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Information about:
George G. Judge

Personal Details | Affiliation | Works
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Personal Details

First Name: George
Middle Name: G.
Last Name: Judge
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RePEc Short-ID: pju5

Email:
Homepage: http://are.berkeley.edu/~judge/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Marian Grendar & George Judge, 2006. "Large Deviations Theory and Empirical Estimator Choice," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1012, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]

  2. Ron Mittelhammer & George Judge & Douglas Miller & N. Scott Cardell, 2005. "Minimum Divergence Moment Based Binary Response Models: Estimation and Inference," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 998, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]

  3. George Judge & Ron Mittelhammer, 2004. "Estimating the Link Function in Multinomial Response Models under Endogeneity and Quadratic Loss," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 970, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]

  4. Wendy Cho & George Judge, 2003. "Some Empirical Evidence on the Impact of Measurement Errors in Making Ecological Inferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 947, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]

  5. George Judge & Douglas Miller & Wendy Cho, 2003. "An Information Theoretic Approach to Ecological Estimation and Inference," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 946, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]

  6. George Judge & Ron Mittelhammer, 2003. "A Semi-Parametric Basis for Combining Estimation Problems Under Quadratic Loss," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 948, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
    Published as:

  7. Ron Mittelhammer & George Judge & Ron Schoenberg, 2003. "Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 945, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]

  8. George Judge & Marco Van_Akkeren, 2000. "Generalized Moment Based Estimation and Inference," Econometric Society World Congress 2000 Contributed Papers 0073, Econometric Society. [Downloadable!]
    Published as:

  9. 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.

  10. 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.

  11. Ozcam, Ahmet & Judge, George G., 1988. "The analytical risk of a two stage pretest estimator in the case of possible heteroscedasticity," CUDARE Working Paper Series 469, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.

  12. Judge, George G. & Bohrer, Robert & Yancey, Thomas, 1987. "Power and pre-test risk comparisons for conventional and joint one sided tests," CUDARE Working Paper Series 447, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.

  13. Amos GOLAN & George JUDGE & Jeffrey M. PERLOFF, . "Estimating The Size Distribution Of Firms Using Government Summary Statistics," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 696, Department of Agricultural & Resource Economics, UC Berkeley, revised Apr 1995. [Downloadable!]
    Published as:

Articles

  1. 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. [Downloadable!] (restricted)

  2. Judge, George G. & Mittelhammer, Ron C., 2007. "Estimation and inference in the case of competing sets of estimating equations," Journal of Econometrics, Elsevier, vol. 127(2), pages 513-531, June. [Downloadable!] (restricted)

  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. 127(1), pages 1-29, September. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)
    Other versions:

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)
    Other versions:

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  9. 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. [Downloadable!] (restricted)

  10. Golan, Amos & Judge, George & Perloff, Jeffrey M, 1996. "Estimating the Size Distribution of Firms Using Government Summary Statistics," Journal of Industrial Economics, Blackwell Publishing, vol. 44(1), pages 69-80, March. [Downloadable!] (restricted)
    Other versions:

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  16. Yi, Gang & Judge, George, 1988. "Statistical model selection criteria," Economics Letters, Elsevier, vol. 28(1), pages 47-51. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. 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. [Downloadable!] (restricted)

  21. Chi, Xie Wen & Judge, George, 1985. "On assessing the precision of Stein's estimator," Economics Letters, Elsevier, vol. 18(2-3), pages 143-148. [Downloadable!] (restricted)

  22. 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. [Downloadable!] (restricted)

  23. Judge, George, 1984. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 1-2. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  25. 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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  29. Judge, George G. & Yancey, Thomas A., 1981. "Sampling properties of an inequality restricted estimator," Economics Letters, Elsevier, vol. 7(4), pages 327-333. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  36. 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. [Downloadable!] (restricted)

  37. 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. [Downloadable!] (restricted)

  38. 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. [Downloadable!] (restricted)

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. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DCM: Discrete Choice Models (1) 2006-04-29 Author is listed
  2. NEP-ECM: Econometrics (2) 2005-05-07 2006-04-29 Author is listed
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This page was last updated on 2008-7-6.

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