HH Kelejian… - The Journal of Real Estate Finance and …, 1998 - Springer
Page 1. Journal of Real Estate Finance and Economics, Vol. 17:1, 99±121 (1998) © 1998 Kluwer
Academic Publishers, Boston. Manufactured in The Netherlands. A Generalized Spatial
Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive ...
HH Kelejian… - International economic review, 1999 - Wiley Online Library
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 40, No. 2, May 1999 A GENERALIZED
MOMENTS ESTIMATOR FOR THE AUTOREGRESSIVE PARAMETER IN A SPATIAL MODEL*
BY HARRY H. KELEJIAN AND INGMAR R. PRUCHA 1 Uni¨ersity of Maryland, USA ...
HH Kelejian… - Journal of Econometrics, 2001 - Elsevier
M Kapoor, HH Kelejian… - Journal of Econometrics, 2007 - Elsevier
MI Nadiri… - 1997 - nber.org
Page 1. NBER WORKING PAPER SERIES ESTIMATION OF THE DEPRECIATION
RATE OF PHYSICAL AND R&D CAPITAL IN THE US TOTAL MANUFACTURING
SECTOR M. Ishaq Nadiri Ingmar R. Prucha Working Paper No. ...
HH Kelejian… - Journal of Econometrics, 2010 - Elsevier
BM Pötscher… - 1997 - books.google.com
Page 1. BMPotscher T R.Prucha LIU LllCzttL (^ Asymptotic Theory Springer Page
2. Page 3. Page 4. Page 5. Dynamic Nonlinear Econometric Models Asymptotic Theory
Page 6. Springer Berlin Heidelberg New York Barcelona ...
HH Kelejian… - Journal of Econometrics, 2004 - Elsevier
HH Kelejian… - Journal of Econometrics, 2007 - Elsevier
PA Mohnen, MI Nadiri… - European Economic Review, 1986 - Elsevier
IR Prucha… - Econometrica: Journal of the Econometric Society, 1984 - JSTOR
Page 1. Econometrica, Vol. 52, No. 3 (May, 1984) THE STRUCTURE OF SIMULTANEOUS
EQUATION ESTIMATORS: A GENERALIZATION TOWARDS NONNORMAL
DISTURBANCES BY INGMAR R. PRUCHA AND HARRY H. KELEJIAN ...
I Arraiz, DM Drukker, HH Kelejian… - Journal of Regional …, 2010 - Wiley Online Library
... grants R43 AG027622 and R44 AG027622. Ingmar Prucha also thanks the CESifo
in Munich for their hospitality and appreciates their support in writing this paper.
Publication History. Issue published online: 5 MAY 2010; Article ...
HH Kelejian… - International Regional Science Review, 1997 - Citeseer
Page 1. ©INTERNATIONAL REGIONAL SCIENCE REVIEW 20, 1 & 2: 103–111 (1997)
ESTIMATION OF SPATIAL REGRESSION MODELS WITH AUTOREGRESSIVE ERRORS BY
TWO- STAGE LEAST SQUARES PROCEDURES: ASERIOUS PROBLEM ...
D Das, HH Kelejian… - Papers in Regional Science, 2003 - Springer
Page 1. Papers Reg. Sci. 82, 1–26 (2003) c RSAI 2003 Finite sample properties of
estimators of spatial autoregressive models with autoregressive disturbances Debabrata
Das 1 , Harry H. Kelejian 2 , Ingmar R. Prucha 2 1 Freddie ...
HH Kelejian… - Regional Science and Urban Economics, 2002 - Elsevier
HH Kelejian, IR Prucha… - 2004 - emeraldinsight.com
The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type
instrumental variable (IV) estimator of the parameters of a spatial first order autoregressive model
with first order autoregressive disturbances. We demonstrate that our estimator is asymptotically ...
MI Nadiri… - 1999 - nber.org
Page 1. NBER WORKING PAPER SERIES DYNAMIC FACTOR DEMAND MODELS
AND PRODUCTIVITY ANALYSIS M. Ishaq Nadiri Ingmar R. Prucha Working Paper
7079 http://www.nber.org/papers/w7079 NATIONAL BUREAU ...
[CITATION] Dynamic nonlinear econometric models
BM Potscher… - 2002 - Springer
MI Nadiri… - 1991 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: Productivity Growth in Japan and the United States Volume Author/Editor:
Charles R. Hulten, editor Volume Publisher: University of Chicago Press ...
