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George G. Judge

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Personal Details

First Name: George
Middle Name: G.
Last Name: Judge
Suffix:

RePEc Short-ID: pju5

Email:
Homepage: http://berkeley.edu/~judge/
Postal Address:
Phone:

Affiliation

Department of Agricultural and Resource Economics
University of California-Berkeley
Location: Berkeley, California (United States)
Homepage: http://areweb.berkeley.edu/
Email:
Phone: (510) 642-3345
Fax: (510) 643-8911
Postal: 207 Giannini Hall #3310, Berkeley, CA 94720-3310
Handle: RePEc:edi:dabrkus (more details at EDIRC)

Works

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Working papers

  1. George Judge & Marco Van_Akkeren, 2000. "Generalized Moment Based Estimation and Inference," Econometric Society World Congress 2000 Contributed Papers 0073, Econometric Society.
  2. Judge, G. & Jaffry, S. & Fysh, D., 1998. "Identifying and Assessing Key Computing Skills for Economic Students: the "driving test"," Papers 1998(1), Portsmouth University - Caleco.
  3. Ozcam, A. & Judge, G. & Bera, A. & Yancey, T., 1991. "The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model," Papers 9159, Tilburg - Center for Economic Research.

Articles

  1. Judge, George G. & Mittelhammer, Ron C., 2007. "Estimation and inference in the case of competing sets of estimating equations," Journal of Econometrics, Elsevier, vol. 138(2), pages 513-531, June.
  2. Cho, Wendy K. Tam & Judge, George G., 2007. "Information theoretic solutions for correlated bivariate processes," Economics Letters, Elsevier, vol. 97(3), pages 201-207, December.
  3. Mittelhammer, Ron C. & Judge, George G., 2005. "Combining estimators to improve structural model estimation and inference under quadratic loss," Journal of Econometrics, Elsevier, vol. 128(1), pages 1-29, September.
  4. Judge G.G. & Mittelhammer R.C., 2004. "A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 479-487, January.
  5. Mittelhammer R. & Judge G. & van Akkeren M. & Cardell N.S., 2002. "Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1108-1121, December.
  6. van Akkeren, Marco & Judge, George & Mittelhammer, Ron, 2002. "Generalized moment based estimation and inference," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 127-148, March.
  7. Harris, R. I. D. & Judge, G., 1998. "Small sample testing for cointegration using the bootstrap approach," Economics Letters, Elsevier, vol. 58(1), pages 31-37, January.
  8. Golan, Amos & Judge, George & Perloff, Jeffrey, 1997. "Estimation and inference with censored and ordered multinomial response data," Journal of Econometrics, Elsevier, vol. 79(1), pages 23-51, July.
  9. Golan, Amos & Judge, George & Perloff, Jeffrey M, 1996. "Estimating the Size Distribution of Firms Using Government Summary Statistics," Journal of Industrial Economics, Wiley Blackwell, vol. 44(1), pages 69-80, March.
  10. Golan, Amos & Judge, George & Karp, Larry, 1996. "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, Elsevier, vol. 20(4), pages 559-582, April.
  11. Golan, Amos & Judge, George & Robinson, Sherman, 1994. "Recovering Information from Incomplete or Partial Multisectoral Economic Data," The Review of Economics and Statistics, MIT Press, vol. 76(3), pages 541-49, August.
  12. Griffiths, William & Judge, George, 1992. "Testing and estimating location vectors when the error covariance matrix is unknown," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 121-138.
  13. Ozcam, Ahmet & Judge, George G., 1991. "Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity," Journal of Econometrics, Elsevier, vol. 48(3), pages 355-371, June.
  14. Judge, G. G. & Hill, R. Carter & Bock, M. E., 1990. "An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 189-213.
  15. Yancey, T A & Judge, G G & Bohrer, Robert, 1989. "Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss," Econometrica, Econometric Society, vol. 57(5), pages 1221-28, September.
  16. Yi, Gang & Judge, George, 1988. "Statistical model selection criteria," Economics Letters, Elsevier, vol. 28(1), pages 47-51.
