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 5 215 3 12 36 807
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 1 71 1 2 7 394
A Note on the Property of a Two-Step Estimator and the Information Matrix Test 0 0 0 0 0 0 0 155
A Simple Two-Step Estimator for Count Data Models with Sample Selection 0 0 0 97 0 0 0 240
An investigation of parametric tests of CCC assumption 0 0 1 25 1 1 5 86
First order asymptotic theory for parametric misspecification tests of GARCH models 0 0 0 120 1 1 2 367
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 0 234
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 1 175
On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models 0 0 0 0 0 0 0 196
On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions 0 0 0 28 0 1 3 85
On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives 0 0 0 13 2 2 2 81
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 7 3 6 11 59
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 0 1 60
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 1 1 104 0 1 4 753
The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics 0 0 0 49 1 1 2 156
The Sensitivity of some General Checks to Omitted Variables in the Linear Model 0 0 0 0 1 2 3 276
Worker Absenteeism: An Analysis Using Microdata 0 0 1 485 2 4 13 1,924
Total Working Papers 0 1 9 1,240 15 33 90 6,048


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 9 1 1 5 41
A Simple Correction for Local Misspecification 0 0 0 0 0 0 1 56
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 2 2 7 36 2 7 51 191
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients 0 0 1 36 0 0 3 165
Controlling the significance levels of prediction error tests for linear regression models 0 0 0 0 0 0 1 808
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 62
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS 0 0 0 46 0 0 3 159
Investigating Generalizations of Expected Utility Theory Using Experimental Data 0 2 32 655 4 6 88 1,959
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions 0 0 0 27 0 0 0 99
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 0 1 2 289
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives 0 0 0 0 0 0 1 82
On the Use of Artificial Regressions in Certain Microeconometric Models 0 0 0 16 1 1 1 35
On the sensitivity of the overdispersion test in a Weibull model 0 0 0 3 0 0 1 48
On the uniqueness of the maximum likelihood estimator 0 0 2 67 1 1 4 127
Present-Value Models of Land Prices in England and Wales 0 0 0 0 0 0 1 480
Robust parametric tests of constant conditional correlation in a MGARCH model 0 0 1 3 0 0 1 10
Simulated conditional moment tests 0 0 0 13 1 1 1 43
Simulation-based tests for heteroskedasticity in linear regression models: Some further results 0 0 3 74 1 1 5 289
Temporary layoffs and split population models 0 0 0 131 0 2 14 584
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach 0 0 0 5 1 1 2 49
Testing for skewness of regression disturbances 0 1 2 115 1 2 4 444
The Calculation of the Information Matrix Test for Binary Data Models 0 0 0 0 2 4 23 504
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model 0 0 0 41 1 1 1 240
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 1 1 3 691
The robustness, reliabiligy and power of heteroskedasticity tests 0 0 2 18 1 2 6 70
The small-sample performance of the information-matrix test 0 1 2 123 0 2 4 538
Using bootstrap methods to obtain nonnormality robust Chow prediction tests 0 0 0 32 1 1 2 121
Worker Absenteeism: An Analysis Using Microdata 0 0 0 308 1 1 4 1,045
Worker absence histories: a panel data study 0 1 4 104 2 4 9 237
Total Journal Articles 2 7 57 2,008 22 40 242 9,481


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 9 23 4 8 44 96
Total Chapters 1 2 9 23 4 8 44 96


Statistics updated 2021-09-05