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Publications by Researcher

Harry Kelejian

Kelejian, H.H. and Prucha, I.R. (Forthcoming), "HAC Estimation in a Spatial Framework", Journal of Econometrics, :

Kelejian, H.H., Prucha, I.R. and Yuzefovich, Y. (Forthcoming), "Important Characteristics of Spatial Models Whose Weighting Matrices Have Blocks of Equal Elements", Journal of Regional Science, :

Kelejian, H., M. Kapoor, and I. Prucha (forthcoming), "Panel Data Models with Spatially Correlated Error Components", Journal of Econometrics, :

Kelejian, H. and Prucha, I. (2007), "HAC Estimation in a Spatial Framework", Journal of Econometrics, 140 :

Prucha, I., Kapoor, M. and Kelejian, H.H. (2007), "Panel Data Models with Spatially Correlated Error Components", Journal of Econometrics, 140 : 97-130

Prucha, I. and Kelejian H.H. (2007), "HAC Estimation In a Spatial Framework", Journal of Econometrics, 140 : 131-154

Prucha, I. and Kelejian, H.H. (2007), "The Relative Efficiencies of Various Predictors in Spatial Econometric Models Containing Spatial Lags", Regional Science and Urban Economics, 37 : 363-374

Prucha, I. and Kelejian, H.H. (2007), "Guest Editorial: Analysis of Spatially Dependent Data", Journal of Econometrics, 140 : 4-Jan

Prucha, I., Baltagi B. and Kelejian, H.H. (2007), "Analysis of Spatially Dependent Data-Annals Issue", Journal of Econometrics-Annals issue, 140 (4-Jan):

Kelejian, H., Kapoor, M. and Prucha I. (2007), "Panel Data Models with Spatially Correlated Error Components", Journal of Econometrics, 140 :

Kelejian, H. and Prucha I. (2007), "The Relative Efficiencies of Various Predictors in Spatial Models Containing Spatial Lags", Regional Science and Urban Economics, 140 :

Baltagi, B., Kelejian, H. and Prucha, I. (2007), "Analysis of Spatially Dependent Data-Annals Issue", Journal of Econometrics, 140 :

Kelejian, H.H., Robinson, D. and Vigil, R. (2005), "Demographic Trends in U.S. Cities: 1970-1990", in Contemporary Issues in Urban and Regional Economics, L. Yee,

Kelejian, H. H. and Robinson, D. (2004.), "The Influence of Spatially Correlated Heteroskedasticity on Tests for Spatial Correlation", in Advances in Spatial Econometrics., In L. Anselin, R. Florax, and S. Rey (eds.),

Kelejian, H. H. and Prucha, I. (2004), "Estimation of Simultaneous Systems of Spatially Interrelated Cross Sectional Equations", Journal of Econometrics, 118 (1): 27-50

Kelejian, H. H. and Yuzefovich, Y. (2004), "Properties of Tests for Spatial Error Components: A Further Analysis", Spatial Econometrics and Spatial Statistics., : 135-149

Kelejian, H., I. Prucha, and Y. Yuzefovich (2004), "Instrumental Variable Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances: Large and Small Sample Results", Spatial and Spatiotemporal Econometrics, 18 :

Kelejian, H.H., Prucha, I.R. and Yuzefovich, Y. (2004), "Instrumental Variable Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances: Large and Small Sample Results", Advances in Econometrics, 18 : 163-198

Das, D., Kelejian, H. H., and Prucha, I. (2003), "Small Sample Properties of Estimators of Spatial Autoregressive Models with Autoregressive Disturbances", Papers in Regional Science, 82 :

Kelejian, H. H. and Prucha, I. (2002), "2SLS and OLS in a Spatial Autoregressive Model with Equal Weights", Journal of Regional Science and Urban Economics, :

Kelejian, H. H. and Prucha, I. R. (2001), "On the Asymptotic Distribution of the Moran I Test Statistic with Applications", Journal of Econometrics, 104 : 219-257

Kelejian, H. H. and Robinson, D. (2000), "Returns to Investment in Navigation Infrastructure: An Equilibrium Approach", Annuals of Regional Science, 34 :

Kelejian, H. H. and Prucha, I. R. (1999), "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model", International Economic Review, 40 : 509-533

Kelejian, H. H. and Robinson, D. (1998), "A Suggested Test for Spatial Autocorrelation and/or Heteroskedasticity and Corresponding Monte Carlo Results", Regional Science and Urban Economics, 28 : 389-418

Kelejian, H. H. and Prucha, I. (1998), "A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Errors", Journal of Real Estate Finance and Economics, 17 (1): 99-121