  17. Carter Hill, R. & Judge, George, 1987. "Improved prediction in the presence of multicollinearity," Journal of Econometrics, Elsevier, vol. 35(1), pages 83-100, May.
  18. Judge, George & Yi, Gang & Yancey, Thomas & Terasvirta, Timo, 1987. "The extended Stein procedure for simultaneous model selection and parameter estimation," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 375-391, July.
  19. Miyazaki, Shigetaka & Judge, George & Yancey, Thomas, 1986. "Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(2), pages 263-68, April.
  20. Chi, Xie Wen & Judge, George, 1985. "On assessing the precision of Stein's estimator," Economics Letters, Elsevier, vol. 18(2-3), pages 143-148.
  21. Judge, G. G. & Miyazaki, S. & Yancey, T. A., 1985. "Some information on the sampling performance of Stein's new estimator," Economics Letters, Elsevier, vol. 19(3), pages 253-256.
  22. Judge, George, 1984. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 1-2.
  23. Yancey, T.A. & Judge, G.G. & Miyazaki, S., 1984. "Some improved estimators in the case of possible heteroscedasticity," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 133-150.
  24. Judge, G.G. & Yancey, T.A. & Bock, M.E. & Bohrer, R., 1984. "The non-optimality of the inequality restricted estimator under squared error loss," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 165-177.
  25. Bock, M.E. & Judge, G.G. & Yancey, T.A., 1984. "A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 217-234.
  26. Judge, G. G. & Yancey, T. A. & Bock, M. E., 1983. "Pre-test estimation under squared error loss," Economics Letters, Elsevier, vol. 11(4), pages 347-352.
  27. Yancey, T. A. & Judge, G. G. & Mandy, D. M., 1983. "The sampling performance of pre-test estimators of the scale parameter under squared error loss," Economics Letters, Elsevier, vol. 12(2), pages 181-186.
  28. Yancey, Thomas A. & Bohrer, Robert & Judge, George G., 1982. "Power function comparisons in inequality hypothesis testing," Economics Letters, Elsevier, vol. 9(2), pages 161-167.
  29. Judge, George G. & Yancey, Thomas A., 1981. "Sampling properties of an inequality restricted estimator," Economics Letters, Elsevier, vol. 7(4), pages 327-333.
  30. Yancey, T. A. & Judge, G. G. & Bock, M. E., 1981. "Testing multiple equality and inequality hypothesis in economics," Economics Letters, Elsevier, vol. 7(3), pages 249-255.
  31. Aigner, Dennis J & Judge, George G, 1977. "Application of Pre-Test and Stein Estimators to Economic Data," Econometrica, Econometric Society, vol. 45(5), pages 1279-88, July.
  32. Judge, George G & Bock, M E, 1976. "A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 234-40, February.
  33. Yancey, Thomas A. & Judge, George G., 1976. "A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss," Journal of Econometrics, Elsevier, vol. 4(3), pages 285-294, August.
  34. Judge, George, 1975. "Applied multivariate analysis : S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp," Journal of Econometrics, Elsevier, vol. 3(3), pages 320-320, August.
  35. Judge, G G & Bock, M E & Yancey, T A, 1974. "Post Data Model Evaluation," The Review of Economics and Statistics, MIT Press, vol. 56(2), pages 245-53, May.
  36. Yancey, T A & Judge, G G & Bock, M E, 1973. "Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound," Econometrica, Econometric Society, vol. 41(6), pages 1203-06, November.
  37. Bock, M. E. & Judge, G. G. & Yancey, T. A., 1973. "Some comments on estimation in regression after preliminary tests of significance," Journal of Econometrics, Elsevier, vol. 1(2), pages 191-200, June.
  38. Judge, G. G. & Yancey, T. A. & Bock, M. E., 1973. "Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression," Journal of Econometrics, Elsevier, vol. 1(1), pages 29-47, March.

Chapters

  1. Judge, G.G. & Bock, M.E., 1983. "Biased estimation," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 10, pages 599-649 Elsevier.

Statistics

This author is among the top 5% authors according to these criteria:
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  7. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  8. Closeness measure in co-authorship network

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