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 2 4 208 1 15 39 749
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 1 70 0 4 26 380
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 0 1 1 154
A Simple Two-Step Estimator for Count Data Models with Sample Selection 0 0 1 97 0 3 7 235
An investigation of parametric tests of CCC assumption 0 0 0 23 0 1 2 78
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 0 119 0 2 4 360
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 1 230
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 4 173
On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models 0 0 0 0 0 2 2 195
On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions 0 1 1 27 0 4 5 77
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 1 3 4 76
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 1 1 5 0 5 7 36
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 2 5 58
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 103 0 3 7 747
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 0 0 2 46 0 1 4 149
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 1 4 269
Worker Absenteeism: An Analysis Using Microdata 0 1 2 484 2 6 13 1,903
Total Working Papers 0 5 12 1,221 5 57 135 5,869


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 0 0 2 34
A Simple Correction for Local Misspecification 0 0 0 0 1 1 1 55
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 1 34 0 1 3 157
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 1 2 3 806
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 1 59
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS 0 1 1 46 0 3 5 155
Investigating Generalizations of Expected Utility Theory Using Experimental Data 1 11 51 601 6 36 147 1,802
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 0 1 3 99
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 1 64 0 1 4 285
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 1 34
On the sensitivity of the overdispersion test in a Weibull model 0 0 0 3 0 2 2 44
On the uniqueness of the maximum likelihood estimator 0 0 2 64 1 1 6 120
Present-Value Models of Land Prices in England and Wales 0 0 0 0 1 1 3 475
Simulated conditional moment tests 0 0 0 13 0 1 1 42
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 71 1 1 1 277
Temporary layoffs and split population models 0 0 1 130 0 6 16 559
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 0 4 1 2 4 45
Testing for skewness of regression disturbances 0 0 0 113 0 4 6 440
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 1 5 13 473
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 1 40 0 2 6 236
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 1 4 685
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 15 0 0 0 62
The small-sample performance of the information-matrix test 0 1 1 119 0 1 3 528
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 1 32 0 2 4 115
Worker Absenteeism: An Analysis Using Microdata 0 1 1 308 2 8 11 1,036
Worker absence histories: a panel data study 0 1 1 100 2 4 5 225
Total Journal Articles 1 15 62 1,889 17 86 255 8,944


Statistics updated 2020-01-03