Kelejian, H. H. and Robinson, D. (1997), "Infrastructure Productivity Estimation and its Underlying Econometric Specifications: A Sensitivity Analysis", Papers in Regional Science, 76 (1): 115-131

Anselin, L. and Kelejian, H. H. (1997), "Testing for Spatial Error Autocorrelation in the Presence of Endogenous Regressors", International Regional Science Review, 20 (1 and 2): 153-182

Kelejian, H. H. and Prucha, I. (1997), "Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Series Problem", International Regional Science Review, 20 : 103-111

Kelejian, H. H. and Prucha, I. (1996), "Econometrics", Encyclopedia of Operations Research and Management Science, :

Kelejian, H. H. and Robinson, D. (1995), "Spatial Correlation: A Suggested Alternative to the Autoregressive Model", New Directions in Spatial Econometrics, :

Kelejian, H. H. (1995), "Aggregated Heterogeneous Dependent Data and the Logit Model: A Suggested Approach", Economic Letters, 47 :

Howrey, E. P. and Kelejian, H. H. (1994), "Dynamic Econometric Models: Simulation Versus Analytical Solutions", Macroeconometric Modelling, Vol. 2: The International Library of Critical Writings in Econometrics, :

Kelejian, H. H. and Stephan, S. (1993), "Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature", The Econometrics of Panel Data, 1 :

Kelejian, H. H. and Robinson, D. (1993), "A Suggested Method of Estimation for Spatial Interdependent Models with Autocorrelated Errors, and an Application to a County Expenditure Model", Papers of Region Science, :

Kelejian, H. H. and Robinson, D. (1992), "Spatial Autocorrelation: A New Computationally Simple Test with an Application to Per Capita County Police Expenditures", Regional Science and Urban Economics, 22 : 317-331

Kelejian, H. H. (1992), "The Logit Model and Panel Data via Respected Observations: A Clarification and Extension of the Literature", Economic Letters, 40 : 135-140

Gatto, J., Kelejian, H. H., and Stephan, S. (1991), "A Note Concerning Specifications of Interactive Random Coefficient Regression Models", Journal of Econometrics, 47 :

Gatto, J., Kelejian, H. H., and Stephan, S. (1991), "A Random Coefficient Qualitative Choice Model of the Demand for Telecommunications", Economic Letters, 35 : 45-50

Kelejian, H. H. (1991), "A Probability Model of Lockage Stalls and Interferences", Transportation Research Record, (1313):

Hiemstra, C. and Kelejian, H. H. (1991), "A Rare Events Model: Monte Carlo Results on Sample Design and Large Sample Guidance", Economic Letters, 37 : 255-263

Gatto, J., Kelejian, H. H., and Stephan, S. (1989), "Interstate/InterLATA Telecommunication Demand Modelling", Review of Business, 11 (2): 25-31

Kelejian, H. H. and Oates, W. (1989), , Harper and Row Publishers,

Gatto, J., Kelejian, H. H., and Stephan, S. (1988), "Stochastic Generalizations of Demand Systems with an Application to Telecommunications", Information Economics and Policy, 3 :

Kelejian, H. H. and Oates, W. (1988), , Harper and Row Publishers,

Kelejian, H. H. and Prucha, I. R. (1985), "Independent or Uncorrelated Disturbances in Linear Regression: An Illustration of the Difference", Economic Letters, 19 : 35-38

Kelejian, H. H. and Oates, W. (1984), , Harper and Row Publishers,

Kelejian, H. H. and Prucha, I. R. (1984), "The Structure of Simultaneous Equation Estimators: A Generalization Towards Non-normal Disturbances", Econometrica, 52 (3): 721-736

Bumb, B. and Kelejian, H. H. (1983), "Autocorrelated and Heteroskedastic Disturbances in Linear Regression Analysis: A Monte Carlo Study", SANKHYA, 45 (Part 2):

Kelejian, H. H. and Stephan, S. (1983), "Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature", International Economic Review, :

Kelejian, H. H. and Vavrichek, B. (1982), "Pollution, the Ozone Layer, and the Consequent Economic Cost Concerning Agricultural Production", The Economics of Managing Chlorofluorocarbons: Stratospheric Ozone and Climate Issue, :

Kelejian, H. H. (1982), "An Extension of a Standard Test for Heteroskedasticity to a Systems Framework", Journal of Econometrics, :

Kelejian, H. H. (1981), "Aggregation and Disaggregation of Nonlinear Econometric Equations", Evaluation of Econometric Models, :

