Ingmar R. Prucha
Ingmar R. Prucha
Distinguished University Professor, University of Maryland
Verified email at econ.umd.edu - Homepage
Title
Cited by
Cited by
Year
A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances
HH Kelejian, IR Prucha
The Journal of Real Estate Finance and Economics 17 (1), 99-121, 1998
21971998
A generalized moments estimator for the autoregressive parameter in a spatial model
HH Kelejian, IR Prucha
International Economic Review 40 (2), 509-533, 1999
17671999
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
HH Kelejian, IR Prucha
Journal of econometrics 157 (1), 53-67, 2010
10602010
Panel data models with spatially correlated error components
M Kapoor, HH Kelejian, IR Prucha
Journal of econometrics 140 (1), 97-130, 2007
8632007
On the asymptotic distribution of the Moran I test statistic with applications
HH Kelejian, IR Prucha
Journal of Econometrics 104 (2), 219-257, 2001
6212001
HAC estimation in a spatial framework
HH Kelejian, IR Prucha
Journal of Econometrics 140 (1), 131-154, 2007
4432007
Estimation of simultaneous systems of spatially interrelated cross sectional equations
HH Kelejian, IR Prucha
Journal of econometrics 118 (1-2), 27-50, 2004
4402004
Estimation of the depreciation rate of physical and R&D capital in the US total manufacturing sector
MI Nadiri, IR Prucha
Economic Inquiry 34 (1), 43-56, 1996
4371996
Dynamic nonlinear econometric models: Asymptotic theory
BM Pötscher, IR Prucha
Springer, 1997
352*1997
A spatial Cliff‐Ord‐type model with heteroskedastic innovations: Small and large sample results
I Arraiz, DM Drukker, HH Kelejian, IR Prucha
Journal of Regional Science 50 (2), 592-614, 2010
2652010
On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
DM Drukker, P Egger, IR Prucha
Econometric Reviews 32 (5-6), 686-733, 2013
2052013
Maximum-likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatialautoregressive disturbances
DM Drukker, IR Prucha, R Raciborski
The Stata Journal 13 (2), 221-241, 2013
1792013
Central limit theorems and uniform laws of large numbers for arrays of random fields
N Jenish, IR Prucha
Journal of Econometrics 150 (1), 86-98, 2009
1782009
Instrumental variable estimation of a spatial autoregressive model with autoregressive disturbances: Large and small sample results
HH Kelejian, IR Prucha, Y Yuzefovich
Advances in Econometrics 18, 163-198, 2004
1742004
Basic structure of the asymptotic theory in dynamic nonlinear econometric models, part i: consistency and approximation concepts
BM Pötscher, IR Prucha
Econometric Reviews 10 (2), 125-216, 1991
150*1991
Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
D Das, HH Kelejian, IR Prucha
Papers in Regional Science 82 (1), 1-26, 2003
1442003
R&D, production structure and rates of return in the US, Japanese and German manufacturing sectors: A non-separable dynamic factor demand model
PA Mohnen, MI Nadiri, IR Prucha
European Economic Review 30 (4), 749-771, 1986
1421986
Creating and managing spatial-weighting matrices with the spmat command
DM Drukker, H Peng, I Prucha, R Raciborski
The Stata Journal 13 (2), 242-286, 2013
1382013
2SLS and OLS in a spatial autoregressive model with equal spatial weights
HH Kelejian, IR Prucha
Regional Science and Urban Economics 32 (6), 691-707, 2002
1262002
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables
DM Drukker, IR Prucha, R Raciborski
The Stata Journal 13 (2), 287-301, 2013
1142013
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