Dr. Judith A. Clarke

Dr. Judith A. Clarke
Position
Associate Professor
Economics
Credentials

PhD (Canterbury)

Status

On leave

Contact
Office: BEC 376

Judith Anne Clarke joined UVic in January, 1994, after obtaining her BEc (Hons I) and M.Ec. from Monash University, Melbourne, Australia, and her PhD, in econometrics, from the University of Canterbury, Christchurch, New Zealand.

Dr Clarke’s research interests lie mainly in theoretical econometric issues that arise as a consequence of the practises of applied researchers. Examples include the implications of pretesting, combining sample and nonsample information, robustness, and estimation and inference with non iid sample data. Her applied research typically arises from applications of her theoretical research.

Dr Clarke has published widely in econometrics and statistics journals, including the Journal of Econometrics, Econometric Theory, Econometrics Reviews, Journal of the American Statistical Association, Computational Statistics, Communications in Statistics, Journal of Statistical Planning and Inference, Journal of Statistical Computation and Simulation, Economics Letters, Applied Economics and Journal of International Trade and Economic Development.

Dr Clarke has supervised over 30 MA and PhD students with research in both theoretical and applied econometrics and statistics.

Interests

  • Econometric theory
  • Applications of theory

Courses

Selected publications

(in former name of Giles and maiden name of Clarke):

  • Hoque, A.A. and J.A. Clarke, 2015, "Straightforward variance estimation for the Gini coefficient with stratified and clustered survey data", Communications in Statistics: Case Studies and Data Analysis 1. 39-58.
  • Chen, W., J.A. Clarke and N. Roy, 2014, "Health and Wealth: Short Panel Granger Causality Tests for Developing Countries", Journal of International Trade & Economic Development, 26, 755-784.
  • Clarke, J.A. & N. Roy, 2012, "On Statistical Inference for Inequality Measures Calculated from Complex Survey Data", Empirical Economics, 43, 499-524.
  • Wong, L., C. van Kootenand J.A. Clarke, 2012. The Impact of Agriculture on Waterfowl Abundance: Evidence from Panel Data. J of Agricultural and Resource Economics 37(2): 321-334.
  • Pendergast, S.M., J.A Clarke and G.C. van Kooten, 2011, Corruption, development and the curse of natural resources, Canadian Journal of Political Science, 44,411-437.
  • Clarke, J.A. Roy, N. and M.J. Courchane, 2009,  On the robustness of racial discrimination findings in mortgage lending studies, Applied Economics 41, 2279-2297.
  • Clarke, J.A., 2008, On weighted estimation in linear regression in the presence of parameter uncertainty, Economics Letters 100, 1-3. Please note the typo for thetahat on p4 - it should read thetahat=theta+[.]^(-1/2)RS^(-1)W'u.
  • Clarke, J.A. and S.Mirza, 2006, A comparison of come common methods for detecting Granger noncausality, Journal of Statistical Computation and Simulation 76, 207-231.
  • Clarke, J.A. and M.J. Courchane, 2005, Implications of stratified sampling for fair lending binary logit models, Journal of Real Estate Finance and Economics 30, 5-31.
  • Courchane, M.J. and J.A. Giles, 2002, A comparison of U.S. and Canadian residential mortgage markets, Property Management 20, 326-368. 
  • Giles, J.A., 2002, Testing for two-step Granger noncausality in trivariate VAR models, in A. Ullah, A. Wan and A. Chaturvedi (eds.), Handbook of Applied Econometrics and Statistical Inference (Marcel Dekker, New York), 371-399.
  • Giles, J.A. and C.L. Williams, 2000, Export-led growth: A survey of the empirical literature and some non-causality results. Part 2, Journal of International Trade and Economic Development 9, 445-470.
  • Giles, J.A. and C.L. Williams, 2000, Export-led growth: A survey of the empirical literature and some non-causality results. Part 1, Journal of International Trade and Economic Development 9, 261-337.