| 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;"
