Details about Chris Orme

Access statistics for papers by Chris Orme.

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Short-id: por24

Working Papers

2007

1. First order asymptotic theory for parametric misspecification tests of GARCH models
   The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations
   See also Journal Article in Econometric Theory (2009)

2006

2. On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives
   The School of Economics Discussion Paper Series, Economics, The University of Manchester
3. The Asymptotic Distribution of the F-Test Statistic for Individual Effects
   The School of Economics Discussion Paper Series, Economics, The University of Manchester
   See also Journal Article in Econometrics Journal (2006)

2005

4. The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics
   The School of Economics Discussion Paper Series, Economics, The University of Manchester

2001

5. A Simple Two-Step Estimator for Count Data Models with Sample Selection
   The School of Economics Discussion Paper Series, Economics, The University of Manchester

1991

6. On The Use of Artificial Regressions in Certain Micro-Economic Models: Double Length IV estimation Double Length OLS estimation Sure Estimation
   Working Papers, Australian National University - Department of Economics

1990

7. Worker Absenteeism: An Analysis Using Microdata
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   See also Journal Article in Economic Journal (1991)

Undated

8. A Note on the Property of a Two-Step Estimator and the Information Matrix Test
   Discussion Papers, Department of Economics, University of York
9. On the Behaviour of Conditional Moment Tests in the Presence of Unconsidered Alternatives after Estimation by Maximum Likelihood or Extremum Methods
   Discussion Papers, Department of Economics, University of York
10. On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models
    Discussion Papers, Department of Economics, University of York
11. The Sensitivity of some General Checks to Omitted Variables in the Linear Model
    Discussion Papers, Department of Economics, University of York
    See also Journal Article in International Economic Review (1994)

Journal Articles

2009

1. FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
   Econometric Theory, 2009, 25, (02), 364-410
   See also Working Paper (2007)

2006

2. Simulation-based tests for heteroskedasticity in linear regression models: Some further results
   Econometrics Journal, 2006, 9, (1), 76-97 View citations
3. The asymptotic distribution of the F-test statistic for individual effects
   Econometrics Journal, 2006, 9, (3), 404-422
   See also Working Paper (2006)

2004

4. Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
   Economics Letters, 2004, 82, (2), 281-287 View citations
5. Temporary layoffs and split population models
   Journal of Applied Econometrics, 2004, 19, (1), 49-67 View citations

2002

6. On the uniqueness of the maximum likelihood estimator
   Economics Letters, 2002, 75, (2), 209-217
7. Using bootstrap methods to obtain nonnormality robust Chow prediction tests
   Economics Letters, 2002, 76, (3), 429-436

2000

8. Controlling the significance levels of prediction error tests for linear regression models
   Econometrics Journal, 2000, 3, (1), 66-83 View citations
9. On the sensitivity of the overdispersion test in a Weibull model
   Statistics & Probability Letters, 2000, 46, (1), 95-100

1999

10. The robustness, reliabiligy and power of heteroskedasticity tests
    Econometric Reviews, 1999, 18, (2), 169-194

1996

11. On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
    International Economic Review, 1996, 37, (2), 263-81 View citations

1995

12. Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions
    Economics Letters, 1995, 49, (4), 359-366
13. On the Use of Artificial Regressions in Certain Microeconometric Models
    Econometric Theory, 1995, 11, (02), 290-305 View citations
14. Simulated conditional moment tests
    Economics Letters, 1995, 49, (3), 239-245
15. Worker absence histories: a panel data study
    Labour Economics, 1995, 2, (1), 53-65 View citations

1994

16. Investigating Generalizations of Expected Utility Theory Using Experimental Data
    Econometrica, 1994, 62, (6), 1291-1326 View citations
17. The Sensitivity of Some General Checks to Omitted Variables in the Linear Model
    International Economic Review, 1994, 35, (2), 489-506 View citations
    See also Working Paper

1992

18. Efficient score tests for heteroskedasticity in micro-economics
    Econometric Reviews, 1992, 11, (2), 235-252

1991

19. Present-Value Models of Land Prices in England and Wales
    European Review of Agricultural Economics, 1991, 18, (2), 141-66 View citations
20. Testing for skewness of regression disturbances
    Economics Letters, 1991, 37, (1), 31-34
21. Worker Absenteeism: An Analysis Using Microdata
    Economic Journal, 1991, 101, (405), 214-29 View citations
    See also Working Paper (1990)

1990

22. The small-sample performance of the information-matrix test
    Journal of Econometrics, 1990, 46, (3), 309-331 View citations

1989

23. Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification
    Bulletin of Economic Research, 1989, 41, (1), 29-44
24. On the uniqueness of the maximum likelihood estimator in truncated regression models
    Econometric Reviews, 1989, 8, (2), 217-222

1988

25. The Calculation of the Information Matrix Test for Binary Data Models
    The Manchester School of Economic & Social Studies, 1988, 56, (4), 370-76 View citations

1986

26. A Simple Correction for Local Misspecification
    Bulletin of Economic Research, 1986, 38, (2), 177-81