University of MAryland
   Ingmar R. Prucha


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·   Econometric Workshop

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Research:  More Recent Papers

The following provides links to pdf files of some selected recent published articles and working papers:

  • "Simultaneous Equations Models with Higher-Order Spatial or Social Network Interactions" (with D.M. Drukker and P.H. Egger), Econometric Theory, 2021 forthcoming [pdf file]  [pdf file long]

  • "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," (with G.M. Kuersteiner), Econometrica 88, 2020, 2109-2146 [pdf file][pdf file long]   

  • "A Robust Test for Network Generated Dependence," (with X. Liu), Journal of Econometrics 207, 2018, 92-113 [pdf file]

  • "Comments on OPG Variants of LM Tests for Spatial Dependence", Department of Economics, University of Maryland, 2017 [pdf file]

  • "Generalized Method of Moments Estimation of Spatial Models," in M.M. Fischer and P. Nijkamp (eds.), J.P. Le Sage (section editor), Handbook of Regional Science, Spatial Econometrics, Springer Verlag. 2014, 1957-1618. [pdf file]

  • "Finite Sample Properties of Pre-Test Estimators of Spatial Models,"  (with G. Piras), Regional Science and Urban Economics, 46, 2014, 103-116. [pdf file][online]

  • "Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity" (with G.M. Kuersteiner), Journal of Econometrics 174, 2013, 107-126. [pdf file][online]

  • "On Two-step Estimation of Spatial Autoregressive Models with Autoregressive Disturbances and Endogenous Regressors," (with D.M. Drukker and P. Egger), Econometric Reviews 32, 2013, 686-733. [pdf file] [online]

  • "On the I2(q) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties," (with D.M. Drukker), Spatial Economic Analysis, 8, 2013, 271-192. [pdf file][online] 

  • "Maximum-Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances," (with D.M. Drukker, and R. Raciborski), Stata Journal 13, 2013,221-241. [pdf file]

  • "Creating and Managing Spatial-Weighting Matrices Using the spmat Command," (with D.M. Drukker, H. Peng, and R. Raciborski), Stata Journal 13, 2013, 242-286. [pdf file]

  • "A Command for Estimating Spatial-Autoregressive Models with Spatial-Autoregressive Disturbances and Additional Endogenous Variables," (with D.M. Drukker, and R. Raciborski), Stata Journal 13, 2013, 287-301. [pdf file]