Ingmar R. Prucha : Citation Profile


Are you Ingmar R. Prucha?

University of Maryland

22

H index

31

i10 index

4333

Citations

RESEARCH PRODUCTION:

48

Articles

30

Papers

2

Chapters

RESEARCH ACTIVITY:

   43 years (1979 - 2022). See details.
   Cites by year: 100
   Journals where Ingmar R. Prucha has often published
   Relations with other researchers
   Recent citing documents: 234.    Total self citations: 37 (0.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr355
   Updated: 2022-09-24    RAS profile: 2021-07-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kuersteiner, Guido (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ingmar R. Prucha.

Is cited by:

Baltagi, Badi (145)

Egger, Peter (138)

Lee, Lung-Fei (138)

Fingleton, Bernard (91)

Yang, Zhenlin (72)

Pesaran, M (66)

Piras, Gianfranco (66)

Badinger, Harald (65)

Le Gallo, Julie (52)

Pfaffermayr, Michael (52)

Debarsy, Nicolas (47)

Cites to:

Lee, Lung-Fei (37)

Baltagi, Badi (35)

Case, Anne (18)

Pinkse, Joris (14)

Slade, Margaret (13)

Andrews, Donald (13)

Pötscher, Benedikt (12)

Pesaran, M (11)

Li, Dong (10)

conley, timothy (10)

de jong, Robert (9)

Main data


Where Ingmar R. Prucha has published?


Journals with more than one article published# docs
Journal of Econometrics16
Econometrica4
Regional Science and Urban Economics3
Economics Letters3
Stata Journal3
International Economic Review2
Empirical Economics2
Journal of Regional Science2
Spatial Economic Analysis2
Structural Change and Economic Dynamics2

Working Papers Series with more than one paper published# docs
Working Papers / C.V. Starr Center for Applied Economics, New York University8
NBER Working Papers / National Bureau of Economic Research, Inc6
Electronic Working Papers / University of Maryland, Department of Economics6
CESifo Working Paper Series / CESifo4

Recent works citing Ingmar R. Prucha (2022 and 2021)


YearTitle of citing document
2021Human development and governance in Africa: do good fences make good neighbours?. (2021). Asongu, Simplice ; Diop, Samba. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/051.

Full description at Econpapers || Download paper

2021Human development and governance in Africa: do good fences make good neighbours?. (2021). Asongu, Simplice ; Diop, Samba. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/051.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Imitative Pricing: the Importance of Neighborhood Effects in Physicians’ Consultation Prices. (2022). Herrera-Gomez, Marcos ; Montmartin, Benjamin. In: Working Papers. RePEc:aoz:wpaper:123.

Full description at Econpapers || Download paper

2021Limit Theorems for Network Dependent Random Variables. (2019). Marmer, Vadim ; Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:1903.01059.

Full description at Econpapers || Download paper

2021Causal Inference Under Approximate Neighborhood Interference. (2019). Leung, Michael. In: Papers. RePEc:arx:papers:1911.07085.

Full description at Econpapers || Download paper

2021Saddlepoint approximations for spatial panel data models. (2020). Scaillet, Olivier ; Ronchetti, Elvezio ; la Vecchia, Davide ; Jiang, Chaonan. In: Papers. RePEc:arx:papers:2001.10377.

Full description at Econpapers || Download paper

2021Dependence-Robust Inference Using Resampled Statistics. (2020). Leung, Michael P. In: Papers. RePEc:arx:papers:2002.02097.

Full description at Econpapers || Download paper

2022Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

Full description at Econpapers || Download paper

2021Inference in Differences-in-Differences with Few Treated Units and Spatial Correlation. (2020). Ferman, Bruno. In: Papers. RePEc:arx:papers:2006.16997.

Full description at Econpapers || Download paper

2021Nonparametric prediction with spatial data. (2020). Hidalgo, Javier ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.04269.

Full description at Econpapers || Download paper

2021Efficient closed-form estimation of large spatial autoregressions. (2020). Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.12395.

Full description at Econpapers || Download paper

2022A Robust Score-Driven Filter for Multivariate Time Series. (2020). Mazzocchi, Mario ; Luati, Alessandra ; D'Innocenzo, Enzo. In: Papers. RePEc:arx:papers:2009.01517.

