A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances HH Kelejian, IR Prucha The journal of real estate finance and economics 17, 99-121, 1998 | 2624 | 1998 |
A generalized moments estimator for the autoregressive parameter in a spatial model HH Kelejian, IR Prucha International Economic Review 40 (2), 509-533, 1999 | 2011 | 1999 |
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances HH Kelejian, IR Prucha Journal of econometrics 157 (1), 53-67, 2010 | 1367 | 2010 |
Panel data models with spatially correlated error components M Kapoor, HH Kelejian, IR Prucha Journal of econometrics 140 (1), 97-130, 2007 | 1015 | 2007 |
On the asymptotic distribution of the Moran I test statistic with applications HH Kelejian, IR Prucha Journal of econometrics 104 (2), 219-257, 2001 | 777 | 2001 |
Estimation of simultaneous systems of spatially interrelated cross sectional equations HH Kelejian, IR Prucha Journal of econometrics 118 (1-2), 27-50, 2004 | 518 | 2004 |
HAC estimation in a spatial framework HH Kelejian, IR Prucha Journal of Econometrics 140 (1), 131-154, 2007 | 496 | 2007 |
Estimation of the depreciation rate of physical and R&D capital in the US total manufacturing sector MI Nadiri, IR Prucha Economic Inquiry 34 (1), 43-56, 1996 | 482 | 1996 |
Dynamic nonlinear econometric models: Asymptotic theory BM Pötscher, IR Prucha Springer, 1997 | 408* | 1997 |
A spatial Cliff‐Ord‐type model with heteroskedastic innovations: Small and large sample results I Arraiz, DM Drukker, HH Kelejian, IR Prucha Journal of Regional Science 50 (2), 592-614, 2010 | 327 | 2010 |
On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors DM Drukker, P Egger, IR Prucha Econometric Reviews 32 (5-6), 686-733, 2013 | 281 | 2013 |
Maximum-likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatialautoregressive disturbances DM Drukker, IR Prucha, R Raciborski The Stata Journal 13 (2), 221-241, 2013 | 246 | 2013 |
Central limit theorems and uniform laws of large numbers for arrays of random fields N Jenish, IR Prucha Journal of Econometrics 150 (1), 86-98, 2009 | 222 | 2009 |
Instrumental variable estimation of a spatial autoregressive model with autoregressive disturbances: Large and small sample results HH Kelejian, IR Prucha, Y Yuzefovich Advances in Econometrics 18, 163-198, 2004 | 197 | 2004 |
Creating and managing spatial-weighting matrices with the spmat command DM Drukker, H Peng, I Prucha, R Raciborski The Stata Journal 13 (2), 242-286, 2013 | 190 | 2013 |
R&D, production structure and rates of return in the US, Japanese and German manufacturing sectors: A non-separable dynamic factor demand model PA Mohnen, MI Nadiri, IR Prucha European Economic Review 30 (4), 749-771, 1986 | 155 | 1986 |
Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances D Das, HH Kelejian, IR Prucha Papers in Regional Science 82 (1), 1-26, 2003 | 153 | 2003 |
Basic structure of the asymptotic theory in dynamic nonlinear econometric models, part i: consistency and approximation concepts BM Pötscher, IR Prucha Econometric Reviews 10 (2), 125-216, 1991 | 153* | 1991 |
2SLS and OLS in a spatial autoregressive model with equal spatial weights HH Kelejian, IR Prucha Regional Science and Urban Economics 32 (6), 691-707, 2002 | 140 | 2002 |
A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables DM Drukker, IR Prucha, R Raciborski The Stata Journal 13 (2), 287-301, 2013 | 135 | 2013 |