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Details about George Judge

E-mail:
Homepage:http://berkeley.edu/~judge/
Workplace:Department of Agricultural and Resource Economics, University of California-Berkeley, (more information at EDIRC)

Access statistics for papers by George Judge.

Last updated 2017-08-09. Update your information in the RePEc Author Service.

Short-id: pju5


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Working Papers

2000

  1. Generalized Moment Based Estimation and Inference
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads
    See also Journal Article in Journal of Econometrics (2002)

1998

  1. Identifying and Assessing Key Computing Skills for Economic Students: the "driving test"
    Working Papers, Portsmouth University - Caleco

1991

  1. The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model
    Working Papers, Tilburg - Center for Economic Research

Journal Articles

2007

  1. Estimation and inference in the case of competing sets of estimating equations
    Journal of Econometrics, 2007, 138, (2), 513-531 Downloads View citations (4)
  2. Information theoretic solutions for correlated bivariate processes
    Economics Letters, 2007, 97, (3), 201-207 Downloads View citations (2)

2005

  1. Combining estimators to improve structural model estimation and inference under quadratic loss
    Journal of Econometrics, 2005, 128, (1), 1-29 Downloads View citations (4)

2004

  1. A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
    Journal of the American Statistical Association, 2004, 99, 479-487 Downloads View citations (11)

2002

  1. Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems
    Journal of the American Statistical Association, 2002, 97, 1108-1121 Downloads View citations (4)
  2. Generalized moment based estimation and inference
    Journal of Econometrics, 2002, 107, (1-2), 127-148 Downloads View citations (3)
    See also Working Paper (2000)

1998

  1. Small sample testing for cointegration using the bootstrap approach
    Economics Letters, 1998, 58, (1), 31-37 Downloads View citations (17)

1997

  1. Estimation and inference with censored and ordered multinomial response data
    Journal of Econometrics, 1997, 79, (1), 23-51 Downloads View citations (18)

1996

  1. A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy
    Journal of Economic Dynamics and Control, 1996, 20, (4), 559-582 Downloads View citations (17)
  2. Estimating the Size Distribution of Firms Using Government Summary Statistics
    Journal of Industrial Economics, 1996, 44, (1), 69-80 Downloads View citations (24)

1994

  1. Recovering Information from Incomplete or Partial Multisectoral Economic Data
    The Review of Economics and Statistics, 1994, 76, (3), 541-49 Downloads View citations (81)

1992

  1. Testing and estimating location vectors when the error covariance matrix is unknown
    Journal of Econometrics, 1992, 54, (1-3), 121-138 Downloads View citations (3)

1991

  1. Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity
    Journal of Econometrics, 1991, 48, (3), 355-371 Downloads

1990

  1. An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
    Journal of Econometrics, 1990, 44, (1-2), 189-213 Downloads View citations (6)

1989

  1. Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss
    Econometrica, 1989, 57, (5), 1221-28 Downloads

1988

  1. Statistical model selection criteria
    Economics Letters, 1988, 28, (1), 47-51 Downloads View citations (12)

1987

  1. Improved prediction in the presence of multicollinearity
    Journal of Econometrics, 1987, 35, (1), 83-100 Downloads View citations (5)
  2. The extended Stein procedure for simultaneous model selection and parameter estimation
    Journal of Econometrics, 1987, 35, (2-3), 375-391 Downloads View citations (1)

1986

  1. Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss
    Journal of Business & Economic Statistics, 1986, 4, (2), 263-68

1985

  1. On assessing the precision of Stein's estimator
    Economics Letters, 1985, 18, (2-3), 143-148 Downloads View citations (3)
  2. Some information on the sampling performance of Stein's new estimator
    Economics Letters, 1985, 19, (3), 253-256 Downloads

1984

  1. A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions
    Journal of Econometrics, 1984, 25, (1-2), 217-234 Downloads View citations (4)
  2. Editor's introduction
    Journal of Econometrics, 1984, 25, (1-2), 1-2 Downloads
  3. Some improved estimators in the case of possible heteroscedasticity
    Journal of Econometrics, 1984, 25, (1-2), 133-150 Downloads View citations (1)
  4. The non-optimality of the inequality restricted estimator under squared error loss
    Journal of Econometrics, 1984, 25, (1-2), 165-177 Downloads View citations (2)

1983

  1. Pre-test estimation under squared error loss
    Economics Letters, 1983, 11, (4), 347-352 Downloads
  2. The sampling performance of pre-test estimators of the scale parameter under squared error loss
    Economics Letters, 1983, 12, (2), 181-186 Downloads

1982

  1. Power function comparisons in inequality hypothesis testing
    Economics Letters, 1982, 9, (2), 161-167 Downloads

1981

  1. Sampling properties of an inequality restricted estimator
    Economics Letters, 1981, 7, (4), 327-333 Downloads View citations (4)
  2. Testing multiple equality and inequality hypothesis in economics
    Economics Letters, 1981, 7, (3), 249-255 Downloads View citations (5)

1977

  1. Application of Pre-Test and Stein Estimators to Economic Data
    Econometrica, 1977, 45, (5), 1279-88 Downloads View citations (1)

1976

  1. A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss
    International Economic Review, 1976, 17, (1), 234-40 Downloads View citations (1)
  2. A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss
    Journal of Econometrics, 1976, 4, (3), 285-294 Downloads View citations (3)

1975

  1. Applied multivariate analysis: S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp
    Journal of Econometrics, 1975, 3, (3), 320-320 Downloads

1974

  1. Post Data Model Evaluation
    The Review of Economics and Statistics, 1974, 56, (2), 245-53 Downloads View citations (3)

1973

  1. Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression
    Journal of Econometrics, 1973, 1, (1), 29-47 Downloads View citations (3)
  2. Some comments on estimation in regression after preliminary tests of significance
    Journal of Econometrics, 1973, 1, (2), 191-200 Downloads View citations (1)
  3. Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound
    Econometrica, 1973, 41, (6), 1203-06 Downloads View citations (2)

Chapters

1983

  1. Biased estimation
    Chapter 10 in Handbook of Econometrics, 1983, vol. 1, pp 599-649 Downloads View citations (15)
 
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