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Publications by Researcher

Ingmar Prucha

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 :

Poetscher, B. M. and Prucha, I. R. (2004), "Guest Editorial: Contributions to Econometrics, Time Series Analysis, and Systems Identification: A Festschrift in Honor of Manfred Deistler", Journal of Econometrics, 118 : 27-50

Poetscher, B. M. and Prucha, I. R. (2004), "Contributions to Econometrics, Time Series Analysis, and Systems Identification: A Festschrift in Honor of Manfred Deistler", Journal of Econometrics, 118 (1): 1-5

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., 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, :

Poetscher, B. M. and Prucha, I. R. (2001), "Basic Elements of Asymptotic Theory", A Companion in Theoretical Econometrics, : 201-229

Nadiri, M. I., and Prucha, I. R. (2001), "Dynamic Factor Demand Models, Productivity Analysis", New Directions in Productivity Analysis, : 103-164

Nadiri, M. I., and Prucha, I. R. (2001), "Reply to Dynamic Factor Demand Models and Productivity Analysis", New Directions in Productivity Analysis, : 167-171

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 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 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

Poetscher, B. M. and Prucha, I. R. (1997), , Springer-Verlag,

Poetscher, B. M. and Prucha, I. R. (1997), "Basic Structure of the Asymptotic Theory in Dynamic Nonlinear Econometric Models, Part I: Consistency and Approximation Concepts", Nonlinear Models, 1 : 333-424

Poetscher, B. M. and Prucha, I. R. (1997), "Basic Structure of the Asymptotic Theory in Dynamic Nonlinear Econometric Models, Part II: Asymptotic Normality", Nonlinear Models, 1 : 425-497

Nadiri, M. I., and Prucha, I. R. (1997), "Sources of Growth of Output and Convergence of Productivity in Major OECD Countries", International Journal of Production Economics, 52 : 133-146

Prucha, I. R. (1997), "Estimation of a Variable Rate of Depreciation: A Dummy Variable Approach", Structural Change and Economic Dynamics, 8 : 319-325

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

Nadiri, M. I., and Prucha, I. R. (1996), "Estimation of Depreciation Rate of Physical and R & D Capital in the U. S. Total Manufacturing Sector", Economic Inquiry, 34 : 43-56

Nadiri, M. I., and Prucha, I. R. (1996), "Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U. S. Electrical Machinery Industry", Journal of Econometrics, 71 : 343-379

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

Prucha, I. R. (1995), "On the Econometric Estimation of a Constant Rate of Depreciation", Empirical Economics, 20 : 299-302

Poetscher, B. M. and Prucha, I. R. (1994), "Generic Uniform Convergence and Equicontinuity Concepts for Random Functions: An Exploration of the Basic Structure", Journal of Econometrics, 60 : 23-63

Poetscher, B. M. and Prucha, I. R. (1994), "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach", Statistics, 25 : 343-360

Prucha, I. R. (1993), "Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components", The Econometrics of Panel Data, I : 308-326

Nadiri, M. I., and Prucha, I. R. (1991), "On the Specification of Accelerator Coefficients in Dynamic Factor Demand Models", Economic Letters, 35 : 123-129

Poetscher, B. M. and Prucha, I. R. (1991), "Basic Structure of the Asymptotic Theory in Dynamic Nonlinear Econometric Models, Part I: Consistency and Approximation Concepts", Econometric Reviews, 10 : 125-216

Poetscher, B. M. and Prucha, I. R. (1991), "Basic Structure of the Asymptotic Theory in Dynamic Nonlinear Econometric Models, Part II: Asymptotic Normality", Econometric Reviews, 10 : 253-325

Poetscher, B. M. and Prucha, I. R. (1991), "Reply to Basic Structure of the Asymptotic Theory in Dynamic Nonlinear Econometric Models", Econometric Reviews, 10 : 349-357

Nadiri, M. I., and Prucha, I. R. (1990), "Dynamic Factor Demand Models, Productivity Measurement, and Rates of Return: Theory and an Empirical Application to the U. S. Bell System", Structural Change and Economic Dynamics, 2 : 263-289

Nadiri, M. I., and Prucha, I. R. (1990), "Comparison and Analysis of Productivity Growth and R & D Investment in the Electrical Machinery Industries of the United States and Japan", Productivity Growth in Japan and the United States, Studies in Income and Wealth Series, 53 : 109-133

Prucha, I. R. (1990), "Comments on "The Impacts of Fixed Inputs on Investment Behavior and Productivity: An Empirical Comparison for the U. S. and Japanese Manufacturing Industries"", Productivity Growth in Japan and the United States, Studies in Income and Wealth Series, 53 : 167-172

Poetscher, B. M. and Prucha, I. R. (1989), "A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes", Econometrica, 57 : 675-683

Poetscher, B. M. and Prucha, I. R. (1989), "Generic Uniform Law of Large Numbers", Encyclopedia of Statistical Sciences, Supplementary Volume : 67-69

Madan, D. B. and Prucha, I. R. (1989), "A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models", Journal of Econometrics, 42 : 275-283

Nadiri, M. I., and Prucha, I. R. (1988), "On the Computation of Estimators in Systems with Implicitly Defined Variables", Economic Letters, 26 : 141-145

Prucha, I. R. (1987), "The Variance-Covariance Matrix of the Full Information Maximum Likelihood Estimators in Triangular Structural Systems: Consistent Estimation", Econometrica, 55 (4): 977-978

Prucha, I. R. (1987), "Seemingly Unrelated Regression", Encyclopedia of Statistical Sciences, 8 : 329-331

Poetscher, B. M. and Prucha, I. R. (1986), "A Class of Partially Adaptive One-Step M-Estimators for the Nonlinear Regression Model with Dependent Observations", Journal of Econometrics, 32 (2): 219-251

Mohnen, P. A., Nadiri, M. I., and Prucha, I. R. (1986), "R & D, Production Structure, and Rates of Return in the U. S., Japanese, and German Manufacturing Sectors: A Nonseparable Dynamic Factor Demand Model", European Economic Review, 30 (4): 749-771

Nadiri, M. I., and Prucha, I. R. (1986), "A Comparison of Alternative Methods for the Estimation of Dynamic Factor Demand Models Under Nonstatic Expectations", Journal of Econometrics, 33 (1/2): 187-211

Prucha, I. R. (1985), "Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components", International Economic Review, 26 (2): 491-506

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

Prucha, I. R. (1984), "On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components", Econometrica, 52 (1): 203-207

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

Mohnen, P. A., Nadiri, M. I., and Prucha, I. R. (1983), "R & D, Production Structure, and Productivity Growth in the U. S., Japanese, and German Manufacturing Sectors", Proceedings of the Conference on Quantitative Studies of Research and Development in Industry, : 171-221

Beaumont, P., Filatov, V., and Prucha, I. R. (1979), "Performance of the LINK System: 1970 vs. 1975 Trade Share Matrix", Empirical Economics, 4 (1): 11-41

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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