BM Pötscher… - Journal of Econometrics, 1986 - Elsevier
BM Pötscher… - Econometrica: Journal of the Econometric Society, 1989 - JSTOR
Page 1. Econometrica, Vol. 57, No. 3 (May 1989), 675-683 NOTES AND COMMENTS A
UNIFORM LAW OF LARGE NUMBERS FOR DEPENDENT AND HETEROGENEOUS DATA
PROCESSES BY BENEDIKT M. POTSCHER AND INGMAR R. PRUCHA1 ...
IR Prucha - Econometrica: Journal of the Econometric Society, 1984 - JSTOR
Page 1. Econometrica, Vol. 52, No. 1 (January, 1984) NOTES AND COMMENTS ON THE
ASYMPTOTIC EFFICIENCY OF FEASIBLE AITKEN ESTIMATORS FOR SEEMINGLY UNRELATED
REGRESSION MODELS WITH ERROR COMPONENTS BY INGMAR R. PRUCHA ...
MI Nadiri… - Structural Change and Economic Dynamics, 1990 - Elsevier
IR Prucha… - Journal of Econometrics, 1986 - Elsevier
IR Prucha… - Journal of Econometrics, 1996 - Elsevier
IR Prucha - International Economic Review, 1985 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 26, No. 2, June, 1985 MAXIMUM
LIKELIHOOD AND INSTRUMENTAL VARIABLE ESTIMATION IN SIMULTANEOUS EQUATION
SYSTEMS WITH ERROR COMPONENTS* BY INGMAR R. PRUCHA1 ...
HH Kelejian… - Economics Letters, 1985 - Elsevier
Recently models with possibly non-normally distributed disturbances have attracted more attention.
For such models independence and uncorrelatedness are not equ.
HH Kelejian… - Regional Science and Urban Economics, 2007 - Elsevier
BM Pötscher… - Journal of econometrics, 1994 - Elsevier
... references]. Equicontinuitytype concepts for random functions have recently also been
utilized more widely in the Correspondence lo: Ingmar Prucha, Department of Economics,
University of Maryland, College Park, MD 20742, USA. ...
DB Madan… - Journal of Econometrics, 1989 - Elsevier
BM Pötscher… - A companion to theoretical …, 2001 - Wiley Online Library
Page 1. BASIC ELEMENTS OF ASYMPTOTIC THEORY 201 CHAPTER TEN Basic
Elements of Asymptotic Theory Benedikt M. Pötscher and Ingmar R. Prucha 1
INTRODUCTION Consider the estimation problem where we would ...
IR Prucha… - 1982 - nber.org
Page 1. NBER TECHNICAL PAPER SERIES FORMULATION AND ESTIMATION OF DYNAMIC
FACTOR DEMAND EQUATIONS UNDER NON-STATIC EXPECTATIONS: A FINITE HORIZON
MODEL Ingmar R. Prucha M. Ishaq Nadiri Technical Paper No. ...
MI Nadiri… - International journal of production economics, 1997 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
B Baltagi, HH Kelejian… - Journal of Econometrics, 2007 - econpapers.repec.org
By Badi Baltagi, Harry H. Kelejian and Ingmar R. Prucha; Analysis of spatially dependent data.
IR Prucha - Empirical Economics, 1995 - Springer
Page 1. |mIIIII/EMPIRICAL Empirical Economics (1995)20: 299-302 |~IIIII/ECONOltlKS On the
Econometric Estimation of a Constant Rate of Depreciation INGMAR R. PRUCHA Department
of Economics, University of Maryland, College Park MD 20742, USA ...
[CITATION] On the estimation of the variance covariance matrix of maximum likelihood estimators in nonlinear simultaneous equation systems: A Monte Carlo study
IR Prucha… - 1984 - Department of Economics, University …
IR Prucha… - Economics Letters, 1988 - Elsevier
Estimators are often defined as the maximizing values of some objective function. This note
introduces an algorithm for the computation of such estimators for t.
I Prucha - Structural Change and Economic Dynamics, 1997 - Elsevier
Many important economic problems require measures of both physical and R&D capital.
Except for some recent studies, there have been relatively few contributions in the literature
that provide econometric estimates for the depreciation rates of physical and R&D capital. ...
