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 4 206 3 8 24 724
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 1 2 70 0 6 21 369
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 0 0 0 153
A Simple Two-Step Estimator for Count Data Models with Sample Selection 0 1 1 97 0 1 3 231
An investigation of parametric tests of CCC assumption 0 0 0 23 0 1 2 77
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 0 119 0 0 1 356
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 1 229
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 2 170
On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models 0 0 0 0 0 0 1 193
On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions 0 0 1 26 1 1 3 73
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 0 0 0 72
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 4 1 2 4 31
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 2 3 56
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 103 0 0 2 741
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 1 2 3 46 1 2 4 148
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 0 0 1 266
Worker Absenteeism: An Analysis Using Microdata 0 0 3 483 1 2 9 1,894
Total Working Papers 1 4 14 1,216 7 25 81 5,783


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 32
A Simple Correction for Local Misspecification 0 0 0 0 0 0 0 54
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 33 0 0 0 154
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 0 0 803
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 1 15
Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification 0 0 0 0 1 1 1 59
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS 0 0 0 45 0 0 2 150
Investigating Generalizations of Expected Utility Theory Using Experimental Data 2 16 65 582 14 50 150 1,745
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 0 0 0 96
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 1 1 64 0 1 4 282
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 0 2 81
On the Use of Artificial Regressions in Certain Microeconometric Models 0 0 0 16 0 0 0 33
On the sensitivity of the overdispersion test in a Weibull model 0 0 0 3 0 0 0 42
On the uniqueness of the maximum likelihood estimator 0 1 1 63 1 3 5 117
Present-Value Models of Land Prices in England and Wales 0 0 0 0 0 0 0 472
Simulated conditional moment tests 0 0 0 13 0 0 0 41
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 71 0 0 4 276
Temporary layoffs and split population models 0 1 1 130 2 5 18 551
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 0 4 0 1 3 42
Testing for skewness of regression disturbances 0 0 1 113 0 0 4 435
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 1 4 6 466
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 1 1 1 40 1 1 2 232
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 0 9 682
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 15 0 0 1 62
The small-sample performance of the information-matrix test 0 0 0 118 0 1 2 526
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 1 32 0 0 1 112
Worker Absenteeism: An Analysis Using Microdata 0 0 0 307 1 2 4 1,027
Worker absence histories: a panel data study 0 0 0 99 0 0 4 220
Total Journal Articles 3 20 71 1,864 21 69 225 8,807


Statistics updated 2019-07-03