Econometrics · 1 citations
with Xiaodong Liu
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER
published 2023 · Econometric Theory
published 2023 · Journal of Econometrics · 3 citations · first circulated 2021
Refined GMM estimators for simultaneous equations models with network interactions
published 2023 · Empirical Economics · 2 citations · first circulated 2022
with Peter Egger
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
published 2022 · Econometric Theory · 23 citations
with David M. Drukker, Peter Egger
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
published 2020 · Econometrica · 73 citations · first circulated 2015
A robust test for network generated dependence
published 2018 · Journal of Econometrics · 17 citations
with Xiaodong Liu
Seemingly Unrelated Regression
published 2014 · Wiley StatsRef: Statistics Reference Online · 8 citations · first circulated 2004
Generic Uniform Laws of Large Numbers
published 2014 · Wiley StatsRef: Statistics Reference Online · first circulated 2004
Special Issue on Spatial Econometrics: An Editorial Note
published 2014 · Review of Regional Studies · 1 citations
On the Finite Sample Properties of Pre-Test Estimators of Spatial Models
published 2014 · Regional Science and Urban Economics
with Gianfranco Piras
On the I 2 ( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties
published 2013 · Spatial Economic Analysis · 8 citations
with David M. Drukker
Editorial
published 2013 · Spatial Economic Analysis · 3 citations
Maximum Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances
published 2013 · The Stata Journal Promoting communications on statistics and Stata · 203 citations
with David M. Drukker, Rafal Raciborski
Creating and Managing Spatial-Weighting Matrices with the Spmat Command
published 2013 · The Stata Journal Promoting communications on statistics and Stata · 158 citations
with David M. Drukker, Hua Peng, Rafal Raciborski
A Command for Estimating Spatial-Autoregressive Models with Spatial-Autoregressive Disturbances and Additional Endogenous Variables
published 2013 · The Stata Journal Promoting communications on statistics and Stata · 123 citations
with David M. Drukker, Rafal Raciborski
Limit theory for panel data models with cross sectional dependence and sequential exogeneity
published 2013 · Journal of Econometrics · 58 citations
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
published 2012 · Econometric Reviews · 231 citations
with David M. Drukker, Peter Egger
On spatial processes and asymptotic inference under near-epoch dependence
published 2012 · Journal of Econometrics · 123 citations
with Nazgul Jenish
Spatial models with spatially lagged dependent variables and incomplete data
published 2010 · Journal of Geographical Systems · 41 citations
with Harry H. Kelejian
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
published 2009 · Journal of Econometrics · 1072 citations · first circulated 2008
with Harry H. Kelejian
A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS*
published 2009 · Journal of Regional Science · 264 citations · first circulated 2008
with Irani Arráiz, David M. Drukker, Harry H. Kelejian
Central limit theorems and uniform laws of large numbers for arrays of random fields
published 2009 · Journal of Econometrics · 184 citations
with Nazgul Jenish
The relative efficiencies of various predictors in spatial econometric models containing spatial lags
published 2007 · Regional Science and Urban Economics · 89 citations
with Harry H. Kelejian
Panel data models with spatially correlated error components
published 2006 · Journal of Econometrics · 819 citations
with Mudit Kapoor, Harry H. Kelejian
HAC estimation in a spatial framework
published 2006 · Journal of Econometrics · 405 citations
with Harry H. Kelejian
Analysis of spatially dependent data
published 2006 · Journal of Econometrics · 22 citations
with Badi H. Baltagi, Harry H. Kelejian
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS*
published 2006 · Journal of Regional Science · 73 citations
with Harry H. Kelejian, Yevgeny Yuzefovich
Estimation of simultaneous systems of spatially interrelated cross sectional equations
published 2003 · Journal of Econometrics · 393 citations
with Harry H. Kelejian
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler
published 2003 · Journal of Econometrics · 1 citations
Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
published 2003 · Papers of the Regional Science Association · 90 citations
with Debabrata Das, Harry H. Kelejian
2SLS and OLS in a spatial autoregressive model with equal spatial weights
published 2002 · Regional Science and Urban Economics · 105 citations
with Harry H. Kelejian
On the asymptotic distribution of the Moran I test statistic with applications
published 2001 · Journal of Econometrics · 612 citations · first circulated 1999
with Harry H. Kelejian
Dynamic Nonlinear Econometric Models: Asymptotic Theory
published 1999 · Journal of the American Statistical Association · 155 citations
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model
published 1999 · International Economic Review · 1488 citations
with Harry H. Kelejian
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
published 1998 · The Journal of Real Estate Finance and Economics · 1927 citations · first circulated 1997
with Harry H. Kelejian
Sources of growth of output and convergence of productivity in major OECD countries
published 1997 · International Journal of Production Economics · 13 citations
with M. Ishaq Nadiri
Estimation of a variable rate of depreciation: a dummy variable approach
published 1997 · Structural Change and Economic Dynamics · 12 citations · first circulated 1996
Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem
published 1997 · International Regional Science Review · 73 citations
with Harry H. Kelejian
Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry
published 1996 · Journal of Econometrics · 32 citations · first circulated 1991
with M. Ishaq Nadiri
ESTIMATION OF THE DEPRECIATION RATE OF PHYSICAL AND R&D CAPITAL IN THE U.S. TOTAL MANUFACTURING SECTOR
published 1996 · Economic Inquiry · 269 citations · first circulated 1993
with M. Ishaq Nadiri
On the econometric estimation of a constant rate of depreciation
published 1995 · Empirical Economics · 9 citations
Generic uniform convergence and equicontinuity concepts for random functions
published 1994 · Journal of Econometrics · 30 citations
On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach
published 1994 · Statistics · 1 citations
On the specification of accelerator coefficients in dynamic factor demand models
published 1991 · Economics Letters · 4 citations
with M. Ishaq Nadiri
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
published 1991 · Econometric Reviews · 90 citations
Basic structure of the asymptotic theory in dynamic nonlinear econometric models
published 1991 · Econometric Reviews · 83 citations
Reply to comments on basic structure of the asymptotic theory in dynamic nonlinear econometric models. II. asymptotic normality
published 1991 · Econometric Reviews · 15 citations
Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System
published 1990 · Structural Change and Economic Dynamics · 39 citations · first circulated 1989
with M. Ishaq Nadiri
A note on the estimation of nonsymmetric dynamic factor demand models
published 1989 · Journal of Econometrics · 5 citations
with Dilip B. Madan
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
published 1989 · Econometrica · 104 citations · first circulated 1987
On the computation of estimators in systems with implicity defined variables
published 1988 · Economics Letters · 9 citations · first circulated 1987
with M. Ishaq Nadiri
The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation
published 1987 · Econometrica · 11 citations
A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations
published 1986 · Journal of Econometrics · 41 citations
with M. Ishaq Nadiri
R&D, production structure and rates of return in the U.S., Japanese and German manufacturing sectors: A non-separable dynamic factor demand model
published 1986 · European Economic Review · 88 citations
with Pierre Mohnen, M. Ishaq Nadiri
A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations
published 1986 · Journal of Econometrics · 47 citations
Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components
published 1985 · International Economic Review · 37 citations
Independent or uncorrelated disturbances in linear regression
published 1985 · Economics Letters · 22 citations
with Harry H. Kelejian
The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
published 1984 · Econometrica · 61 citations
with Harry H. Kelejian
On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components
published 1984 · Econometrica · 52 citations
Performance of the LINK System: 1970 versus 1975 base year trade share matrix
published 1979 · Empirical Economics · 2 citations
with Paul Beaumont, Victor Filatov
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).