Full description at Econpapers || Download paper

2022Non-Identifiability in Network Autoregressions. (2020). Martellosio, Federico. In: Papers. RePEc:arx:papers:2011.11084.

Full description at Econpapers || Download paper

2022Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255.

Full description at Econpapers || Download paper

2021The Bootstrap for Network Dependent Processes. (2021). Kojevnikov, Denis. In: Papers. RePEc:arx:papers:2101.12312.

Full description at Econpapers || Download paper

2021Spatial Correlation Robust Inference. (2021). Watson, Mark W ; Muller, Ulrich K. In: Papers. RePEc:arx:papers:2102.09353.

Full description at Econpapers || Download paper

2022Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

Full description at Econpapers || Download paper

2022Rate-Optimal Cluster-Randomized Designs for Spatial Interference. (2021). Leung, Michael P. In: Papers. RePEc:arx:papers:2111.04219.

Full description at Econpapers || Download paper

2021Dynamic Network Quantile Regression Model. (2021). Zheng, Chaowen ; Shin, Yongcheol ; Wang, Weining ; Xu, Xiu. In: Papers. RePEc:arx:papers:2111.07633.

Full description at Econpapers || Download paper

2022Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach. (2021). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2112.15114.

Full description at Econpapers || Download paper

2022Dynamic Spatiotemporal ARCH Models. (2022). Otto, Philipp ; Tacspinar, Suleyman ; Dougan, Osman. In: Papers. RePEc:arx:papers:2202.13856.

Full description at Econpapers || Download paper

2022Inference in Linear Dyadic Data Models with Network Spillovers. (2022). Canen, Nathan ; Sugiura, KO. In: Papers. RePEc:arx:papers:2203.03497.

Full description at Econpapers || Download paper

2022A Multivariate Spatial and Spatiotemporal ARCH Model. (2022). Otto, Philipp. In: Papers. RePEc:arx:papers:2204.12472.

Full description at Econpapers || Download paper

2022Spatial Econometrics for Misaligned Data. (2022). Pouliot, Guillaume Allaire. In: Papers. RePEc:arx:papers:2207.04082.

Full description at Econpapers || Download paper

2021Agglomeration Spillover Effects in German Land and House Prices at the City and County Levels. (2021). Lee, Gabriel ; Braun, Stefanie. In: Working Papers. RePEc:bav:wpaper:207_braunlee.

Full description at Econpapers || Download paper

2022Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: BCAM Working Papers. RePEc:bbk:bbkcam:2203.

Full description at Econpapers || Download paper

2022Locked up? The development and internal migration nexus in Colombia. (2022). Gu, Hengyu ; Acosta, Karina . In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:304.

Full description at Econpapers || Download paper

2021Urban proximity, access to value chains, and dairy productivity in Ethiopia. (2021). Tamru, Seneshaw ; Minten, Bart ; Vandercasteelen, Joachim. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:4:p:665-678.

Full description at Econpapers || Download paper

2022The impacts of temperature on Chinese food processing firms. (2022). Yang, LU ; Khanna, Madhu ; Chen, Xiaoguang. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:256-279.

Full description at Econpapers || Download paper

2022Price recovery after the flood: risk to residential property values from climate change?related flooding. (2022). Stirkwang, Leon ; Cox, Simon ; Moore, Antoni ; Diazrainey, Ivan ; Thorsnes, Paul ; Nguyen, Quyen. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:3:p:532-560.

Full description at Econpapers || Download paper

2021Regional inflation persistence in Turkey. (2021). Duran, Hasan Engin ; Dindarolu, Burak. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:1:p:460-491.

Full description at Econpapers || Download paper

2021CROSS?SECTIONAL DEPENDENCE AND SPILLOVERS IN SPACE AND TIME: WHERE SPATIAL ECONOMETRICS AND GLOBAL VAR MODELS MEET. (2021). Elhorst, J.Paul ; Tereanu, Eugen ; Gross, Marco. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:192-226.

Full description at Econpapers || Download paper

2021A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching. (2021). Li, Rui ; Kiku, Dana ; Ai, Hengjie ; Tong, Jincheng. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:317-356.

