Ingmar R. Prucha
Names
first: 
Ingmar 
middle: 
R. 
last: 
Prucha 
Contact
Affiliations

University of Maryland
→ Department of Economics
 website
 location: College Park, Maryland (United States)
Research profile
author of:

On the Econometric Estimation of a Constant Rate of Depreciation.
by Prucha, Ingmar R.

On the Finite Sample Properties of PreTest Estimators of Spatial Models
by Gianfranco Piras & Ingmar R. Prucha

On the Computation of Estimators in Systems with Implicitly Defined Variables
by Nadiri, M. Ishaq & Prucha, Ingmar R.

On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components.
by Prucha, Ingmar R.

Maximum likelihood and generalized spatial twostage leastsquares estimators for a spatialautoregressive model with spatialautoregressive disturbances
by David M. Drukker & Ingmar Prucha & Rafal Raciborski

Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem
by Harry H. Kelejian & Ingmar R. Prucha

On the computation of estimators in systems with implicity defined variables
by Prucha, Ingmar R. & Nadiri, M. Ishaq

On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach
by Benedikt M. Potscher & Ingmar R. Prucha

On the asymptotic distribution of the Moran I test statistic with applications
by H. Kelejian, Harry & Prucha, Ingmar R.

On the Asymptotic Distribution of the Moran I Test Statistic with Applications
by Harry H. Kelejian & Ingmar R. Prucha

Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components.
by Prucha, Ingmar R.

On the finite sample properties of pretest estimators of spatial models
by Piras, Gianfranco & Prucha, Ingmar R.

Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure
by Potscher, Benedikt M. & Prucha, Ingmar R.

Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector
by M. Ishaq Nadiri & Ingmar R. Prucha

HAC estimation in a spatial framework
by Kelejian, Harry H. & Prucha, Ingmar R.

Independent or uncorrelated disturbances in linear regression : An illustration of the difference
by Kelejian, Harry H. & Prucha, Ingmar R.

On the I super2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties
by David M. Drukker & Ingmar R. Prucha

Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector.
by Nadiri, M. Ishaq & Prucha, Ingmar R.

On the Finite Sample Properties of Pretest Estimators of Spatial Models
by Gianfranco Piras & Ingmar R. Prucha

Formulation and Estimation of Dynamic Factor Demand Equations Under NonStatic Expectations: A Finite Horizon Model
by Nadiri, M. Ishaq & Prucha, Ingmar R.

Estimation of simultaneous systems of spatially interrelated cross sectional equations
by Kelejian, Harry H. & Prucha, Ingmar R.

Limit theory for panel data models with cross sectional dependence and sequential exogeneity
by Kuersteiner, Guido M. & Prucha, Ingmar R.

Formulation and Estimation of Dynamic Factor Demand Equations Under NonStatic Expectations: A Finite Horizon Model
by Ingmar R. Prucha & M. Ishaq Nadiri

Estimation of a variable rate of depreciation: A dummy variable approach
by Prucha, Ingmar R.

Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
by Guido M. Kuersteiner & Ingmar R. Prucha

Estimation of Spatial Regression Models with Autoregressive Errors by TwoStage Least Squares Procedures: A Serious Problem
by Harry H. Kelejian & Ingmar R. Prucha

On the specification of accelerator coefficients in dynamic factor demand models
by Prucha, Ingmar R. & Ishaq Nadiri, M.

On TwoStep Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
by David M. Drukker & Peter Egger & Ingmar R. Prucha

Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector
by Nadiri, M. I. & Prucha, I. R.

Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical...
by Ingmar R. Prucha & M. Ishaq Nadiri

Editorial
by Giuseppe Arbia & Ingmar R. Prucha

Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical Machinery Industry
by Prucha, Ingmar R. & Nadiri, M. Ishaq

Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry
by Prucha, Ingmar R. & Nadiri, M. Ishaq

On spatial processes and asymptotic inference under nearepoch dependence
by Jenish, Nazgul & Prucha, Ingmar R.

Estimation of a variable rate of depreciation: a dummy variable approach
by Prucha, Ingmar

Panel data models with spatially correlated error components
by Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R.

The relative efficiencies of various predictors in spatial econometric models containing spatial lags
by Kelejian, Harry H. & Prucha, Ingmar R.

R&D, production structure and rates of return in the U.S., Japanese and German manufacturing sectors: A nonseparable dynamic factor demand model
by Mohnen, Pierre A. & Nadiri, M. Ishaq & Prucha, Ingmar R.

Dynamic Factor Demand Models, Productivity Measurement, and Rates of Return: Theory and an Empirical Application to the U.S. Bell System
by M. Ishaq Nadiri & Ingmar R. Prucha

Dynamic Factor Demand Models and Productivity Analysis
by M. Ishaq Nadiri & Ingmar R. Prucha

Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System
by Nadiri, M. Ishaq & Prucha, Ingmar R.

