University of MAryland
   Ingmar R. Prucha

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Short Bio

Ingmar R. Prucha is a Distinguished University Professor and a Professor of Economics at the University of Maryland, College Park. He received his Ph.D. in Mathematical Economics from the University of Technology in Vienna in 1977. He also received a post-graduate degree in Economics from the Institute for Advanced Studies in Vienna. Professor Prucha serves/d as an Associate Editor of Econometric Theory, Journal of Econometrics, Regional Science and Urban Economics, and as a member of the editorial board of Letters in Spatial and Resource Sciences. He teaches in the area of Econometrics.

Prucha's research interests are in theoretical and applied econometrics. His current research interests in theoretical econometrics include cross-section models and static/dynamic panel-data models with cross-sectional/spatial/social interactions. Another major area of interest has been dynamic/static nonlinear models, and corresponding maximum likelihood and GMM estimation theory. Other areas of research include seemingly unrelated and simultaneous panel data models, robust and adaptive estimation methods, etc. Prucha’s applied work focuses on the determinants of dynamic factor demand (including investment in physical and R&D capital), productivity, and the econometric modeling and estimation of depreciation rates.  

Publications include: "On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components," Econometrica, 1984; "The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances" (with H. H. Kelejian), Econometrica, 1984; "A Comparison of Alternative Methods for the Estimation of Dynamic Factor Demand Models under Nonstatic Expectations," (with M.I. Nadiri), Journal of Econometrics, 1986; "A Class of Partially Adaptive One-Step M-Estimators for the Nonlinear Regression Model with Dependent Observations," (with B. M. Poetscher), Journal of Econometrics, 1986; "The Variance-Covariance Matrix of the Full Information Maximum Likelihood Estimators in Triangular Structural Systems: Consistent Estimation," Econometrica, 1987; "A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models," (with D.B. Madan), Journal of Econometrics, 1989; "A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes" (with B. M. Poetscher), Econometrica, 1989; "Generic Uniform Convergence and Equicontinuity Concepts for Random Functions: An Exploration of the Basic Structure," (with B.M. Poetscher), Journal of Econometrics, 1994; "Endogenous Capital Utilization and Productivity in Dynamic Demand Models: Theory and an Application to the U.S. Electrical machinery Industry" (with M.I. Nadiri), Journal of Econometrics, 1996; Dynamic Nonlinear Econometric Models, Asymptotic Theory (with B.M. Poetscher, Springer Verlag), 1997; "On the Asymptotic Distribution of the Moran I Test Statistic with Applications" (with H.H. Kelejian), Journal of Econometrics, 2001; "Estimation of Simultaneous Systems of Spatially Interrelated Cross Sectional Equations," (with H.H. Kelejian), Journal of Econometrics, 2004; "Panel Data Models with Spatially Correlated Error Components," (with M. Kapoor and H.H. Kelejian), Journal of Econometrics, 2007; "HAC Estimation in a Spatial Framework," (with H.H. Kelejian), Journal of Econometrics, 2007; "Central Limit Theorems and Uniform Laws of Large Numbers for Arrays of Random Fields," (with N. Jenish), Journal of Econometrics, 2009; "Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," (with H.H. Kelejian), Journal of Econometrics, 2010; "On Spatial Processes and Asymptotic Inference under Near-Epoch Dependence," (with N. Jenish), Journal of Econometrics, 2012; "Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity," (with G. Kuersteiner), Journal of Econometrics, 2013;"A Robust Test for Network Generated Dependence," (with X. Liu), Journal of Econometrics, 2018; "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," (with G. Kuersteiner), Econometrica, 2020; “Simultaneous Equations Models with Higher-Order Spatial or Social Network Interactions,” (with D. Drukker and P. Egger), Econometric Theory, 2023; "Efficient Peer Effects Estimators with Random Group Effects," (with G. Kuersteiner and Y. Zeng), Journal of Econometrics, 2023.