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George Judge

Global rank #1547 98%

Institution: University of California-Berkeley

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://berkeley.edu/~judge/

First Publication: 1973

Most Recent: 2013

RePEc ID: pju5 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 21.78 1.34 0.00 49.10

Publication Statistics

Raw Publications 35
Coauthorship-Adjusted Count 31.64

Publications (35)

Year Article Journal Tier Authors
2013 Fellow’s opinion corner: Econometric information recovery Journal of Econometrics A 1
2011 A family of empirical likelihood functions and estimators for the binary response model Journal of Econometrics A 2
2009 Detecting Problems in Survey Data Using Benford’s Law Journal of Human Resources A 2
2007 Information theoretic solutions for correlated bivariate processes Economics Letters C 2
2007 Estimation and inference in the case of competing sets of estimating equations Journal of Econometrics A 2
2005 Combining estimators to improve structural model estimation and inference under quadratic loss Journal of Econometrics A 2
2002 Generalized moment based estimation and inference Journal of Econometrics A 3
1998 Small sample testing for cointegration using the bootstrap approach Economics Letters C 2
1997 Estimation and inference with censored and ordered multinomial response data Journal of Econometrics A 3
1996 Estimating the Size Distribution of Firms Using Government Summary Statistics. Journal of Industrial Economics A 3
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 B 3
1994 Recovering Information from Incomplete or Partial Multisectoral Economic Data. Review of Economics and Statistics A 3
1992 Testing and estimating location vectors when the error covariance matrix is unknown Journal of Econometrics A 2
1991 Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity Journal of Econometrics A 2
1990 An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss Journal of Econometrics A 3
1988 Statistical model selection criteria Economics Letters C 2
1987 Improved prediction in the presence of multicollinearity Journal of Econometrics A 2
1987 The extended Stein procedure for simultaneous model selection and parameter estimation Journal of Econometrics A 4
1985 On assessing the precision of Stein's estimator Economics Letters C 2
1985 Some information on the sampling performance of Stein's new estimator Economics Letters C 3
1985 Minimax Estimators for the Location Vectors of Spherically Symmetric Densities Econometric Theory B 3
1984 Editor's introduction Journal of Econometrics A 1
1984 The non-optimality of the inequality restricted estimator under squared error loss Journal of Econometrics A 4
1984 Some improved estimators in the case of possible heteroscedasticity Journal of Econometrics A 3
1984 A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions Journal of Econometrics A 3
1983 The sampling performance of pre-test estimators of the scale parameter under squared error loss Economics Letters C 3
1983 Pre-test estimation under squared error loss Economics Letters C 3
1982 Power function comparisons in inequality hypothesis testing Economics Letters C 3
1981 Testing multiple equality and inequality hypothesis in economics Economics Letters C 3
1981 Sampling properties of an inequality restricted estimator Economics Letters C 2
1976 A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss Journal of Econometrics A 2
1975 Applied multivariate analysis : S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp. Journal of Econometrics A 1
1974 Post Data Model Evaluation. Review of Economics and Statistics A 3
1973 Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression Journal of Econometrics A 3
1973 Some comments on estimation in regression after preliminary tests of significance Journal of Econometrics A 3