Access Statistics for George Judge

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Semi-Parametric Basis for Combining Estimation Problems Under Quadratic Loss 0 0 4 12 0 3 11 50
An Information Theoretic Approach to Ecological Estimation and Inference 1 2 10 32 4 7 24 74
ESTIMATING THE SIZE DISTRIBUTION OF FIRMS USING GOVERNMENT SUMMARY STATISTICS 1 1 16 529 3 7 65 1,607
Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods 2 2 9 36 5 10 36 139
Estimating the Link Function in Multinomial Response Models under Endogeneity and Quadratic Loss 0 1 5 48 2 8 35 158
Generalized Moment Based Estimation and Inference 0 1 12 151 0 1 17 299
Identifying and Assessing Key Computing Skills for Economic Students: the "driving test" 0 0 0 0 1 1 11 267
Large Deviations Theory and Empirical Estimator Choice 0 2 13 29 0 5 22 77
Minimum Divergence Moment Based Binary Response Models: Estimation and Inference 0 1 10 44 2 4 21 134
Power and pre-test risk comparisons for conventional and joint one sided tests 0 0 0 0 0 2 10 101
Some Empirical Evidence on the Impact of Measurement Errors in Making Ecological Inferences 0 1 3 7 0 2 5 39
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model 0 0 0 0 1 2 11 248
The analytical risk of a two stage pretest estimator in the case of possible heteroscedasticity 0 0 0 0 0 0 4 142
Total Working Papers 4 11 82 888 18 52 272 3,335

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss 0 0 0 32 0 0 3 102
A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss 0 0 0 4 0 0 0 6
A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss 0 0 2 6 0 1 7 16
A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy 0 2 7 75 1 3 13 173
A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions 1 6 12 37 3 10 22 74
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss 0 0 2 46 0 3 8 153
Application of Pre-Test and Stein Estimators to Economic Data 0 0 1 40 0 0 7 203
Applied multivariate analysis: S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp 2 3 18 57 6 9 39 149
Combining estimators to improve structural model estimation and inference under quadratic loss 0 0 4 16 0 0 12 61
Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems 0 1 1 4 0 2 5 12
Editor's introduction 0 0 1 1 0 0 2 2
Estimating the Size Distribution of Firms Using Government Summary Statistics 0 1 4 96 1 3 19 639
Estimation and inference in the case of competing sets of estimating equations 0 0 1 3 0 0 1 14
Estimation and inference with censored and ordered multinomial response data 0 0 7 62 0 0 14 137
Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss 0 0 0 0 0 0 2 117
Generalized moment based estimation and inference 0 1 4 41 1 3 8 93
Improved prediction in the presence of multicollinearity 1 1 9 32 1 1 19 66
Information theoretic solutions for correlated bivariate processes 0 0 1 4 0 0 2 26
On assessing the precision of Stein's estimator 0 1 2 6 0 1 4 16
Post Data Model Evaluation 0 0 10 41 2 4 27 126
Power function comparisons in inequality hypothesis testing 0 1 6 30 2 6 43 138
Pre-test estimation under squared error loss 0 0 2 9 0 0 12 43
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression 0 0 3 8 0 0 6 25
Recovering Information from Incomplete or Partial Multisectoral Economic Data 4 9 28 131 4 10 46 309
Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss 0 0 1 20 0 0 1 194
Sampling properties of an inequality restricted estimator 0 1 3 10 1 3 10 26
Small sample testing for cointegration using the bootstrap approach 0 0 9 71 1 6 19 158
Some comments on estimation in regression after preliminary tests of significance 0 0 1 4 0 0 3 15
Some improved estimators in the case of possible heteroscedasticity 0 0 1 4 0 0 1 13
Some information on the sampling performance of Stein's new estimator 0 0 0 1 0 0 1 15
Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity 0 0 0 9 0 0 4 47
Statistical model selection criteria 7 13 33 73 19 31 108 193
Testing and estimating location vectors when the error covariance matrix is unknown 0 1 4 18 3 9 33 100
Testing multiple equality and inequality hypothesis in economics 0 1 5 20 4 15 41 102
The extended Stein procedure for simultaneous model selection and parameter estimation 1 1 2 7 1 1 10 25
The non-optimality of the inequality restricted estimator under squared error loss 0 0 0 4 0 1 2 14
The sampling performance of pre-test estimators of the scale parameter under squared error loss 0 0 0 3 0 1 3 18
Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound 0 1 2 53 0 2 14 559
Total Journal Articles 16 44 186 1,078 50 125 571 4,179

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Biased estimation 1 4 24 90 6 13 83 272
Total Chapters 1 4 24 90 6 13 83 272

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Statistics updated 2009-11-04