Full description at Econpapers || Download paper

2022Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638.

Full description at Econpapers || Download paper

2021The geography of COVID?19 and the structure of local economies: The case of Italy. (2021). Montresor, Sandro ; Faggian, Alessandra ; Ascani, Andrea. In: Journal of Regional Science. RePEc:bla:jregsc:v:61:y:2021:i:2:p:407-441.

Full description at Econpapers || Download paper

2021Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago. (2021). Chae, Jiyoung ; Doan, Osman ; Tapinar, Suleyman ; Bera, Anil K. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1243-1272.

Full description at Econpapers || Download paper

2021Ethnic regional networks and immigrants earnings: A spatial autoregressive network approach. (2021). Wang, Xingang ; Maani, Sholeh. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:1:p:141-168.

Full description at Econpapers || Download paper

2021Infant mortality in Turkey: Causes and effects in a regional context. (2021). Bilgel, Firat. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:2:p:429-453.

Full description at Econpapers || Download paper

2021Social capital, social economy and economic resilience of Italian provinces. (2021). Terzo, Giuseppe. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:5:p:1113-1135.

Full description at Econpapers || Download paper

2021Regional economic growth and inequality in Greece. (2021). Artelaris, Panagiotis. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:1:p:141-158.

Full description at Econpapers || Download paper

2021Spatial patterns in food waste at the local level. A preliminary analysis for Italian data. (2021). Cerciello, Massimiliano. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:1:p:83-101.

Full description at Econpapers || Download paper

2021Regional economic growth and convergence: The role of institutions and spillover effects in Colombia. (2021). García Cruz, Gustavo ; García Cruz, Gustavo ; García Cruz, Gustavo ; Aristizabal, Juan Manuel ; García Cruz, Gustavo. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:4:p:1146-1161.

Full description at Econpapers || Download paper

2021Urban sprawl and the cost of providing local public services: Empirical evidence for Brazilian municipalities. (2021). Porsse, Alexandre Alves ; Sass, Karina Simone. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:4:p:1371-1387.

Full description at Econpapers || Download paper

2021Does per capita income cause homicide rates? An application of an IV spatial model. (2021). de Menezes, Tatiane Almeida ; Pereira, Rogerio. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:4:p:1388-1400.

Full description at Econpapers || Download paper

2021Spillover effects of innovation and entrepreneurial activity on income inequality in developing countries: A spatial panel approach. (2021). Vezzulli, Andrea ; Figari, Francesco ; Asamoah, Lawrence Adu. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:5:p:1661-1686.

Full description at Econpapers || Download paper

2021A Spatial Analysis of Property Crime Rates in South Africa. (2021). mulamba, kabeya clement. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:3:p:329-347.

Full description at Econpapers || Download paper

2021Location choice determinants of Chinese and US firms in Africa: Does spatial interdependence play a role?. (2021). Lemi, Adugna ; Wright, Ian A ; Liu, Liyan. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:10:p:2966-2997.

Full description at Econpapers || Download paper

2022How COVID?19 travels in? and outside of value chains and then affects the stock market: Evidence from China. (2022). Egger, Peter ; Zhu, Jiaqing. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:523-538.

Full description at Econpapers || Download paper

2022Revisiting the Great Ratios Hypothesis. (2022). Pesaran, M ; Chudik, Alexander ; Smith, R P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2215.

Full description at Econpapers || Download paper

2021Modeling and predicting agricultural land use in England based on spatially high-resolution data. (2021). Wongsa-art, Patrick ; Bateman, Ian ; Kim, Namhyun ; Saart, Patrick W. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/7.

Full description at Econpapers || Download paper

2021Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting. (2021). Wongsa-art, Patrick ; Bateman, Ian ; Kim, Namhyun ; Saart, Patrick W. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/8.

Full description at Econpapers || Download paper

2022Nonparametric prediction with spatial data. (2022). Hidalgo, Javier ; Gupta, Abhimanyu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:621.

Full description at Econpapers || Download paper

2021Interdependencies Between Countries in the Provision of Energy. (2021). Sulger, Philippe ; Radulescu, Doina Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8896.

Full description at Econpapers || Download paper

2022Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms Global Market Participation in Guangdong. (2022). Kesina, Michaela ; Egger, Peter H ; Baltagi, Badi H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9579.