Kelejian, H. H. and Vavrichek, B. (1981), "An Evaluation of the Forecasting Performance of Macro Economic Models with Special Emphasis on Size", Large-Scale Macro-Economics Models, :

Betancourt, R. and Kelejian, H. H. (1981), "Lagged Endogenous Variables and the Cochrane-Orcutt Procedure", Econometrica, :

Kelejian, H. H. and Oates, W. (1981), , Harper and Row Publishers,

Bradford, D. and Kelejian, H. H. (1981), "The Value of Information in a Storage Model with Open and Closed Loop Controls: A Numerical Example", Journal of Economic Dynamics and Control, 3 : 307-317

Lawrence, W. and Kelejian, H. H. (1980), "Estimating the Demand for Broadway Theater: A Preliminary Inquiry", Economic Policy for the Arts, :

Bradford, D. and Kelejian, H. H. (1978), "The Value of Information for Crop Forecasting with Bayesian Speculation", The Bell Journal of Economics and Management Science, :

Kelejian, H. H. (1978), "The Value of Improved Information Relating to Wheat Crop Forecasting: An Over View of the Bradford/Kelejian Modelling Efforts", Sozialwissenschaftliche Annalen, :

Devine, P. and Kelejian, H. H. (1978), "Forecasting with Nonlinear Econometric Models: A Comparison of Two Procedures", American Statistical Association, :

Kelejian, H. H. and Oates, W. (1978), , Harper and Row Publishers,

Bradford, D. and Kelejian, H. H. (1977), "The Value of Information for Crop Forecasting in a Market System", Review of Economic Studies, :

Bitros, G. and Kelejian, H. H. (1977), "A Note on the Variability of the Replacement Investment Capital Stock Ratio: Reply", Review of Economics and Statistics, :

Bitros, G. and Kelejian, H. H. (1976), "A Stochastic Control Approach to Factor Demand", International Economic Review, :

Kelejian, H. H. (1974), "Random Parameters in a Simultaneous Equation Framework", Econometrica, :

Fair, R. and Kelejian, H. H. (1974), "Methods of Estimation for Markets in Disequilibrium: A Further Analysis", Econometrica, :

Bitros, G. and Kelejian, H. H. (1974), "The Cyclical Variability of the Replacement Investment Rate, Some Evidence from the Scrappage Rage", Review of Economics and Statistics, :

Kelejian, H. H. and Oates, W. (1974), , Harper and Row Publishers,

Kelejian, H. H. (1973), "Information Lost in Aggregation: A Bayesian Approach - A Further Note", Econometrica, :

Bradford, D. and Kelejian, H. H. (1973), "An Econometric Model for the Flight of the Suburbs", Journal of Political Economy, :

Kelejian, H. H. (1972), "Information Lost in Aggregation: A Bayesian Approach", Econometrica, :

Black, S. W. and Kelejian, H. H. (1972), "The Formulation of the Dependent Variable in the Wage Equation", Review of Economic Studies, :

Kelejian, H. H. (1972), "Cobb-Douglas Type Function with Both Additive and Multiplicative Disturbance Terms: A Further Analysis", International Economic Review, :

Kelejian, H. H. (1972), "Identification of Non Linear Systems: An Interpretation of Fisher: Also, the Multiple Solution Problem", Non Linear Econometric Methods, :

Kelejian, H. H. (1971), "A Note on Estimation of Production Function Models", Southern Economic Journal, :

Kelejian, H. H. (1971), "Two Stage Least Squares and Econometric Models Linear in the Parameters but Non Linear in the Endogenous Variables", Journal of the American Statistical Association, :

Black, S. W. and Kelejian, H. H. (1970), "A Macro Model of the U. S. Labor Market", Econometrica, :

Howrey, E. P. and Kelejian, H. H. (1970), "Dynamic Econometric Models: Simulation Versus Analytical Solutions", Computer Simulation Experiments with Models of Economic Systems, :

Kelejian, H. H. (1969), "Missing Observations in Multivariate Regression: Efficiency of a First-Ordered Method", Journal of American Statistical Association, :

Howrey, E. P. and Kelejian, H. H. (1969), "Dynamic Econometric Models: Simulation Versus Analytical Solutions", Design of Computer Simulation Experiments, :

Hondroyiannia, G., Kelejian, H. H., and Tavlas, G. S. (), "A Spatial Modeling Approach to Contagion", Journal of Macro Economics, :

Kelejian, H. H., Prucha, I., and Yuzefovich, Y. (), "Instrumental Variable Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances: Large and Small Sample Results", Submitted to a Refereed Conference Volume, :

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