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 2 6 212 2 9 37 776
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 70 0 0 9 387
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 0 0 2 155
A Simple Two-Step Estimator for Count Data Models with Sample Selection 0 0 0 97 0 1 6 240
An investigation of parametric tests of CCC assumption 1 1 2 25 1 2 6 83
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 1 120 0 1 6 365
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 1 5 234
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 0 3 174
On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models 0 0 0 0 0 0 2 196
On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions 0 0 1 28 0 1 6 82
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 0 1 4 79
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 2 7 1 5 16 49
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 2 3 60
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 103 1 2 5 751
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 0 0 3 49 0 0 5 154
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 0 5 273
Worker Absenteeism: An Analysis Using Microdata 0 0 1 484 0 5 15 1,912
Total Working Papers 2 3 16 1,234 5 30 135 5,970


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 8 1 2 4 38
A Simple Correction for Local Misspecification 0 0 0 0 0 0 1 55
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 2 5 30 2 12 52 146
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 1 1 35 0 1 5 162
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 0 2 807
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 0 2 61
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS 0 0 1 46 1 1 3 157
Investigating Generalizations of Expected Utility Theory Using Experimental Data 3 5 32 627 8 24 114 1,891
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 1 3 287
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 0 0 81
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 1 4 48
On the uniqueness of the maximum likelihood estimator 0 0 1 65 0 0 4 123
Present-Value Models of Land Prices in England and Wales 0 0 0 0 0 0 5 479
Robust parametric tests of constant conditional correlation in a MGARCH model 0 0 1 2 0 1 3 9
Simulated conditional moment tests 0 0 0 13 0 0 1 42
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 1 1 72 1 2 10 286
Temporary layoffs and split population models 0 0 1 131 1 6 19 576
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 1 5 0 0 4 47
Testing for skewness of regression disturbances 0 0 0 113 0 1 3 441
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 0 3 12 483
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 1 41 0 0 4 239
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 1 4 689
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 1 16 0 0 2 64
The small-sample performance of the information-matrix test 0 1 2 121 0 2 6 534
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 32 1 1 6 120
Worker Absenteeism: An Analysis Using Microdata 0 0 0 308 0 1 10 1,041
Worker absence histories: a panel data study 0 0 0 100 0 2 7 230
Total Journal Articles 3 10 49 1,957 15 62 290 9,284


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 6 15 2 9 36 58
Total Chapters 0 1 6 15 2 9 36 58


Statistics updated 2020-11-03