R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors
by Pierre A. Mohnen & M. Ishaq Nadiri & Ingmar R. Prucha

Dynamic Factor Demand Models and Productivity Analysis
by M. Ishaq Nadiri & Ingmar R. Prucha

The VarianceCovariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation.
by Prucha, Ingmar R.

Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix.
by Beaumont, P. & Prucha, I. & Filatov, V.

Dynamic Factor Demand Models and Productivity Analysis
by M. Ishaq Nadiri & Ingmar Prucha
edited by

Spatial models with spatially lagged dependent variables and incomplete data
by Harry Kelejian & Ingmar Prucha

A class of partially adaptive onestep mestimators for the nonlinear regression model with dependent observations
by Potscher, Benedikt M. & Prucha, Ingmar R.

Special Issue on Spatial Econometrics: An Editorial Note
by Guiseppe Arbia & Gianfranco Piras & Ingmar Prucha

DYNAMIC FACTOR DEMAND MODELS, PRODUCTIVITY MEASUREMENT, AND RATES RETURN: THEORY AND AN EMPIRICAL APPLICATION TO THE U.S. BELL SYSTEM
by Nadiri, M. Ishaq & Prucha, Ingmar R.

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
by Kelejian, Harry H. & Prucha, Ingmar R.

Contributions to econometrics, timeseries analysis, and systems identification: a Festschrift in honor of Manfred Deistler
by Potscher, Benedikt M. & Prucha, Ingmar R.

Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
by Harry H. Kelejian & Ingmar R. Prucha

Creating and managing spatialweighting matrices with the spmat command
by David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski

Sources of growth of output and convergence of productivity in major OECD countries
by Nadiri, M. Ishaq & Prucha, Ingmar R.

2SLS and OLS in a spatial autoregressive model with equal spatial weights
by Kelejian, Harry H. & Prucha, Ingmar R.

Comparison and Analysis of Productivity Growth and R&D Investment in theElectrical Machinery Industries of the United States and Japan
by M. Ishaq Nadiri & Ingmar R. Prucha

SPPACK: Stata module for crosssection spatialautoregressive models
by David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski

Central limit theorems and uniform laws of large numbers for arrays of random fields
by Jenish, Nazgul & Prucha, Ingmar R.

Basic Elements of Asymptotic Theory
by Benedikt M. Pötscher & Ingmar R. Prucha

COMPARISON AND ANALYSIS OF PRODUCTIVITY GROWTH AND R&D INVESTMENT IN THE ELECTRICAL MACHINERY INDUSTRIES OF THE UNITED STATES AND JAPAN
by Nadiri, M. Ishaq & Prucha, Ingmar R.

A comparison of alternative methods for the estimation of dynamic factor demand models under nonstatic expectations
by Prucha, Ingmar R. & Nadiri, M. Ishaq

A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes.
by Potscher, Benedikt M. & Prucha, Ingmar R.

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model
by Harry H. Kelejian & Ingmar R. Prucha

The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances.
by Prucha, Ingmar R. & Kelejian, Harry H.

Comparison and Analysis of Productivity Growth and R&D Investment in the Electrical Machinery Industries of the United States and Japan
by M. Ishaq Nadiri & Ingmar R. Prucha
edited by

A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process
by Potscher, Benedikt M. & Prucha, Ingmar R.

A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
by Harry H. Kelejian & Ingmar R. Prucha

A command for estimating spatialautoregressive models with spatialautoregressive disturbances and additional endogenous variables
by David M. Drukker & Ingmar Prucha & Rafal Raciborski

A Spatial CliffOrdtype Model with Heteroskedastic Innovations: Small and Large Sample Results
by Irani Arraiz & David M. Drukker & Harry H. Kelejian & Ingmar R. Prucha

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model.
by Kelejian, Harry H. & Prucha, Ingmar R.

A Note on the Estimation of NonSymmetric Dynamic Factor Demand Models
by Madan, Dilip B. & Prucha, Ingmar R.

A note on the estimation of nonsymmetric dynamic factor demand models
by Madan, Dilip B. & Prucha, Ingmar R.

A Generalized Spatial TwoStage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances.
by Kelejian, Harry H. & Prucha, Ingmar R.

Analysis of spatially dependent data
by Baltagi, Badi H. & Kelejian, Harry H. & Prucha, Ingmar R.

Creating and managing spatialweighting matrices with the spmat command
by Drukker, David M. & Peng, Hua & Prucha, Ingmar R. & Raciborski, Rafal

A command for estimating spatialautoregressive models with spatialautoregressive disturbances and additional endogenous variables
by Drukker, David M. & Prucha, Ingmar R. & Raciborski, Rafal

A robust test for network generated dependence
by Liu, Xiaodong & Prucha, Ingmar R.

Maximum likelihood and generalized spatial twostage leastsquares estimators for a spatialautoregressive model with spatialautoregressive disturbances
by Drukker, David M. & Prucha, Ingmar R. & Raciborski, Rafal