Full description at Econpapers || Download paper

2022Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9625.

Full description at Econpapers || Download paper

2022Trump Digs Votes - The Effect of Trumps Coal Campaign on the Presidential Ballot in 2016. (2022). Steinbrunner, Philipp ; Nagl, Wolfgang ; di Giacomo, Marina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9817.

Full description at Econpapers || Download paper

2021Direct and indirect effects of universities on European regional productivity. (2021). Marrocu, Emanuela ; Usai, S ; Paci, R. In: Working Paper CRENoS. RePEc:cns:cnscwp:202107.

Full description at Econpapers || Download paper

2022Locked up? The development and internal migration nexus in Colombia. (2022). Gu, Hengyu ; Acosta, Karina . In: Documentos de Trabajo Sobre Economía Regional y Urbana. RePEc:col:000102:019931.

Full description at Econpapers || Download paper

2021Impact of weather on cow-calf industry locations and production in the United States. (2021). Tonsor, Glynn ; Buddhika, M A. In: Agricultural Systems. RePEc:eee:agisys:v:193:y:2021:i:c:s0308521x21001657.

Full description at Econpapers || Download paper

2021Social network, corporate governance, and rent extraction in CEO compensation: Evidence from spatial econometric models. (2021). Wang, Xingang ; Gong, Stephen ; Shi, Lina. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:4:s0890838921000135.

Full description at Econpapers || Download paper

2021Capitalisation of R&D and the informativeness of stock prices: Pre- and post-IFRS evidence. (2021). Tsoligkas, Fanis ; Tsalavoutas, Ioannis ; Dargenidou, Christina. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:4:s089083892100024x.

Full description at Econpapers || Download paper

2021Establishing science parks everywhere? Misallocation in R&D and its determinants of science parks in China. (2021). Lee, Wen-Chieh ; Yang, Chih-Hai. In: China Economic Review. RePEc:eee:chieco:v:67:y:2021:i:c:s1043951x21000237.

Full description at Econpapers || Download paper

2021Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks. (2021). Lee, Lung-Fei ; Jeong, Hanbat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001214.

Full description at Econpapers || Download paper

2021Spatial spillovers of economic growth and public spending in Mexico: Evidence from a SpVAR model, 1999–2019. (2021). Quintana Romero, Luis ; de la Cruz, Maria ; de Jesus-Almonte, Leobardo ; Quintana-Romero, Luis ; Andres-Rosales, Roldan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:660-673.

Full description at Econpapers || Download paper

2021Does economic convergence hold? A spatial quantile analysis on European regions. (2021). Hewings, Geoffrey ; Postiglione, Paolo ; Cartone, Alfredo. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:408-417.

Full description at Econpapers || Download paper

2021The effects of urban transformation on productivity spillovers in China. (2021). Marrewijk, Charles ; Vanmarrewijk, Charles ; van Marrewijk, Charles ; Chen, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:473-488.

Full description at Econpapers || Download paper

2022Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence. (2022). Liu, Xing ; Tan, Chunzhi ; Zhang, Wei Guo ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001765.

Full description at Econpapers || Download paper

2021Panel threshold spatial Durbin models with individual fixed effects. (2021). Zhang, Chunli ; Wei, Lili ; Yang, Lixiong ; Su, Jen-Je. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000550.

Full description at Econpapers || Download paper

2021A simple closed-form relation between spatial weight matrices with different scalings. (2021). Lesage, James P ; Pace, Kelley R. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521003037.

Full description at Econpapers || Download paper

2021Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix. (2021). Yang, Kai ; Kong, Wei. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003670.

Full description at Econpapers || Download paper

2022Shrinkage estimation of panel data models with interactive effects. (2022). Liang, Jufang ; Chen, Xingyi. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004699.

Full description at Econpapers || Download paper

2021Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables. (2021). Qu, Xi ; Yang, Chao ; Lee, Lung-Fei. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:180-197.

Full description at Econpapers || Download paper

2021Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration. (2021). Lee, Lung-Fei ; Yang, Kai. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:337-367.

