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Details about Chris Orme

E-mail:
Homepage:http://www.socialsciences.manchester.ac.uk/disciplines/economics/about/staff/orme/
Postal address:Economics, School of Social Sciences, University of Manchester, Manchester M13 9PL. United Kingdom.
Workplace:University of Manchester, Economics

Access statistics for papers by Chris Orme.

Last updated 2015-02-17. Update your information in the RePEc Author Service.

Short-id: por24


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Working Papers

2013

  1. Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2012) Downloads

    See also Journal Article in Econometric Reviews (2015)

2011

  1. A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (4)
  2. A Heteroskedasticity-Robust F-Test Statistic for Individual Effects
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Econometric Reviews (2014)
  3. An investigation of parametric tests of CCC assumption
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads

2009

  1. On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2006) Downloads

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 Downloads View citations (2)
    See also Journal Article in Econometric Theory (2009)

2006

  1. The Asymptotic Distribution of the F-Test Statistic for Individual Effects
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (5)
    See also Journal Article in Econometrics Journal (2006)

2005

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

2001

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

1991

  1. 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

  1. Worker Absenteeism: An Analysis Using Microdata
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
    See also Journal Article in Economic Journal (1991)

Undated

  1. A Note on the Property of a Two-Step Estimator and the Information Matrix Test
    Discussion Papers, Department of Economics, University of York
  2. 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
  3. On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models
    Discussion Papers, Department of Economics, University of York
  4. 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

2015

  1. Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach
    Econometric Reviews, 2015, 34, (3), 286-327 Downloads View citations (1)
    See also Working Paper (2013)

2014

  1. A Heteroskedasticity-Robust F -Test Statistic for Individual Effects
    Econometric Reviews, 2014, 33, (5-6), 431-471 Downloads
    See also Working Paper (2011)

2013

  1. Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy
    Manchester School, 2013, 81, 1-2 Downloads

2009

  1. FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
    Econometric Theory, 2009, 25, (02), 364-410 Downloads View citations (7)
    See also Working Paper (2007)

2006

  1. Simulation-based tests for heteroskedasticity in linear regression models: Some further results
    Econometrics Journal, 2006, 9, (1), 76-97 Downloads View citations (6)
  2. The asymptotic distribution of the F-test statistic for individual effects
    Econometrics Journal, 2006, 9, (3), 404-422 Downloads View citations (6)
    See also Working Paper (2006)

2005

  1. On Testing Sample Selection Bias Under the Multicollinearity Problem
    Econometric Reviews, 2005, 24, (4), 467-481 Downloads View citations (3)

2004

  1. Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
    Economics Letters, 2004, 82, (2), 281-287 Downloads View citations (12)
  2. Temporary layoffs and split population models
    Journal of Applied Econometrics, 2004, 19, (1), 49-67 Downloads View citations (7)

2002

  1. On the uniqueness of the maximum likelihood estimator
    Economics Letters, 2002, 75, (2), 209-217 Downloads
  2. Using bootstrap methods to obtain nonnormality robust Chow prediction tests
    Economics Letters, 2002, 76, (3), 429-436 Downloads View citations (1)

2000

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

1999

  1. The robustness, reliabiligy and power of heteroskedasticity tests
    Econometric Reviews, 1999, 18, (2), 169-194 Downloads View citations (4)

1996

  1. On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
    International Economic Review, 1996, 37, (2), 263-81 View citations (4)

1995

  1. Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions
    Economics Letters, 1995, 49, (4), 359-366 Downloads
  2. On the Use of Artificial Regressions in Certain Microeconometric Models
    Econometric Theory, 1995, 11, (02), 290-305 Downloads View citations (8)
  3. Simulated conditional moment tests
    Economics Letters, 1995, 49, (3), 239-245 Downloads View citations (1)
  4. Worker absence histories: a panel data study
    Labour Economics, 1995, 2, (1), 53-65 Downloads View citations (44)

1994

  1. Investigating Generalizations of Expected Utility Theory Using Experimental Data
    Econometrica, 1994, 62, (6), 1291-1326 Downloads View citations (392)
  2. The Sensitivity of Some General Checks to Omitted Variables in the Linear Model
    International Economic Review, 1994, 35, (2), 489-506 Downloads View citations (6)
    See also Working Paper

1991

  1. Present-Value Models of Land Prices in England and Wales
    European Review of Agricultural Economics, 1991, 18, (2), 141-66 View citations (4)
  2. Testing for skewness of regression disturbances
    Economics Letters, 1991, 37, (1), 31-34 Downloads View citations (8)
  3. Worker Absenteeism: An Analysis Using Microdata
    Economic Journal, 1991, 101, (405), 214-29 Downloads View citations (58)
    See also Working Paper (1990)

1990

  1. The small-sample performance of the information-matrix test
    Journal of Econometrics, 1990, 46, (3), 309-331 Downloads View citations (45)

1989

  1. Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification
    Bulletin of Economic Research, 1989, 41, (1), 29-44

1988

  1. 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 (17)

1986

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