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A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances

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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 ...
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A generalized moments estimator for the autoregressive parameter in a spatial model

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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 ...
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On the asymptotic distribution of the Moran< i> I</i> test statistic with applications

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HH Kelejian… - Journal of Econometrics, 2001 - Elsevier
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Panel data models with spatially correlated error components

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M Kapoor, HH Kelejian… - Journal of Econometrics, 2007 - Elsevier
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Estimation of the depreciation rate of physical and R&D capital in the US total manufacturing sector

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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. ...
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Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

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HH Kelejian… - Journal of Econometrics, 2010 - Elsevier
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[BOOK] Dynamic nonlinear econometric models: Asymptotic theory

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 ...
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Estimation of simultaneous systems of spatially interrelated cross sectional equations

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HH Kelejian… - Journal of Econometrics, 2004 - Elsevier
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HAC estimation in a spatial framework

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HH Kelejian… - Journal of Econometrics, 2007 - Elsevier
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R&D, production structure and rates of return in the US, Japanese and German manufacturing sectors: A non-separable dynamic factor demand model

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PA Mohnen, MI Nadiri… - European Economic Review, 1986 - Elsevier
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The structure of simultaneous equation estimators: A generalization towards nonnormal disturbances

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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 ...
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A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS*

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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 ...
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[PDF] Estimation of spatial regression models with autoregressive errors by two stage least squares procedures: a serious problem

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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 ...
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Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

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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 ...
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2SLS and OLS in a spatial autoregressive model with equal spatial weights

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HH Kelejian… - Regional Science and Urban Economics, 2002 - Elsevier
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Instrumental variable estimation of a spatial autoregressive model with autoregressive disturbances: Large and small sample results

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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 ...
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Dynamic factor demand models and productivity analysis

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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 ...
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[CITATION] Dynamic nonlinear econometric models

BM Potscher… - 2002 - Springer
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[PDF] Comparison and analysis of productivity growth and R&D investment in the electrical machinery industries of the United States and Japan

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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 ...
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A class of partially adaptive one-step< i> m</i>-estimators for the non-linear regression model with dependent observations

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BM Pötscher… - Journal of Econometrics, 1986 - Elsevier
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A uniform law of large numbers for dependent and heterogeneous data processes

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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 ...
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On the asymptotic efficiency of feasible Aitken estimators for seemingly unrelated regression models with error components

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 ...
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Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell system

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MI Nadiri… - Structural Change and Economic Dynamics, 1990 - Elsevier
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A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations

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IR Prucha… - Journal of Econometrics, 1986 - Elsevier
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Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the US electrical machinery industry

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IR Prucha… - Journal of Econometrics, 1996 - Elsevier
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Maximum likelihood and instrumental variable estimation in simultaneous equation systems with error components

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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 ...
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Independent or uncorrelated disturbances in linear regression: An illustration of the difference

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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.
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The relative efficiencies of various predictors in spatial econometric models containing spatial lags

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HH Kelejian… - Regional Science and Urban Economics, 2007 - Elsevier
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Generic uniform convergence and equicontinuity concepts for random functions* 1:: An exploration of the basic structure

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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. ...
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A note on the estimation of nonsymmetric dynamic factor demand models

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DB Madan… - Journal of Econometrics, 1989 - Elsevier
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Basic elements of asymptotic theory

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 ...
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Formulation and estimation of dynamic factor demand equations under non-static expectations: A finite horizon model

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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. ...
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[CITATION] Sources of growth of output and convergence of productivity in major OECD countries

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MI Nadiri… - International journal of production economics, 1997 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
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[CITATION] Analysis of spatially dependent data

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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.
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On the econometric estimation of a constant rate of depreciation

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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 ...
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[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 …
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On the computation of estimators in systems with implicity defined variables

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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.
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Estimation of a variable rate of depreciation: a dummy variable approach

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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. ...
Cited by 7 - Related articles - Library Search - All 10 versions

[CITATION] The variance-covariance matrix of the maximum likelihood estimator in triangular structural systems: consistent estimation

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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.
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Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the US Electrical...

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 ...
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R&D, Production Structure, and Productivity Growth in the US, Japaneseand German Manufacturing Sectors

PA Mohnen, MI Nadiri… - 1983 - en.scientificcommons.org
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[PDF] Maximum-likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances

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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 ...
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[CITATION] Generic uniform convergence and equicontinuity concepts for random functions: An exploration of the basic structure

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BM Potscher… - Journal of Econometrics, 1994 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
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[PDF] A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables

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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 ...
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[CITATION] Prediction efficiencies in spatial models with spatial lags

HH Kelejian… - University of Maryland, College Park, Economics …, 2004
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On the specification of accelerator coefficients in dynamic factor demand models

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IR Prucha… - Economics Letters, 1991 - Elsevier
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[CITATION] Panel Data Models with Spatially Correlated Error Components, forthcoming in Journal of Econometrics

M Kapoor, HH Kelejian… - 2004
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[CITATION] Comparison and Analysis of Productivity Growth and R&D Investment in the Electrical Machinery Industries of the United States and Japan, in Productivity …

MI Nadiri… - CR Hulten, University of Chicago …, 1990 - en.scientificcommons.org
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[CITATION] Specification and Estimation of Spatial Autoregressive and Heteroskedastic Disturbances. 48

HH Kelejian… - 2006
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[CITATION] Panel Data Models with Spatially Correlated Error Components

M Kapoor, H Kelejian… - 2002 - Working Paper, University of …
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[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 …
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[CITATION] Panel Data Models With Spatially Correlated Error Components

K Mudit, HH Kelejian… - ISB Workding Paper Series, 2004
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[CITATION] Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models

IR Prucha, MI Nadiri… - 1991 - NBER
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R&D, Production Structure, and Productivity Growth in the US, Japaneseand German Manufacturing Sectors

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 ...
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[CITATION] forthcoming.“Panel Data Models with Spatially Correlated Error Components.”

M Kapoor, H Kelejian… - Journal of Econometrics
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[CITATION] Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model

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.
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[PDF] LAD and Quantile Regression: Course Handout1

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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 ...
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2001 NORTH AMERICAN SUMMER MEETING OF THE ECONOMETRIC SOCIETY ANNOUNCEMENT AND CALL FOR PAPERS

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 ...
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[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, …
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Badi H. Baltagi Texas A&M University, College Station, USA Xavier de Luna Umeå University, Umeå, Sweden Robin Dubin Case Western Reserve University, USA …

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 ...
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[CITATION] Editors: TAKESHI AMEMIYA A. RONALD GALLANT JOHN F. GEWEKE

C HSIAO, P ROBINSON, A ZELLNER… - Journal of …, 2008 - North Holland Pub. Co.
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[PDF] Handout for Econ 624 Classical Nonlinear Econometric Models1

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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. ...
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[PDF] Nonparametric and Semiparametric Econometric Methods: Course Handout1

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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. ...
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[PDF] Estimation of Panel Data Models: Class Handout1

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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. ...
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[PDF] Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity

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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 ...
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[CITATION] Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler

Full text - MIT Libraries
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.
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[PDF] С V. STARR CENTER FOR APPLIED ECONOMICS

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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 ...
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DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY

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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 ...
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[PDF] Dynamic Panel Data Models: Class Handout1

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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. ...
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[PDF] С V. STARR CENTER FOR APPLIED ECONOMICS

[PDF] from nyu.edu
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 ...
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[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 …
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[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

[PDF] С V. STARR CENTER FOR APPLIED ECONOMICS

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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 ...
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[PDF] Handout for Econ 624 Classical Linear Regression Model1

[PDF] from chesnes.com
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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