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 2 5 7 856
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 1 3 5 419
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 0 1 1 156
A Simple Two-Step Estimator for Count Data Models with Sample Selection 0 0 0 97 0 1 1 242
An investigation of parametric tests of CCC assumption 0 0 0 26 0 1 2 96
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 0 121 0 1 2 376
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 2 237
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 0 1 177
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 0 31 2 2 4 94
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 3 4 6 91
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 2 3 5 71
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 3 4 4 67
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 1 2 2 771
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 0 0 0 50 0 1 2 159
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 1 1 4 286
Worker Absenteeism: An Analysis Using Microdata 0 0 0 489 2 2 9 1,953
Total Working Papers 0 0 0 1,260 17 32 57 6,247

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 1 11 0 2 6 52
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 1 2 5 63 6 18 33 341
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 37 1 1 2 174
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 4 6 6 818
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 2 3 8 169
Investigating Generalizations of Expected Utility Theory Using Experimental Data 0 0 4 693 4 8 22 2,102
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 0 0 1 102
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 2 4 7 300
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 2 5 87
On the Use of Artificial Regressions in Certain Microeconometric Models 0 0 0 16 1 1 3 40
On the sensitivity of the overdispersion test in a Weibull model 0 0 0 3 1 3 3 52
On the uniqueness of the maximum likelihood estimator 0 0 0 68 1 2 2 130
Present-Value Models of Land Prices in England and Wales 0 0 0 0 1 2 4 486
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 3 47
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 1 3 5 301
Temporary layoffs and split population models 0 0 0 131 2 3 5 600
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 0 6 2 3 6 56
Testing for skewness of regression disturbances 0 0 0 115 0 0 1 448
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 3 5 8 528
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 0 41 1 1 6 247
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 1 12 722
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 2 3 6 82
The small-sample performance of the information-matrix test 0 0 2 132 4 6 10 556
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 37 1 1 3 130
Worker Absenteeism: An Analysis Using Microdata 0 0 2 317 3 4 6 1,075
Worker absence histories: a panel data study 0 0 0 111 2 5 5 253
Total Journal Articles 1 2 14 2,112 44 88 179 10,050

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 0 37 1 2 4 140
Total Chapters 0 0 0 37 1 2 4 140

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