University of MAryland
   Ingmar R. Prucha


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·   Econometric Workshop

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Research:  Programs

On this page we provide links to sample programs for estimators introduced in some recent papers. The programs seem to be free of error. Please feel free to download, modify, and use these programs. However, we (Harry Kelejian, Ingmar Prucha and other authors) do not assume any responsibility for possibly remaining errors. Under no circumstances shall we be liable for any damages whatsoever arising out of the use of these programs or out of the inability to use these programs.

Please click on the title of the respective papers below to be transferred to the corresponding sample programs.

 
 
▪   Harry H. Kelejian and Ingmar R. Prucha
A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 
International Economic Review, 40, 1999, 509-533.
 
▪   Harry H. Kelejian and Ingmar R. Prucha
A Generalized Spatial Two-Stage Least Squares Procedures for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 
Journal of Real Estate Finance and Economics, 17, 1998, 99-121.
 
▪   Harry H. Kelejian and Ingmar R. Prucha
Estimation of Simultaneous Systems of Spatially Interrelated Cross Sectional Equations
Journal of Econometrics 118, 2004, 27-50. 
 
▪   Mudit Kapoor, Harry H. Kelejian and Ingmar R. Prucha 
Panel Data Models with Spatially Correlated Error Components 
Journal of Econometrics, 140, 2007, 97-130.