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 1 8 22 871
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 2 3 8 423
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 1 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 1 3 8 102
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 0 121 0 1 5 380
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 4 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 2 2 6 183
On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models 0 0 0 0 2 2 3 199
On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions 0 0 0 31 0 2 6 96
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 0 0 8 94
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 2 2 8 75
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 5 6 15 78
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 4 5 10 779
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 0 0 0 50 1 2 8 165
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 1 1 4 287
Worker Absenteeism: An Analysis Using Microdata 0 0 0 489 2 4 11 1,959
Total Working Papers 0 0 0 1,260 24 46 134 6,335

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 1 11 1 1 10 57
A Simple Correction for Local Misspecification 0 0 0 0 3 3 4 62
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 1 7 65 4 12 51 363
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 0 37 4 4 8 180
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 0 8 820
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 2 2 18
Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification 0 0 0 0 1 1 2 64
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS 0 0 0 46 3 3 10 173
Investigating Generalizations of Expected Utility Theory Using Experimental Data 1 1 4 694 20 25 43 2,129
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 1 1 2 104
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 3 5 13 306
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 2 9 92
On the Use of Artificial Regressions in Certain Microeconometric Models 0 0 0 16 2 2 6 44
On the sensitivity of the overdispersion test in a Weibull model 0 0 0 3 5 6 11 60
On the uniqueness of the maximum likelihood estimator 0 0 0 68 3 5 9 137
Present-Value Models of Land Prices in England and Wales 0 0 0 0 1 1 4 488
Robust parametric tests of constant conditional correlation in a MGARCH model 0 0 0 6 0 3 6 22
Simulated conditional moment tests 0 0 0 13 1 2 5 50
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 0 74 1 2 8 304
Temporary layoffs and split population models 0 0 0 131 1 2 8 604
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 0 6 2 2 8 60
Testing for skewness of regression disturbances 0 0 0 115 1 1 2 449
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 1 2 12 532
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 1 1 1 42 3 4 9 253
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 1 15 725
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 0 19 3 6 13 90
The small-sample performance of the information-matrix test 0 0 2 132 1 1 10 557
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 37 3 4 7 135
Worker Absenteeism: An Analysis Using Microdata 0 0 1 317 3 6 17 1,087
Worker absence histories: a panel data study 0 0 0 111 4 6 14 262
Total Journal Articles 2 3 16 2,116 75 115 326 10,227

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 0 0 37 3 4 10 146
Total Chapters 0 0 0 37 3 4 10 146

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