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Ingmar R. Prucha

Global rank #1953 97%

Institution: University of Maryland

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://econweb.umd.edu/~prucha/

First Publication: 1985

Most Recent: 2023

RePEc ID: ppr355 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 1.34 0.00 2.68
Last 10 Years 1.01 1.68 1.34 0.00 8.71
All Time 1.01 16.09 5.03 0.00 42.73

Publication Statistics

Raw Publications 27
Coauthorship-Adjusted Count 25.24

Publications (27)

Year Article Journal Tier Authors
2023 SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS Econometric Theory B 3
2023 Efficient peer effects estimators with group effects Journal of Econometrics A 3
2023 GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER Econometric Theory B 3
2020 Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity Econometrica S 2
2018 A robust test for network generated dependence Journal of Econometrics A 2
2014 On the finite sample properties of pre-test estimators of spatial models Regional Science and Urban Economics B 2
2013 Limit theory for panel data models with cross sectional dependence and sequential exogeneity Journal of Econometrics A 2
2012 On spatial processes and asymptotic inference under near-epoch dependence Journal of Econometrics A 2
2010 Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances Journal of Econometrics A 2
2009 Central limit theorems and uniform laws of large numbers for arrays of random fields Journal of Econometrics A 2
2007 Analysis of spatially dependent data Journal of Econometrics A 3
2007 Panel data models with spatially correlated error components Journal of Econometrics A 3
2007 HAC estimation in a spatial framework Journal of Econometrics A 2
2007 The relative efficiencies of various predictors in spatial econometric models containing spatial lags Regional Science and Urban Economics B 2
2004 Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler Journal of Econometrics A 2
2004 Estimation of simultaneous systems of spatially interrelated cross sectional equations Journal of Econometrics A 2
2002 2SLS and OLS in a spatial autoregressive model with equal spatial weights Regional Science and Urban Economics B 2
2001 On the asymptotic distribution of the Moran I test statistic with applications Journal of Econometrics A 2
1996 Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry Journal of Econometrics A 2
1994 Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure Journal of Econometrics A 2
1991 On the specification of accelerator coefficients in dynamic factor demand models Economics Letters C 2
1989 A note on the estimation of nonsymmetric dynamic factor demand models Journal of Econometrics A 2
1988 On the computation of estimators in systems with implicity defined variables Economics Letters C 2
1986 R&D, production structure and rates of return in the U.S., Japanese and German manufacturing sectors: A non-separable dynamic factor demand model European Economic Review B 3
1986 A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations Journal of Econometrics A 2
1986 A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations Journal of Econometrics A 2
1985 Independent or uncorrelated disturbances in linear regression : An illustration of the difference Economics Letters C 2