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
Generalized Moment Based Estimation and Inference 0 0 0 162 0 0 1 340
Identifying and Assessing Key Computing Skills for Economic Students: the "driving test" 0 0 0 0 0 0 2 306
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model 0 0 0 0 1 1 3 273
Total Working Papers 0 0 0 162 1 1 6 919


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 36 0 0 1 119
A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss 0 0 0 7 1 1 2 25
A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss 0 0 1 17 0 0 3 51
A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy 0 0 5 126 0 2 11 300
A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions 0 0 1 61 0 1 4 140
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss 0 0 0 72 0 0 2 218
Application of Pre-Test and Stein Estimators to Economic Data 0 0 0 46 0 0 3 230
Applied multivariate analysis: S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp 0 0 16 230 4 7 39 620
Combining estimators to improve structural model estimation and inference under quadratic loss 0 0 0 30 0 0 0 120
Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems 0 0 0 8 0 0 2 49
Editor's introduction 0 0 0 4 0 0 1 14
Estimating the Size Distribution of Firms Using Government Summary Statistics 0 0 0 107 0 0 9 714
Estimation and inference in the case of competing sets of estimating equations 0 0 0 17 0 1 3 53
Estimation and inference with censored and ordered multinomial response data 0 0 2 96 0 2 7 231
Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss 0 0 0 0 0 0 0 131
Generalized moment based estimation and inference 0 0 0 53 0 0 1 144
Improved prediction in the presence of multicollinearity 0 0 0 69 0 0 1 164
Information theoretic solutions for correlated bivariate processes 0 0 0 12 0 0 0 41
On assessing the precision of Stein's estimator 0 0 0 8 0 0 2 31
Post Data Model Evaluation 0 0 0 49 0 0 2 165
Power function comparisons in inequality hypothesis testing 0 0 0 39 0 0 2 197
Pre-test estimation under squared error loss 0 0 0 12 0 0 0 52
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression 0 0 0 15 0 0 1 55
Recovering Information from Incomplete or Partial Multisectoral Economic Data 0 0 5 265 1 6 19 566
Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss 0 0 0 20 0 0 0 209
Sampling properties of an inequality restricted estimator 0 0 0 18 0 0 0 51
Small sample testing for cointegration using the bootstrap approach 0 0 1 89 0 0 3 223
Some comments on estimation in regression after preliminary tests of significance 0 0 0 9 0 0 3 42
Some improved estimators in the case of possible heteroscedasticity 0 0 0 6 0 0 0 22
Some information on the sampling performance of Stein's new estimator 0 0 0 4 0 0 1 27
Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity 0 0 0 12 0 0 0 61
Statistical model selection criteria 0 0 0 156 0 1 4 555
Testing and estimating location vectors when the error covariance matrix is unknown 0 0 0 34 0 1 1 234
Testing multiple equality and inequality hypothesis in economics 0 0 0 41 0 0 1 182
The extended Stein procedure for simultaneous model selection and parameter estimation 0 2 4 38 1 3 13 129
The non-optimality of the inequality restricted estimator under squared error loss 0 0 0 19 0 0 1 41
The sampling performance of pre-test estimators of the scale parameter under squared error loss 0 0 0 3 0 0 3 33
Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound 0 0 0 58 0 0 0 596
Total Journal Articles 0 2 35 1,886 7 25 145 6,835


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Biased estimation 0 0 0 158 0 1 7 585
Total Chapters 0 0 0 158 0 1 7 585


Statistics updated 2020-09-04