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 2 22 872
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 1 1 1 77 1 4 10 425
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 0 1 4 159
A Simple Two-Step Estimator for Count Data Models with Sample Selection 0 0 0 97 0 0 2 243
An investigation of parametric tests of CCC assumption 0 0 0 26 0 1 8 102
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 0 121 0 2 7 382
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 6 242
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 3 7 184
On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models 0 0 0 0 0 2 3 199
On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions 0 0 0 31 0 0 5 96
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 0 1 9 95
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 0 3 9 76
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 6 16 79
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 4 10 779
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 0 0 0 50 0 1 7 165
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 1 3 287
Worker Absenteeism: An Analysis Using Microdata 0 0 0 489 0 2 11 1,959
Total Working Papers 1 1 1 1,261 2 33 139 6,344

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 11 1 4 12 60
A Simple Correction for Local Misspecification 0 0 0 0 0 3 4 62
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 0 5 65 0 8 50 367
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 37 1 5 9 181
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 1 9 821
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 2 18
Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification 0 0 0 0 0 1 2 64
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS 0 0 0 46 1 4 11 174
Investigating Generalizations of Expected Utility Theory Using Experimental Data 0 2 3 695 3 27 47 2,136
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 0 1 2 104
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 0 3 13 306
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 1 10 93
On the Use of Artificial Regressions in Certain Microeconometric Models 0 0 0 16 0 2 6 44
On the sensitivity of the overdispersion test in a Weibull model 0 0 0 3 0 5 11 60
On the uniqueness of the maximum likelihood estimator 0 0 0 68 0 3 9 137
Present-Value Models of Land Prices in England and Wales 0 0 0 0 0 1 4 488
Robust parametric tests of constant conditional correlation in a MGARCH model 0 0 0 6 0 0 6 22
Simulated conditional moment tests 0 0 0 13 0 1 5 50
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 2 9 305
Temporary layoffs and split population models 0 0 0 131 0 1 8 604
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 0 6 0 3 8 61
Testing for skewness of regression disturbances 0 0 0 115 1 2 3 450
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 0 1 10 532
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 1 1 42 0 3 9 253
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 1 2 16 727
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 0 3 13 90
The small-sample performance of the information-matrix test 0 0 1 132 0 1 8 557
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 37 0 4 8 136
Worker Absenteeism: An Analysis Using Microdata 0 0 1 317 0 4 18 1,088
Worker absence histories: a panel data study 0 0 0 111 0 4 14 262
Total Journal Articles 0 3 11 2,117 8 100 336 10,252

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 1 1 38 4 7 13 150
Total Chapters 1 1 1 38 4 7 13 150

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