University of MAryland
   Ingmar R. Prucha


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Research:  Selected Older Papers

The following provides links to pdf files of some selected older published articles:

  • "On Spatial Processes and Asymptotic Inference under Near-Epoch Dependence" (with N. Jenish), Journal of Econometrics 170, 2012, 178-190. [pdf file, pdf file long]

  • "Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances" (with H.H. Kelejian), Journal of Econometrics 157, 2010, 53-67. [pdf file, pdf file long]

  • "Spatial Models with Spatially Lagged Dependent Variables and Incomplete data" (with H.H. Kelejian), Journal of Geographical Systems, 12, 2010, 241-257. [pdf file]

  • "A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results" (with I. Arraiz, D.M. Drukker and H.H. Kelejian), Journal of Regional Science 50, 2010, 592-614. [pdf file]

  • "Central Limit Theorems and Uniform Laws of Large Numbers for Arrays of Random Fields" (with N. Jenish), Journal of Econometrics 150, 2009, 86-98. [pdf file, pdf file long]

  • "HAC Estimation in a Spatial Framework" (with H.H. Kelejian), Journal of Econometrics 140, 2007, 131-154. [pdf file]

  • "Panel Data Models with Spatially Correlated Error Components," (with M. Kapoor and H. H. Kelejian), Journal of Econometrics 140, 2007, 97-130. [pdf file]

  • "The Relative Efficiencies of Various Predictors in Spatial Econometric Models Containing Spatial Lags," (with H.H. Kelejian), Regional Science and Urban Economics 37 (2007), 363-374. [PDF file]

  • "Estimation Problems in Models With Spatial Weighting Matrices Which Have Blocks of Equal Elements," (with H. H. Kelejian and  Y. Yuzefovich), Journal of Regional Science 46, 2006, 507-515. [pdf file]

  • "Instrumental Variable Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances:  Large and Small Sample Results", (with H. H. Kelejian and  Y. Yuzefovich), in J. LeSage and R.K. Pace, Advances in Econometrics, New York: Elsevier, 2004, 163-198. [pdf file] [online]

  • "Estimation of Simultaneous Systems of Spatially Interrelated Cross Sectional Equations," (with H.H. Kelejian), Journal of Econometrics 118, 2004, 27-50. [pdf file]  

  • "Finite Sample Properties of Estimators of Spatial Autoregressive Models with Autoregressive Disturbances," (with D. Das and H.H. Kelejian),  Papers in Regional Science, 82, 2003, 1-26. [pdf file]

  • "2SLS and OLS in a Spatial Autoregressive Model with Equal Spatial Weights," (with H.H. Kelejian), Regional Science and Urban Economics, 32, 2002, 691-707. [pdf file]

  • "On the Asymptotic Distribution of the Moran I Test Statistic with Applications," (with H.H. Kelejian), Journal of Econometrics 104, 2001, 219-257. [pdf file]

  • "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," (with H.H. Kelejian), International Economic Review, 40, 1999, 509-533. [pdf file]

  • "A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," (with H.H. Kelejian), Journal of Real Estate Finance and Economics, 17, 1998, 99-121. [pdf file]

  • "Estimation of the Spatial Autoregressive Parameter by Two Stage Least Squares Procedures: A Serious Problem," (with H.H. Kelejian), International Regional Science Review, 20, 1997, 103-111.

  • "Estimation of a Variable Rate of Depreciation: A Dummy Variable Approach," Structural Change and Economic Dynamics, 8, 1997, 319-325. [pdf file]

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

  • "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," (with B.M. Poetscher), Statistics, 25, 1994, 343-360. [pdf file]

  • "Generic Uniform Convergence and Equicontinuity Concepts for Random Functions: An Exploration of the Basic Structure," (with B.M. Poetscher), Journal of Econometrics, 60, 1994, 23-63. [pdf file]

  • "A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models," (with D.B. Madan), Journal of Econometrics, 42, 1989, 275-283. [pdf file]

  • "A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes," (with B.M. Poetscher), Econometrica, 57, 1989, 675-683. [pdf file]

  • "The Variance-Covariance Matrix of the Full Information Maximum Likelihood Estimators in Triangular Structural Systems: Consistent Estimation," Econometrica, 55(4), 1987, 977-978. [pdf file]

  • "A Comparison of Alternative Methods for the Estimation of Dynamic Factor Demand Models under Nonstatic Expectations," (with M.I. Nadiri), Journal of Econometrics, 33(1/2), 1986, 187-211. [pdf file]

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

  • "A Class of Partially Adaptive One-Step M-Estimators for the Nonlinear Regression Model with Dependent Observations," (with B. M. Poetscher), Journal of Econometrics, 32(2), 1986, 219-251. [pdf file]

  • "Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components," International Economic Review, 26(2), 1985, 491-506. [pdf file]

  • "The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances" (with H. H. Kelejian), Econometrica, 52(3), 1984, 721-736. [pdf file]

  • "On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components," Econometrica, 52(1), 1984, 203-207. [pdf file]