IR Prucha - Econometrica, 1987 - econpapers.repec.org
By Ingmar R Prucha; The Variance-Covariance Matrix of the Maximum Likelihood
Estimator in Triangular Structural Systems: Consistent.
IR Prucha… - 1991 - nber.org
Page 1. NBER WORKING PAPERS SERIES ENDOGENOUS CAPITAL UTILIZATION
AND PRODUCTIVITY MEASUREMENT IN DYNAMIC FACTOR DEMAND MODELS:
THEORY AND AN APPLICATION TO THE US ELECTRICAL ...
PA Mohnen, MI Nadiri… - 1983 - en.scientificcommons.org
DM Drukker, IR Prucha… - 2011 - econweb.umd.edu
Page 1. 1 Maximum-likelihood and generalized spatial two-stage least-squares estimators
for a spatial-autoregressive model with spatial-autoregressive disturbances David M.
Drukker StataCorp College Station, TX ddrukker@stata.com ...
BM Potscher… - Journal of Econometrics, 1994 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
DM Drukker, IR Prucha… - 2011 - econ-server.umd.edu
Page 1. The Stata Journal (2001) 1, Number 1, pp. 1–13 A command for estimating
spatial-autoregressive models with spatial-autoregressive disturbances and additional
endogenous variables David M. Drukker StataCorp College Station, TX ddrukker@stata.com ...
[CITATION] Prediction efficiencies in spatial models with spatial lags
HH Kelejian… - University of Maryland, College Park, Economics …, 2004
IR Prucha… - Economics Letters, 1991 - Elsevier
[CITATION] Panel Data Models with Spatially Correlated Error Components, forthcoming in Journal of Econometrics
M Kapoor, HH Kelejian… - 2004
MI Nadiri… - CR Hulten, University of Chicago …, 1990 - en.scientificcommons.org
[CITATION] Specification and Estimation of Spatial Autoregressive and Heteroskedastic Disturbances. 48
HH Kelejian… - 2006
[CITATION] Panel Data Models with Spatially Correlated Error Components
M Kapoor, H Kelejian… - 2002 - Working Paper, University of …
[CITATION] Dynamic Factor Models, Productivity Measurement, and Rates of Return: Theory and an Empirical Application to the US Bell System.”
MI Nadiri… - 1989 - National Bureau of Economic …
[CITATION] Panel Data Models With Spatially Correlated Error Components
K Mudit, HH Kelejian… - ISB Workding Paper Series, 2004
[CITATION] Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models
IR Prucha, MI Nadiri… - 1991 - NBER
P Mohnen, MI Nadiri… - 1984 - nber.org
The paper analyzes the production structure and the demand for inputs in three major
industrialized countries, the US, Japan and Germany. A dynamic factor demand model with
two variable inputs (labor and energy) and two quasi-fixed inputs (capital and R&D) is ...
[CITATION] forthcoming.“Panel Data Models with Spatially Correlated Error Components.”
M Kapoor, H Kelejian… - Journal of Econometrics
MI Nadiri… - Working Papers, 1982 - econpapers.repec.org
By M. Ishaq Nadiri and Ingmar R. Prucha; Formulation and Estimation of Dynamic Factor Demand
Equations Under Non-Static Expectations: A Finite Horizon Model.
IR Prucha - 2009 - econ-server.umd.edu
Page 1. LAD and Quantile Regression: Course Handout1 Ingmar R. Prucha April 2009 1 The
handout should be viewed as copy protected, and should not be distributed outside the course
setting. The handout is in draft form. Feedback is welcome. Page 2. Contents ...
B Allen, J Andreoni,
L Ausubel, K Bagwell… - …, 2001 - Wiley Online Library
THE 2001 AUSTRALASIAN MEETING of the Econometric Society will be held in Auckland,
New Zealand from Friday 6 July to Sunday 8 July, inclusive. The program co-chairs are
Bryce Hool and Peter CB Phillips. The meeting is open to all economists and ...
[CITATION] R&D, Production Structure, and Rates of Return in the US, Japenese [sic] and German Manufacturing Sectors: a Nonseparable Dynamic Factor Demand …
P Mohnen, MI Nadiri, IR Prucha… - 1985 - Dép. de science économique, …
T Goicoa, LW Hepple, HH Kelejian, JT LaFrance… - emeraldinsight.com
Page 1. LIST OF CONTRIBUTORS Badi H. Baltagi Texas A&M University, College Station, USA
Xavier de Luna Umeå University, Umeå, Sweden Robin Dubin Case Western Reserve University,
USA Marc G. Genton North Carolina State University, Raleigh, USA ...
