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 0 8 1 3 6 37
An Information Theoretic Approach to Ecological Estimation and Inference 0 3 5 21 0 3 7 47
ESTIMATING THE SIZE DISTRIBUTION OF FIRMS USING GOVERNMENT SUMMARY STATISTICS 3 6 12 511 8 18 32 1,531
Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods 2 3 7 27 5 13 28 98
Estimating the Link Function in Multinomial Response Models under Endogeneity and Quadratic Loss 1 2 9 43 4 12 32 121
Generalized Moment Based Estimation and Inference 0 1 5 136 1 4 20 276
Identifying and Assessing Key Computing Skills for Economic Students: the "driving test" 0 0 0 0 0 6 15 255
Large Deviations Theory and Empirical Estimator Choice 1 2 10 16 3 6 28 55
Minimum Divergence Moment Based Binary Response Models: Estimation and Inference 1 3 10 33 3 11 34 106
Power and pre-test risk comparisons for conventional and joint one sided tests 0 0 0 0 0 1 6 91
Some Empirical Evidence on the Impact of Measurement Errors in Making Ecological Inferences 0 0 1 4 0 1 7 32
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model 0 0 0 0 1 1 9 236
The analytical risk of a two stage pretest estimator in the case of possible heteroscedasticity 0 0 0 0 0 3 9 138
Total Working Papers 8 20 59 799 26 82 233 3,023


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 3 32 0 2 6 99
A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss 0 0 3 4 0 0 4 6
A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss 1 1 2 4 1 1 3 7
A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy 0 3 13 66 2 8 29 153
A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions 0 1 9 20 0 4 27 46
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss 1 3 7 42 2 10 21 142
Application of Pre-Test and Stein Estimators to Economic Data 0 0 2 38 1 2 6 192
Applied multivariate analysis: S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp 3 5 18 36 7 20 58 100
Combining estimators to improve structural model estimation and inference under quadratic loss 0 0 1 10 0 2 8 47
Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems 0 0 1 2 1 1 3 6
Editor's introduction 0 0 0 0 0 0 0 0
Estimating the Size Distribution of Firms Using Government Summary Statistics 1 3 7 91 3 8 37 615
Estimation and inference in the case of competing sets of estimating equations 0 0 2 2 0 1 9 13
Estimation and inference with censored and ordered multinomial response data 0 1 10 53 1 4 16 120
Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss 0 0 0 0 0 1 8 114
Generalized moment based estimation and inference 0 1 3 36 0 4 7 83
Improved prediction in the presence of multicollinearity 1 2 12 22 3 6 27 46
Information theoretic solutions for correlated bivariate processes 0 0 3 3 1 1 23 23
On assessing the precision of Stein's estimator 0 0 2 4 0 1 7 12
Post Data Model Evaluation 0 1 6 29 1 3 14 93
Power function comparisons in inequality hypothesis testing 2 2 21 24 3 6 64 90
Pre-test estimation under squared error loss 1 3 5 7 1 8 22 29
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression 0 1 2 3 0 2 8 16
Recovering Information from Incomplete or Partial Multisectoral Economic Data 1 2 14 102 2 3 29 258
Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss 0 0 1 18 0 1 8 192
Sampling properties of an inequality restricted estimator 1 2 5 7 2 5 12 16
Small sample testing for cointegration using the bootstrap approach 1 1 8 60 2 4 17 136
Some comments on estimation in regression after preliminary tests of significance 0 0 1 3 0 0 3 12
Some improved estimators in the case of possible heteroscedasticity 0 0 3 3 0 1 5 12
Some information on the sampling performance of Stein's new estimator 0 0 1 1 1 2 6 10
Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity 0 0 0 9 0 0 2 43
Statistical model selection criteria 2 9 23 39 6 16 55 80
Testing and estimating location vectors when the error covariance matrix is unknown 0 1 7 13 2 4 22 64
Testing multiple equality and inequality hypothesis in economics 0 1 8 14 3 9 34 54
The extended Stein procedure for simultaneous model selection and parameter estimation 0 0 3 5 1 4 10 15
The non-optimality of the inequality restricted estimator under squared error loss 0 0 1 4 0 0 2 11
The sampling performance of pre-test estimators of the scale parameter under squared error loss 0 0 3 3 0 0 12 13
Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound 0 0 3 51 1 3 18 545
Total Journal Articles 15 43 213 860 47 147 642 3,513


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Biased estimation 5 8 29 64 7 19 73 181
Total Chapters 5 8 29 64 7 19 73 181


Statistics updated 2008-09-04