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 5 849
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 0 1 1 415
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 0 1 26 0 0 3 94
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 0 121 0 0 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 0 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 0 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 1 90
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 0 0 2 86
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 0 0 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 0 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 5 283
Worker Absenteeism: An Analysis Using Microdata 0 0 1 489 1 4 8 1,948
Total Working Papers 0 0 3 1,260 1 8 34 6,201

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 0 1 1 47
A Simple Correction for Local Misspecification 0 0 0 0 0 0 1 58
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 0 2 58 0 2 18 312
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 0 1 2 163
Investigating Generalizations of Expected Utility Theory Using Experimental Data 1 1 6 690 1 4 21 2,086
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 0 0 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 0 1 83
On the Use of Artificial Regressions in Certain Microeconometric Models 0 0 0 16 0 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 1 1 2 484
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 0 2 45
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 0 3 296
Temporary layoffs and split population models 0 0 0 131 0 0 1 596
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 0 6 0 1 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 3 520
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 0 41 0 1 4 244
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 0 8 710
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 0 0 3 77
The small-sample performance of the information-matrix test 0 0 0 130 0 0 2 547
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 1 37 0 0 3 128
Worker Absenteeism: An Analysis Using Microdata 0 0 3 316 0 0 6 1,070
Worker absence histories: a panel data study 0 0 1 111 0 0 1 248
Total Journal Articles 1 1 13 2,100 2 12 97 9,901

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 0 1 37 0 0 2 136
Total Chapters 0 0 1 37 0 0 2 136

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