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 1 1 4 213 4 7 32 788
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 1 1 71 0 2 4 390
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 0 0 1 155
A Simple Two-Step Estimator for Count Data Models with Sample Selection 0 0 0 97 0 0 2 240
An investigation of parametric tests of CCC assumption 0 0 2 25 0 0 4 84
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 0 120 0 0 2 365
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 0 1 234
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 1 175
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 28 0 1 3 83
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 0 0 1 79
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 2 7 0 0 11 51
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 0 2 60
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 103 0 0 4 752
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 0 0 1 49 1 1 2 155
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 1 2 274
Worker Absenteeism: An Analysis Using Microdata 0 0 0 484 2 3 12 1,917
Total Working Papers 1 2 10 1,236 7 16 84 5,998


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 1 1 9 0 1 5 40
A Simple Correction for Local Misspecification 0 0 0 0 0 0 0 55
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 2 3 7 34 8 14 64 177
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 2 36 0 1 6 164
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 1 2 808
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 0 15
Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification 0 0 0 0 0 1 1 62
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS 0 0 0 46 0 0 3 158
Investigating Generalizations of Expected Utility Theory Using Experimental Data 3 14 40 646 10 32 121 1,943
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 0 0 0 99
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 1 65 0 0 3 288
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 0 1 82
On the Use of Artificial Regressions in Certain Microeconometric Models 0 0 0 16 0 0 0 34
On the sensitivity of the overdispersion test in a Weibull model 0 0 0 3 0 0 1 48
On the uniqueness of the maximum likelihood estimator 0 0 3 67 0 0 4 126
Present-Value Models of Land Prices in England and Wales 0 0 0 0 0 1 3 480
Robust parametric tests of constant conditional correlation in a MGARCH model 0 0 1 2 0 0 3 9
Simulated conditional moment tests 0 0 0 13 0 0 0 42
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 2 3 74 0 2 5 288
Temporary layoffs and split population models 0 0 1 131 0 4 15 580
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 1 5 0 1 3 48
Testing for skewness of regression disturbances 0 1 1 114 0 1 2 442
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 2 6 21 496
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 0 41 0 0 1 239
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 1 2 690
The robustness, reliabiligy and power of heteroskedasticity tests 0 1 2 17 0 2 4 66
The small-sample performance of the information-matrix test 0 1 2 122 0 1 6 535
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 32 0 0 1 120
Worker Absenteeism: An Analysis Using Microdata 0 0 0 308 0 1 4 1,043
Worker absence histories: a panel data study 0 0 2 102 0 0 4 232
Total Journal Articles 5 23 67 1,991 20 70 285 9,409


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 1 3 9 20 8 19 51 83
Total Chapters 1 3 9 20 8 19 51 83


Statistics updated 2021-04-06