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 1 22 872
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 1 1 77 0 2 10 425
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 1 1 5 160
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 0 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 0 1 7 184
On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models 0 0 0 0 1 1 4 200
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 1 9 76
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 1 16 79
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 0 10 779
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 0 0 0 50 0 0 7 165
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 1 1 3 288
Worker Absenteeism: An Analysis Using Microdata 1 1 1 490 2 2 12 1,961
Total Working Papers 1 2 2 1,262 5 14 142 6,349

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 11 61
A Simple Correction for Local Misspecification 0 0 0 0 0 0 4 62
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 0 5 65 1 5 49 368
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 37 0 1 8 181
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 0 2 64
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS 0 0 0 46 0 1 9 174
Investigating Generalizations of Expected Utility Theory Using Experimental Data 1 2 4 696 3 10 48 2,139
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 0 0 2 104
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 0 0 11 306
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 1 2 9 94
On the Use of Artificial Regressions in Certain Microeconometric Models 0 0 0 16 0 0 5 44
On the sensitivity of the overdispersion test in a Weibull model 0 0 0 3 1 1 12 61
On the uniqueness of the maximum likelihood estimator 0 0 0 68 0 0 9 137
Present-Value Models of Land Prices in England and Wales 0 0 0 0 0 0 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 0 4 50
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 0 1 8 305
Temporary layoffs and split population models 0 0 0 131 0 0 8 604
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 0 6 0 1 8 61
Testing for skewness of regression disturbances 0 0 0 115 0 1 2 450
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 0 0 10 532
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 1 42 0 0 7 253
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 1 3 17 728
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 0 0 11 90
The small-sample performance of the information-matrix test 0 0 0 132 0 0 7 557
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 37 1 2 8 137
Worker Absenteeism: An Analysis Using Microdata 0 0 1 317 1 2 19 1,089
Worker absence histories: a panel data study 0 0 0 111 0 0 14 262
Total Journal Articles 1 2 11 2,118 10 35 323 10,262

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 2 2 39 2 6 15 152
Total Chapters 1 2 2 39 2 6 15 152

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