University of MAryland
   Ingmar R. Prucha


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Research

Research Interests

  • Theoretical Econometrics: Cross sectional and panel data models with spatial dependencies; dynamic nonlinear time series models; asymptotic theory for M-estimators, including maximum likelihood and GMM estimators; seemingly unrelated and simultaneous panel data models; robust and adaptive estimation methods; etc.
  • Applied Econometrics: Determinants of dynamic factor demand, including investment in physical and R&D capital; productivity; econometric modeling and estimation of depreciation rates for capital and R&D; etc.

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