Background
Judge, George Garrett was born on May 2, 1925 in Carlisle, Kentucky, United States. Son of William Everett and Etna (Perkins) Judge.
(This book explores econometrics using an intuitive approa...)
This book explores econometrics using an intuitive approach that begins with an economic model. It emphasizes motivation, understanding, and implementation and shows readers how economic data are used with economic and statistical models as a basis for estimating key economic parameters, testing economic hypotheses and predicting economic outcomes.
http://www.amazon.com/gp/product/0471412392/?tag=2022091-20
(This book explores econometrics using an intuitive approa...)
This book explores econometrics using an intuitive approach that begins with an economic model. It emphasizes motivation, understanding, and implementation and shows readers how economic data are used with economic and statistical models as a basis for estimating key economic parameters, testing economic hypotheses and predicting economic outcomes.
http://www.amazon.com/gp/product/0471331848/?tag=2022091-20
(In the theory and practice of econometrics the model, the...)
In the theory and practice of econometrics the model, the method and the data are all interdependent links in information recovery-estimation and inference. Seldom, however, are the economic and statistical models correctly specified, the data complete or capable of being replicated, the estimation rules optimal and the inferences free of distortion. Faced with these problems, Maximum Entropy Economeirics provides a new basis for learning from economic and statistical models that may be non-regular in the sense that they are ill-posed or underdetermined and the data are partial or incomplete. By extending the maximum entropy formalisms used in the physical sciences, the authors present a new set of generalized entropy techniques designed to recover information about economic systems. The authors compare the generalized entropy techniques with the performance of the relevant traditional methods of information recovery and clearly demonstrate theories with applications including Pure inverse problems that include first order Markov processes, and input-output, multisectoral or SAM models to Inverse problems with noise that include statistical models subject to ill-conditioning, non-normal errors, heteroskedasticity, autocorrelation, censored, multinomial and simultaneous response data, as well as model selection and non-stationary and dynamic control problems Maximum Entropy Econometrics will be of interest to econometricians trying to devise procedures for recovering information from partial or incomplete data, as well as quantitative economists in finance and business, statisticians, and students and applied researchers in econometrics, engineering and the physical sciences.
http://www.amazon.com/gp/product/0471953113/?tag=2022091-20
(This broadly based graduate-level textbook covers the maj...)
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
http://www.amazon.com/gp/product/047189530X/?tag=2022091-20
(This book explores econometrics using an intuitive approa...)
This book explores econometrics using an intuitive approach that begins with an economic model. It emphasizes motivation, understanding, and implementation and shows readers how economic data are used with economic and statistical models as a basis for estimating key economic parameters, testing economic hypotheses and predicting economic outcomes.
http://www.amazon.com/gp/product/0471412376/?tag=2022091-20
(Designed to promote students' understanding of econometri...)
Designed to promote students' understanding of econometrics and to build a more operational knowledge of economics through a meaningful combination of words, symbols and ideas. Each chapter commences in the way economists begin new empirical projects--with a question and an economic model--then proceeds to develop a statistical model, select an estimator and outline inference procedures. Contains a copious amount of problems, experimental exercises and case studies.
http://www.amazon.com/gp/product/0471585920/?tag=2022091-20
(Econometric Foundations establishes a new paradigm for te...)
Econometric Foundations establishes a new paradigm for teaching econometric problems to talented upper-level undergraduates, graduate students, and professionals. The complete package (text, accompanying CD-ROM, and electronic guide) provides relevance, clarity, and organization to those wishing to acquaint themselves with the principles and procedures for information processing and recovery from samples of economic data. In the real world such data are usually limited or incomplete, and the parameters sought are unobserved and not subject to direct observation or measurement. Econometric Foundations fully provides an operational understanding of a rich set of estimation and inference tools to master such data, including traditional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjunction with the computer to address economic problems. The accompanying CD-ROM contains reviews of probability theory, principles of classical estimation and inference, and handling of ill-posed inverse problems in text-searchable electronic documents, an interactive Matrix Review manual with GAUSS LIGHT software, and an electronic Examples Manual. A separate Guide, which may be accessed through the Internet, further enhances the student's mastery of the topics by providing solutions guides to the questions and problems in the text. This text, CD-ROM, and electronic guide package make Econometric Foundations the most up-to-date and comprehensive learning resource available.
http://www.amazon.com/gp/product/0521623944/?tag=2022091-20
(This book explores econometrics using an intuitive approa...)
This book explores econometrics using an intuitive approach that begins with an economic model. It emphasizes motivation, understanding, and implementation and shows readers how economic data are used with economic and statistical models as a basis for estimating key economic parameters, testing economic hypotheses and predicting economic outcomes.
http://www.amazon.com/gp/product/0471139939/?tag=2022091-20
(Designed to promote students' understanding of econometri...)
Designed to promote students' understanding of econometrics and to build a more operational knowledge of economics through a meaningful combination of words, symbols and ideas. Each chapter commences in the way economists begin new empirical projects--with a question and an economic model--then proceeds to develop a statistical model, select an estimator and outline inference procedures. Contains a copious amount of problems, experimental exercises and case studies.
http://www.amazon.com/gp/product/0471513644/?tag=2022091-20
(This Second Edition of the highly acclaimed introduction ...)
This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.
http://www.amazon.com/gp/product/0471624144/?tag=2022091-20
Judge, George Garrett was born on May 2, 1925 in Carlisle, Kentucky, United States. Son of William Everett and Etna (Perkins) Judge.
Bachelor of Science, U. Kentucky, 1948. Master of Science, Iowa State University, 1949, Doctor of Philosophy, 1952. Assistant professor of University Connecticut, Storrs, 1951-1955.
Professor of University Oklahoma, Stillwater, 1955-1958.
Visiting professor Yale University, New Haven, 1958-1959. Professor economics University of Illinois, Urbana, 1959-1986.
Professor University of California, Berkeley, 1986. Visiting distinguished professor of University Georgia, 1977-1979.
Consultant International Wool Secretariat, London, 1976-1977.
Assistant professor University Connecticut, Storrs, 1951-1955. Professor University Oklahoma, Stillwater, 1955-1958. Visiting professor Yale University, New Haven, 1958-1959.
Professor economics University Illinois, Urbna, 1959-1986, University California, Berkeley, since 1986. Visiting distinguished professor University Georgia, 1977-1979. Consultant International Wool Secretariat, London, 1976-1977.
(Designed to promote students' understanding of econometri...)
(Designed to promote students' understanding of econometri...)
(This Second Edition of the highly acclaimed introduction ...)
(Econometric Foundations establishes a new paradigm for te...)
(In the theory and practice of econometrics the model, the...)
(This broadly based graduate-level textbook covers the maj...)
(This book explores econometrics using an intuitive approa...)
(This book explores econometrics using an intuitive approa...)
(This book explores econometrics using an intuitive approa...)
(This book explores econometrics using an intuitive approa...)
Served with United States Army Air Force, 1943-1945. Fellow Social Science. Fellow Econometric Society, Journal of Econometrics fellowship
Member Am.Statis.
Association, American Economics Association. Club: Dial.
Married Sue Dunkle, March 17, 1950. Married Margaret C. Copeland, October 8, 1976. Children: Lisa C., Laura South.