Full description at Econpapers || Download paper

2021Spatial dynamic panel data models with correlated random effects. (2021). Yang, Zhenlin ; Li, Liyao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:424-454.

Full description at Econpapers || Download paper

2021Estimation and inference in spatial models with dominant units. (2021). Yang, Cynthia Fan ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:591-615.

Full description at Econpapers || Download paper

2021Linear IV regression estimators for structural dynamic discrete choice models. (2021). Scott, Paul T ; Kalouptsidi, Myrto ; Souza-Rodrigues, Eduardo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:778-804.

Full description at Econpapers || Download paper

2021Limit theorems for network dependent random variables. (2021). Marmer, Vadim ; Kojevnikov, Denis ; Song, Kyungchul. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:882-908.

Full description at Econpapers || Download paper

2021Simple and trustworthy cluster-robust GMM inference. (2021). Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:993-1023.

Full description at Econpapers || Download paper

2021Inference without smoothing for large panels with cross-sectional and temporal dependence. (2021). Schafgans, Marcia ; Hidalgo, Javier. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:125-160.

Full description at Econpapers || Download paper

2021Dynamic spatial panel data models with common shocks. (2021). Li, Kunpeng ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:134-160.

Full description at Econpapers || Download paper

2021Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models. (2021). Baltagi, Badi ; Yang, Zhenlin ; Pirotte, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:245-270.

Full description at Econpapers || Download paper

2021Recursive estimation in large panel data models: Theory and practice. (2021). GAO, Jiti ; Hsiao, Cheng ; Yang, Yanrong ; Jiang, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:439-465.

Full description at Econpapers || Download paper

2022Maximum likelihood estimation for score-driven models. (2022). Lucas, Andre ; Koopman, Siem Jan ; van Brummelen, Janneke ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:325-346.

Full description at Econpapers || Download paper

2022An incidental parameters free inference approach for panels with common shocks. (2022). Sarafidis, Vasilis ; Juodis, Artras. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:19-54.

Full description at Econpapers || Download paper

2022Estimation and inference in heterogeneous spatial panels with a multifactor error structure. (2022). Zheng, Chaowen ; Shin, Yongcheol ; Chen, Jia. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:55-79.

Full description at Econpapers || Download paper

2021Blockwise Euclidean likelihood for spatio-temporal covariance models. (2021). Crudu, Federico ; Bevilacqua, Moreno ; Morales-Oate, Victor. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:176-201.

Full description at Econpapers || Download paper

2022Interdependencies between countries in the provision of energy. (2022). Sulger, Philippe ; Radulescu, Doina. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321006344.

Full description at Econpapers || Download paper

2022Implicit yardstick competition between heating monopolies in urban areas: Theory and evidence from Sweden. (2022). Soderberg, Magnus ; Glachant, Matthieu ; Bonev, Petyo. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001074.

Full description at Econpapers || Download paper

2021The impact of growth, energy and financial development on environmental pollution in China: New evidence from a spatial econometric analysis. (2021). Zhang, Huan ; Zhao, Ziru. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302956.

Full description at Econpapers || Download paper

2021Does industrial upgrading promote eco-efficiency? ?A panel space estimation based on Chinese evidence. (2021). Wang, Xianbin ; Peng, Keming ; Huang, Liangxiong ; Zhang, Fan. In: Energy Policy. RePEc:eee:enepol:v:154:y:2021:i:c:s0301421521001555.

Full description at Econpapers || Download paper

2022Interaction of economic agglomeration, energy conservation and emission reduction: Evidence from three major urban agglomerations in China. (2022). Chen, Wei ; Fang, Xiaoli ; Yin, Shiwen ; Wang, Yanan. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027687.

Full description at Econpapers || Download paper

2021Economic resiliency and recovery, lessons from the financial crisis for the COVID-19 pandemic: A regional perspective from Central and Eastern Europe. (2021). Kutan, Ali M ; Gajewski, Pawe ; Brada, Josef C. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000028.

Full description at Econpapers || Download paper

2021The impact of institutions on forestland transfer rents: The case of Zhejiang province in China. (2021). Cheng, Baodong ; Li, Lingchao ; Xu, Chang. In: Forest Policy and Economics. RePEc:eee:forpol:v:123:y:2021:i:c:s1389934120306808.

