George Judge : Citation Profile


Are you George Judge?

University of California-Berkeley

8

H index

8

i10 index

279

Citations

RESEARCH PRODUCTION:

38

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   34 years (1973 - 2007). See details.
   Cites by year: 8
   Journals where George Judge has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 3 (1.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pju5
   Updated: 2021-03-27    RAS profile: 2017-08-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with George Judge.

Is cited by:

Robinson, Sherman (14)

Mittelhammer, Ron (10)

Cardenete, Manuel Alejandro (8)

Femenia, Fabienne (7)

Gohin, Alexandre (6)

Howitt, Richard (6)

Golan, Amos (6)

Noland, Marcus (6)

Hill, Carter (6)

Perloff, Jeffrey (5)

Lopez, Rigoberto (5)

Cites to:

Golan, Amos (4)

Zellner, Arnold (3)

MacKinnon, James (3)

Davidson, Russell (3)

Mittelhammer, Ron (3)

Hansen, Lars (3)

White, Halbert (2)

Newey, Whitney (2)

Johansen, Soren (2)

Greene, William (2)

Danaher, Peter (1)

Main data


Where George Judge has published?


Journals with more than one article published# docs
Journal of Econometrics17
Economics Letters10
Econometrica3
Journal of the American Statistical Association2
The Review of Economics and Statistics2

Recent works citing George Judge (2021 and 2020)


YearTitle of citing document
2020Empirical MSE Minimization to Estimate a Scalar Parameter. (2020). D'Haultfoeuille, Xavier ; de Chaisemartin, Cl'Ement. In: Papers. RePEc:arx:papers:2006.14667.

Full description at Econpapers || Download paper

2020A Generalized Focused Information Criterion for GMM. (2020). Ditraglia, Francis J ; Chang, Minsu. In: Papers. RePEc:arx:papers:2011.07085.

Full description at Econpapers || Download paper

2020Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data. (2020). Khan, Shahedul A ; Hossain, Shakhawat. In: Statistica Neerlandica. RePEc:bla:stanee:v:74:y:2020:i:4:p:592-610.

Full description at Econpapers || Download paper

2021Impact of Tax Reforms in Applied Models: Which Functional Forms Should Be Chosen for the Demand System? Theory and Application for Morocco. (2021). Boccanfuso, Dorothee ; Abdelkhalek, Touhami. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-07.

Full description at Econpapers || Download paper

2020Domestic segment of global value chains in China under state capitalism?. (2020). Wang, Zhi ; Tang, Heiwai. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:4:p:797-821.

Full description at Econpapers || Download paper

2020On shrinkage estimation for balanced loss functions. (2020). Strawderman, William E ; Marchand, Eric. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x19301770.

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2020Driving mechanism of concentrated rural resettlement in upland areas of Sichuan Basin: A perspective of marketing hierarchy transformation. (2020). Radmehr, Reza ; Wei, Chaofu ; Henneberry, Shida Rastegari ; Zhang, Shichao ; Liu, Weiping. In: Land Use Policy. RePEc:eee:lauspo:v:99:y:2020:i:c:s0264837719323464.

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2020Inconsistency transmission and variance reduction in two-stage quantile regression. (2020). MULLER, Christophe ; Kim, Tae-Hwan. In: Post-Print. RePEc:hal:journl:hal-02084505.

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2020Bias–Variance Trade-Off and Shrinkage of Weights in Forecast Combination. (2020). Setzer, Thomas ; Blanc, Sebastian M. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5720-5737.

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2020Projecting input-output tables for model baselines. (2020). Weitzel, Matthias ; Saveyn, Bert ; Rey, Luis ; Wojtowicz, Krzysztof ; Cardenete, Manuel Alejandro ; Temursho, Umed ; Vandyck, Toon. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc120513.

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2021On the estimation of Okun’s coefficient in some countries in Latin America: a comparison between OLS and GME estimators. (2021). Zanin, Luca. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01798-y.

