Ingmar Prucha

• Biography
• Research
• Teaching

Biography

Ingmar Prucha, Professor, received his PhD in mathematical economics from the University of Technology in Vienna in 1977. He also received a post-graduate degree in economics from the Institute for Advanced Studies in Vienna. Professor Prucha's research interests are in theoretical and applied econometrics. His current research interests in theoretical econometrics include cross-section models and static/dynamic panel-data models with cross-sectional/spatial interactions, dynamic nonlinear time series models, and maximum likelihood and GMM estimation theory. His applied work focuses on the determinants of dynamic factor demand, including investment in physical and R&D capital, and productivity. He teaches in the area of econometrics.

Professor Prucha is Associate Editor of Econometric Theory and the Journal of Econometrics, and a member of the editorial boards of Regional Science and Urban Economics and Letters in Spatial and Resource Sciences. Publications include: "A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes" (with B. M. Poetscher), Econometrica, 1989; "Endogenous Capital Utilization and Productivity in Dynamic Demand Models: Theory and an Application to the U.S. Electrical Machinery Industry" (with M.I. Nadiri), Journal of Econometrics, 1996; Dynamic Nonlinear Econometric Models, Asymptotic Theory (with B.M. Poetscher, Springer Verlag), 1997; Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," (with H.H. Kelejian), Journal of Econometrics, 2010; "On Spatial Processes and Asymptotic Inference under Near-Epoch Dependence," (with N. Jenish), Journal of Econometrics, 2012.

Areas of Interest:
Theoretical and applied econometrics

Research

Please visit http://www.econ.umd.edu/~prucha for more information.

Teaching - Spring 2013

Course	Syllabus	WWW
ECON 624: Econometrics II
ECON 708: Advanced Topics in Applied and Theoretical Microeconomics
ECON 722: Econometrics IV
ECON 828: Workshop in Econometrics

Teaching - Fall 2012

Teaching - Spring 2012

Course	Syllabus	WWW
ECON 624: Econometrics II
ECON 722: Econometrics IV

Teaching - Fall 2011

Teaching - Spring 2011

Course	Syllabus	WWW
ECON 624: Econometrics II
ECON 722: Econometrics IV

Teaching - Fall 2010

Teaching - Spring 2010

Course	Syllabus	WWW
ECON 624: Econometrics II
ECON 709: Advanced Topics in Applied and Theoretical Macroeconomics
ECON 722: Econometrics IV
ECON 828: Workshop in Econometrics

Teaching - Fall 2009

Teaching - Spring 2009