Full description at Econpapers || Download paper

2021Nonparametric tests for Optimal Predictive Ability. (2021). Potì, Valerio ; Karabati, Selcuk ; Poti, Valerio ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898.

Full description at Econpapers || Download paper

2021Spatial and operational factors behind passenger yield of U.S. nonhub primary airports. (2021). Sobieralski, Joseph B ; Gao, YI. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:90:y:2021:i:c:s0969699720305500.

Full description at Econpapers || Download paper

2021Bank systemic risk exposure and office market interconnectedness. (2021). Füss, Roland ; Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002636.

Full description at Econpapers || Download paper

2022Information precision and return co-movements in private commercial real estate markets. (2022). Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000024.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Ingmar R. Prucha:


YearTitleTypeCited
2022Efficient Peer Effects Estimators with Group Effects In: Papers.
[Full Text][Citation analysis]
paper0
2006ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS* In: Journal of Regional Science.
[Full Text][Citation analysis]
article35
2010A SPATIAL CLIFF?ORD?TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS* In: Journal of Regional Science.
[Full Text][Citation analysis]
article124
2008A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124
paper
2008Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper460
2010Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 460
article
2014On the Finite Sample Properties of Pre-Test Estimators of Spatial Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper7
2014On the finite sample properties of pre-test estimators of spatial models.(2014) In: Regional Science and Urban Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2013On the Finite Sample Properties of Pre-test Estimators of Spatial Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2015Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper14
2020Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity.(2020) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
1982Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model In: Working Papers.
[Citation analysis]
paper0
1982Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model.(1982) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1987A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models In: Working Papers.
[Citation analysis]
paper4
1989A note on the estimation of nonsymmetric dynamic factor demand models.(1989) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
1987A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process In: Working Papers.
[Citation analysis]
paper23
1989A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes..(1989) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
1987On the Computation of Estimators in Systems with Implicitly Defined Variables In: Working Papers.
[Citation analysis]
paper0
1988On the computation of estimators in systems with implicity defined variables.(1988) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1988COMPARISON AND ANALYSIS OF PRODUCTIVITY GROWTH AND R&D INVESTMENT IN THE ELECTRICAL MACHINERY INDUSTRIES OF THE UNITED STATES AND JAPAN In: Working Papers.
[Citation analysis]
paper1
1991Comparison and Analysis of Productivity Growth and R&D Investment in the Electrical Machinery Industries of the United States and Japan.(1991) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
chapter
1986Comparison and Analysis of Productivity Growth and R&D Investment in theElectrical Machinery Industries of the United States and Japan.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1989DYNAMIC FACTOR DEMAND MODELS, PRODUCTIVITY MEASUREMENT, AND RATES RETURN: THEORY AND AN EMPIRICAL APPLICATION TO THE U.S. BELL SYSTEM In: Working Papers.
[Citation analysis]
paper15
1990Dynamic factor demand models, productivity measurement, and rates of return: Theory and an empirical application to the US Bell System.(1990) In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
1989Dynamic Factor Demand Models, Productivity Measurement, and Rates of Return: Theory and an Empirical Application to the U.S. Bell System.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
1991Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical Machinery Industry In: Working Papers.
[Citation analysis]
paper14
1996Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry.(1996) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
1993Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector In: Working Papers.
[Citation analysis]
paper129
1993Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129
paper
1996Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector..(1996) In: Economic Inquiry.
[Citation analysis]
This paper has another version. Agregated cites: 129
article
1984On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components. In: Econometrica.
[Full Text][Citation analysis]
article12
1984The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances. In: Econometrica.
[Full Text][Citation analysis]
article10
1987The Variance-Covariance Matrix of the Maximum Likelihood Estimator in Triangular Structural Systems: Consistent Estimation. In: Econometrica.
[Full Text][Citation analysis]
article3
1985Independent or uncorrelated disturbances in linear regression : An illustration of the difference In: Economics Letters.
[Full Text][Citation analysis]
article2
1991On the specification of accelerator coefficients in dynamic factor demand models In: Economics Letters.
[Full Text][Citation analysis]
article1
2001On the asymptotic distribution of the Moran I test statistic with applications In: Journal of Econometrics.