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2021An Averaging Estimator for Two Step M Estimation in Semiparametric Models. (2021). Shi, Ruoyao. In: Working Papers. RePEc:ucr:wpaper:202105.

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Works by George Judge:


YearTitleTypeCited
2002Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems In: Journal of the American Statistical Association.
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article4
2004A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss In: Journal of the American Statistical Association.
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article15
1986Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss. In: Journal of Business & Economic Statistics.
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article0
1996Estimating the Size Distribution of Firms Using Government Summary Statistics. In: Journal of Industrial Economics.
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article25
1973Wallaces Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound. In: Econometrica.
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article4
1977Application of Pre-Test and Stein Estimators to Economic Data. In: Econometrica.
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article1
1989Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss. In: Econometrica.
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article0
2000Generalized Moment Based Estimation and Inference In: Econometric Society World Congress 2000 Contributed Papers.
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paper3
2002Generalized moment based estimation and inference.(2002) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 3
article
1996A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy In: Journal of Economic Dynamics and Control.
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article19
1983Biased estimation In: Handbook of Econometrics.
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chapter15
1983Pre-test estimation under squared error loss In: Economics Letters.
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article0
1983The sampling performance of pre-test estimators of the scale parameter under squared error loss In: Economics Letters.
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article0
1985On assessing the precision of Steins estimator In: Economics Letters.
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article3
1985Some information on the sampling performance of Steins new estimator In: Economics Letters.
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article0
1988Statistical model selection criteria In: Economics Letters.
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article12
1998Small sample testing for cointegration using the bootstrap approach In: Economics Letters.
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article18
1981Testing multiple equality and inequality hypothesis in economics In: Economics Letters.
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article5
1981Sampling properties of an inequality restricted estimator In: Economics Letters.
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article6
2007Information theoretic solutions for correlated bivariate processes In: Economics Letters.
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article2
1982Power function comparisons in inequality hypothesis testing In: Economics Letters.
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article0
2005Combining estimators to improve structural model estimation and inference under quadratic loss In: Journal of Econometrics.
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article5
2007Estimation and inference in the case of competing sets of estimating equations In: Journal of Econometrics.
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article6
1973Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression In: Journal of Econometrics.
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article3
1973Some comments on estimation in regression after preliminary tests of significance In: Journal of Econometrics.
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article1
1984Editors introduction In: Journal of Econometrics.
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article0
1984Some improved estimators in the case of possible heteroscedasticity In: Journal of Econometrics.
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article1
1984The non-optimality of the inequality restricted estimator under squared error loss In: Journal of Econometrics.
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article2
1984A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions In: Journal of Econometrics.
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article4
1987Improved prediction in the presence of multicollinearity In: Journal of Econometrics.
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article5
1987The extended Stein procedure for simultaneous model selection and parameter estimation In: Journal of Econometrics.
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article1
1975Applied multivariate analysis : S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp. In: Journal of Econometrics.
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article0
1990An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss In: Journal of Econometrics.
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article5
1991Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity In: Journal of Econometrics.
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article0
1976A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss In: Journal of Econometrics.
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article3
1992Testing and estimating location vectors when the error covariance matrix is unknown In: Journal of Econometrics.
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article3
1997Estimation and inference with censored and ordered multinomial response data In: Journal of Econometrics.
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article18
1998Identifying and Assessing Key Computing Skills for Economic Students: the driving test. In: Portsmouth University - Caleco.
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paper0
1991The Risk Properties of A Pre-Test Estimator for Zellners Seemingly Unrelated Model. In: Tilburg - Center for Economic Research.
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paper0
1976A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss. In: International Economic Review.
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article1
1974Post Data Model Evaluation. In: The Review of Economics and Statistics.
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article3
1994Recovering Information from Incomplete or Partial Multisectoral Economic Data. In: The Review of Economics and Statistics.
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article86

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