[CITATION] Editors: TAKESHI AMEMIYA A. RONALD GALLANT JOHN F. GEWEKE
C HSIAO, P ROBINSON, A ZELLNER… - Journal of …, 2008 - North Holland Pub. Co.
IR Prucha - chesnes.com
Page 1. Handout for Econ 624 Classical Nonlinear Econometric Models1 Ingmar R. Prucha
5/12/2005 1 Personal notes. These notes are in draft form and provide brief summaries of
important material presented in the lecture and/or discussion section. ...
IR Prucha - 2011 - econ-server.umd.edu
Page 1. Nonparametric and Semiparametric Econometric Methods: Course Handout1
Ingmar R. Prucha April 2011 1 The handout should be viewed as copy protected,
and should not be distributed outside the course setting. ...
IR Prucha - Review of Seemingly Unrelated Regression …, 2009 - econ-server.umd.edu
Page 1. Estimation of Panel Data Models: Class Handout1 Ingmar R. Prucha April 2009 1
Copy-write: Ingmar R. Prucha. These notes provide a summary of important material presented
in the lecture. The material will be augmented in class with a more in depth discussion. ...
GM Kuersteiner… - 2009 - economics.sas.upenn.edu
... Rutgers University for their helpful comments. Ingmar Prucha gratefully acknowledges
financial support from the National Institute of Health through the SBIR grants R43
AG027622 and R44 AG027622. 2 Bai and Ng (2006a ...
BM Pötscher… - Journal of Econometrics, 2004 - econpapers.repec.org
By Benedikt M Pötscher and Ingmar R. Prucha; Contributions to econometrics, time-series
analysis, and systems identification: a Festschrift in honor of Manfred.
MI Nadiri… - 1988 - econ.as.nyu.edu
Page 1. ECONOMIC RESEARCH REPORTS COMPARISON AND ANALYSIS OF
PRODUCTIVITY GROWTH AND R&D INVESTMENT IN THE ELECTRICAL
MACHINERY INDUSTRIES OF THE UNITED STATES AND JAPAN ...
BM Pötscher… - Econometric Theory, 2000 - Cambridge Univ Press
... Benedikt Pötscher and Ingmar Prucha are two exceptional econometricians who combine an
extraordinary knowledge of the statistics and econometrics literature with great analytical skills+
Both are excellent mathematicians, and the comment that can be heard among ...
IR Prucha - 2011 - econ-server.umd.edu
Page 1. Dynamic Panel Data Models: Class Handout1 Ingmar R. Prucha May 2011 1 Copy-write:
Ingmar R. Prucha. These notes provide a summary of important material presented in the lecture.
The material will be augmented in class with a more in depth discussion. ...
IR Prucha… - 1987 - econ.nyu.edu
Page 1. ECONOMIC RESEARCH REPORTS ENDOGENOUS CAPITAL UTILIZATION
AND PRODUCTIVITY MEASUREMENT IN DYNAMIC FACTOR DEMAND MODELS:
THEORY AND AN APPLICATION TO THE US ELECTRICAL ...
[CITATION] Endogenous Capital Utilization and Production Measurement in Dynamic Factor Demand Models: Theory and an Application to the US Electrical …
IR Prucha… - 1991 - New York University, Faculty of Arts …
[CITATION] Mas-Colell, Andreu 83 Meacci, Ferdinando 127-8 Menger, Carl 36, 72, 74, 126, 135, 147 Metcalfe, John Stanley 258
MI Nadiri, WG Hoffmann, S Hollander… - Capital, time and …, 2009 - Taylor & Francis
BM Potscher… - 1987 - econ.as.nyu.edu
Page 1. ECONOMIC RESEARCH REPORTS A UNIFORM LAW OF LARGE
NUMBERS FOR DEPENDENT AND HETEROGENEOUS DATA PROCESSES by
Benedikt M. Potscher and Ingmar R. Prucha RR #87-26 July 1987 ...
IR Prucha - chesnes.com
Page 1. Handout for Econ 624 Classical Linear Regression Model1 Ingmar R. Prucha
1/18/2005 1 Personal notes. These notes are in draft form and provide brief summaries
of important material presented in the lecture and/or discussion section. ...
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