[Full Text][Citation analysis]
article291
1999On the Asymptotic Distribution of the Moran I Test Statistic with Applications.(1999) In: Electronic Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 291
paper
2004Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2004Estimation of simultaneous systems of spatially interrelated cross sectional equations In: Journal of Econometrics.
[Full Text][Citation analysis]
article195
2007Analysis of spatially dependent data In: Journal of Econometrics.
[Full Text][Citation analysis]
article12
2007HAC estimation in a spatial framework In: Journal of Econometrics.
[Full Text][Citation analysis]
article247
2007Panel data models with spatially correlated error components In: Journal of Econometrics.
[Full Text][Citation analysis]
article385
2009Central limit theorems and uniform laws of large numbers for arrays of random fields In: Journal of Econometrics.
[Full Text][Citation analysis]
article81
2012On spatial processes and asymptotic inference under near-epoch dependence In: Journal of Econometrics.
[Full Text][Citation analysis]
article56
2013Limit theory for panel data models with cross sectional dependence and sequential exogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]
article27
2018A robust test for network generated dependence In: Journal of Econometrics.
[Full Text][Citation analysis]
article5
1986A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations In: Journal of Econometrics.
[Full Text][Citation analysis]
article14
1986A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
1994Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
1986R&D, production structure and rates of return in the U.S., Japanese and German manufacturing sectors: A non-separable dynamic factor demand model In: European Economic Review.
[Full Text][Citation analysis]
article12
1997Sources of growth of output and convergence of productivity in major OECD countries In: International Journal of Production Economics.
[Full Text][Citation analysis]
article5
20022SLS and OLS in a spatial autoregressive model with equal spatial weights In: Regional Science and Urban Economics.
[Full Text][Citation analysis]
article50
2007The relative efficiencies of various predictors in spatial econometric models containing spatial lags In: Regional Science and Urban Economics.
[Full Text][Citation analysis]
article35
1997Estimation of a variable rate of depreciation: a dummy variable approach In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article0
1996Estimation of a variable rate of depreciation: A dummy variable approach.(1996) In: Discussion Papers, Series II.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1985Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components. In: International Economic Review.
[Full Text][Citation analysis]
article4
1999A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model. In: International Economic Review.
[Citation analysis]
article736
1997A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model.(1997) In: Electronic Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 736
paper
2010Spatial models with spatially lagged dependent variables and incomplete data In: Journal of Geographical Systems.
[Full Text][Citation analysis]
article20
1998A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article971
1997A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances.(1997) In: Electronic Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 971
paper
2001Dynamic Factor Demand Models and Productivity Analysis In: NBER Chapters.
[Full Text][Citation analysis]
chapter28
1999Dynamic Factor Demand Models and Productivity Analysis.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
1999Dynamic Factor Demand Models and Productivity Analysis.(1999) In: Electronic Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
1994On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper1
1984R&D, Production Structure, and Productivity Growth in the U.S., Japaneseand German Manufacturing Sectors In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
1991Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical... In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2014Special Issue on Spatial Econometrics: An Editorial Note In: The Review of Regional Studies.
[Full Text][Citation analysis]
article0
1997Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem In: International Regional Science Review.
[Full Text][Citation analysis]
article35
1997Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem.(1997) In: Electronic Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
1995On the Econometric Estimation of a Constant Rate of Depreciation. In: Empirical Economics.
[Citation analysis]
article4
1979Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix. In: Empirical Economics.
[Citation analysis]
article0
2013On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors In: Econometric Reviews.
[Full Text][Citation analysis]
article80
2013Editorial In: Spatial Economic Analysis.
[Full Text][Citation analysis]
article0
2013On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties In: Spatial Economic Analysis.
[Full Text][Citation analysis]
article1
2013Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances In: Stata Journal.
[Full Text][Citation analysis]
article65
2013Creating and managing spatial-weighting matrices with the spmat command In: Stata Journal.
[Full Text][Citation analysis]
article49
2013A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables In: Stata Journal.
[Full Text][Citation analysis]
article41
1999Basic Elements of Asymptotic Theory In: Electronic Working Papers.
[Full Text][Citation analysis]
paper1
2019Study of a Peer Effect with Random Group Effects In: Working Papers.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team