- Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity, Guido Kuersteiner, Ingmar Prucha, Econometrica 88(5), 2109-2146, September . Link to Journal
- Joint Time Series and Cross-Section Limit Theory under Mixingale Assumptions, Jinyong Hahn, Guido Kuersteiner, Maruizio Mazzocco, Econometric Theory
- Estimation with Aggregate Shocks, Jinyong Hahn, Guido Kuersteiner and Maurizio Mazzocco, Review of Economic Studies, September .
- Invariance Principles for Dependent Processes Indexed by Besov Classes with an Application to a Hausman Test for Linearity, Guido Kuersteiner, Journal of Econometrics 211(1), 243-261, July .
- One Size Does Not Fit All: Multiple Dimensions of Ability, College Attendance and Earnings, Maria Prada, and Sergio Urzua, Journal of Labor Economics
- Heterogeneous Economic Returns to Postsecondary Degrees: Evidence from Chile, Jorge Rodriguez, Sergio Urzua, and Loreto Reyes, Journal of Human Resources 51(2), April .
- An Extension of the J-test to a Spatial Panel Data Framework, Harry H. Kelejian and Gianfranco Piras, Journal of Applied Econometrics 31(2), 387-402, March . Link to Journal
- Implementing Factor Models with Unobserved Heterogeneity in Stata: The heterofactor command, Miguel Sarzosa, and Sergio Urzua, Stata Journal 156(1), January .
- Critical Issues in Spatial Models: Error Term Specifications, Additional Endogenous Variables, Pre-Testing, and Bayesian Analysis, Harry H. Kelejian, Forthcoming in Letters in Spatial and Resource Sciences, 1-24, May . Link to Journal
- Panel Structural Modeling with Weak Instrumentation and Covariance Restrictions, John C. Chao, Econometric Theory 30(4), 839-881, August . Link to Journal
- Estimation of Spatial Models with Endogenous Weighting Matrices, and an Application to a Demand Model for Cigarettes, Harry H. Kelejian and Gianfranco Piras, Regional Science and Urban Economics 46, 140-149, May . Link to Journal
- Finite Sample Properties of Pre-Test Estimators of Spatial Models, Gianfranco Piras and Ingmar Prucha, Regional Science and Urban Economics 46, 103-115, May . Link to Journal Download
- Omitted Factors and Spatial lags in the Dependent Variable, Harry H. Kelejian, Letters in Spatial and Resource Sciences 7(1), 23-33, March . Link to Journal
- Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition, John C. Chao, M. Kim, and D. Sul, Advances in Econometrics: Essays in Honor of Peter C. B. Phillips, ed. by Yoosoon Chang , Thomas B. Fomby, andJoon Y. Park, Emerald Group Publishing Limited 33, 241-279, January . Link to Journal
- Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity, John C. Chao, Journal of Econometrics 178(1), 15-21, January . Link to Journal
- On the I2(q) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties, David M. Drukker and Ingmar Prucha, Spatial Economic Analysis 8(3), 271-292, September . Link to Journal Download
- Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity, Guido Kuersteiner and Ingmar Prucha, Journal of Econometrics 174(2), 107-126, June . Link to Journal Download
- Spatial Spillovers in the Development of Institutions, Harry H. Kelejian, Peter Murrell, and Oleksandr Shepotylo, Journal of Development Economics 101, 297-315, March . Link to Journal Download
- A Command for Estimating Spatial-Autoregressive Models with Spatial-Autoregressive Disturbances and Additional Endogenous Variables, David M. Drukker, Ingmar Prucha, and Rafal Raciborski, Stata Journal 13(2), 287-301, January . Link to Journal Download
- Creating and Managing Spatial-Weighting Matrices Using the spmat Command, David M. Drukker, Hua Peng, Ingmar Prucha, and Rafal Raciborski, Stata Journal 13(2), 242-286, January . Link to Journal Download
- Maximum-Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances, David M. Drukker, Ingmar Prucha, and Rafal Raciborski, Stata Journal 13(2), 221-241, January . Link to Journal Download
- On Two-step Estimation of Spatial Autoregressive Models with Autoregressive Disturbances and Endogenous Regressors, David M. Drukker, Peter Egger, and Ingmar Prucha, Econometric Reviews 32(6), 686-733, January . Link to Journal Download
- On Spatial Processes and Asymptotic Inference under Near-Epoch Dependence, Nazgul Jenish and Ingmar Prucha, Journal of Econometrics 170(1), 178-190, September . Link to Journal Download