Access Statistics for Chris Orme

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
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 0 0 7 849
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 0 0 0 414
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 0 0 0 155
A Simple Two-Step Estimator for Count Data Models with Sample Selection 0 0 0 97 0 0 0 241
An investigation of parametric tests of CCC assumption 0 1 1 26 0 1 3 94
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 0 121 0 1 3 375
On The Use of Artificial Regressions in Certain Micro-Economic Models: Double Length IV estimation Double Length OLS estimation Sure Estimation 0 0 0 0 1 1 1 236
On the Behaviour of Conditional Moment Tests in the Presence of Unconsidered Alternatives after Estimation by Maximum Likelihood or Extremum Methods 0 0 0 0 1 1 2 177
On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models 0 0 0 0 0 0 0 196
On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions 0 0 1 31 0 0 2 90
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 0 1 2 86
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 0 1 1 67
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 0 0 63
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 1 2 769
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 0 0 0 50 0 0 0 157
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 1 4 282
Worker Absenteeism: An Analysis Using Microdata 0 1 2 489 2 3 7 1,946
Total Working Papers 0 2 4 1,260 4 11 34 6,197

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Heteroskedasticity-Robust F -Test Statistic for Individual Effects 0 0 0 10 1 1 1 47
A Simple Correction for Local Misspecification 0 0 0 0 0 1 1 58
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 0 3 58 1 4 18 311
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 37 0 0 2 172
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 0 4 812
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 0 16
Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification 0 0 0 0 0 0 0 62
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS 0 0 0 46 1 2 2 163
Investigating Generalizations of Expected Utility Theory Using Experimental Data 0 0 6 689 3 7 23 2,085
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 0 1 2 102
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 0 0 1 293
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 1 1 83
On the Use of Artificial Regressions in Certain Microeconometric Models 0 0 0 16 1 1 1 38
On the sensitivity of the overdispersion test in a Weibull model 0 0 0 3 0 0 1 49
On the uniqueness of the maximum likelihood estimator 0 0 0 68 0 0 0 128
Present-Value Models of Land Prices in England and Wales 0 0 0 0 0 1 1 483
Robust parametric tests of constant conditional correlation in a MGARCH model 0 0 0 6 0 0 0 16
Simulated conditional moment tests 0 0 0 13 0 1 2 45
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 0 4 296
Temporary layoffs and split population models 0 0 0 131 0 1 1 596
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 0 6 1 2 2 52
Testing for skewness of regression disturbances 0 0 0 115 0 0 2 447
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 0 0 4 520
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 0 41 1 3 4 244
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 1 8 710
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 0 1 3 77
The small-sample performance of the information-matrix test 0 0 0 130 0 1 2 547
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 1 37 0 1 3 128
Worker Absenteeism: An Analysis Using Microdata 0 2 3 316 0 2 7 1,070
Worker absence histories: a panel data study 0 0 2 111 0 0 3 248
Total Journal Articles 0 2 15 2,099 9 32 103 9,898

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
INVESTIGATING GENERALIZATIONS OF EXPECTED UTILITY THEORY USING EXPERIMENTAL DATA 0 1 1 37 0 1 2 136
Total Chapters 0 1 1 37 0 1 2 136

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03