Details about Chris Orme

Access statistics for papers by Chris Orme.

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Short-id: por24

Working Papers

2013

1. Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach
   Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)
   Also in Economics Discussion Paper Series, Economics, The University of Manchester (2012)
   See also Journal Article Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach, Econometric Reviews, Taylor & Francis Journals (2015) View citations (3) (2015)

2011

2. A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models
   Economics Discussion Paper Series, Economics, The University of Manchester View citations (4)
   See also Journal Article A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models, Journal of Econometrics, Elsevier (2017) View citations (18) (2017)
3. A Heteroskedasticity-Robust F-Test Statistic for Individual Effects
   Economics Discussion Paper Series, Economics, The University of Manchester
   See also Journal Article A Heteroskedasticity-Robust F -Test Statistic for Individual Effects, Econometric Reviews, Taylor & Francis Journals (2014) (2014)
4. An investigation of parametric tests of CCC assumption
   Economics Discussion Paper Series, Economics, The University of Manchester

2009

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

2007

6. First order asymptotic theory for parametric misspecification tests of GARCH models
   Economics Discussion Paper Series, Economics, The University of Manchester View citations (2)
   See also Journal Article FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS, Econometric Theory, Cambridge University Press (2009) View citations (13) (2009)

2006

7. The Asymptotic Distribution of the F-Test Statistic for Individual Effects
   Economics Discussion Paper Series, Economics, The University of Manchester View citations (10)
   See also Journal Article The asymptotic distribution of the F-test statistic for individual effects, Econometrics Journal, Royal Economic Society (2006) View citations (10) (2006)

2005

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

2001

9. A Simple Two-Step Estimator for Count Data Models with Sample Selection
   Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)

1991

10. 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

11. Worker Absenteeism: An Analysis Using Microdata
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
    See also Journal Article Worker Absenteeism: An Analysis Using Microdata, Economic Journal, Royal Economic Society (1991) View citations (76) (1991)

Undated

12. A Note on the Property of a Two-Step Estimator and the Information Matrix Test
    Discussion Papers, Department of Economics, University of York
13. 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
14. On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models
    Discussion Papers, Department of Economics, University of York
15. 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 The Sensitivity of Some General Checks to Omitted Variables in the Linear Model, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1994) View citations (17) (1994)

Journal Articles

2018

1. Robust parametric tests of constant conditional correlation in a MGARCH model
   Econometric Reviews, 2018, 37, (6), 551-576

2017

2. A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models
   Journal of Econometrics, 2017, 198, (2), 209-230 View citations (18)
   See also Working Paper A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models, Economics Discussion Paper Series (2011) View citations (4) (2011)

2015

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

2014

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

2013

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

2009

6. FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
   Econometric Theory, 2009, 25, (2), 364-410 View citations (13)
   See also Working Paper First order asymptotic theory for parametric misspecification tests of GARCH models, Economics Discussion Paper Series (2007) View citations (2) (2007)

2006

7. Simulation-based tests for heteroskedasticity in linear regression models: Some further results
   Econometrics Journal, 2006, 9, (1), 76-97 View citations (8)
8. The asymptotic distribution of the F-test statistic for individual effects
   Econometrics Journal, 2006, 9, (3), 404-422 View citations (10)
   See also Working Paper The Asymptotic Distribution of the F-Test Statistic for Individual Effects, Economics Discussion Paper Series (2006) View citations (10) (2006)

2005

9. On Testing Sample Selection Bias Under the Multicollinearity Problem
   Econometric Reviews, 2005, 24, (4), 467-481 View citations (7)

2004

10. 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 (22)
11. Temporary layoffs and split population models
    Journal of Applied Econometrics, 2004, 19, (1), 49-67 View citations (10)

2002

12. On the uniqueness of the maximum likelihood estimator
    Economics Letters, 2002, 75, (2), 209-217 View citations (4)
13. Using bootstrap methods to obtain nonnormality robust Chow prediction tests
    Economics Letters, 2002, 76, (3), 429-436 View citations (1)

2000

14. Controlling the significance levels of prediction error tests for linear regression models
    Econometrics Journal, 2000, 3, (1), 66-83 View citations (11)
15. On the sensitivity of the overdispersion test in a Weibull model
    Statistics & Probability Letters, 2000, 46, (1), 95-100

1999

16. The robustness, reliabiligy and power of heteroskedasticity tests
    Econometric Reviews, 1999, 18, (2), 169-194 View citations (7)

1996

17. On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
    International Economic Review, 1996, 37, (2), 263-81 View citations (6)

1995

18. Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions
    Economics Letters, 1995, 49, (4), 359-366
19. On the Use of Artificial Regressions in Certain Microeconometric Models
    Econometric Theory, 1995, 11, (2), 290-305 View citations (9)
20. Simulated conditional moment tests
    Economics Letters, 1995, 49, (3), 239-245 View citations (1)
21. Worker absence histories: a panel data study
    Labour Economics, 1995, 2, (1), 53-65 View citations (58)

1994

22. Investigating Generalizations of Expected Utility Theory Using Experimental Data
    Econometrica, 1994, 62, (6), 1291-1326 View citations (649)
    See also Chapter INVESTIGATING GENERALIZATIONS OF EXPECTED UTILITY THEORY USING EXPERIMENTAL DATA, World Scientific Book Chapters, 2018, 63-98 (2018) (2018)
23. The Sensitivity of Some General Checks to Omitted Variables in the Linear Model
    International Economic Review, 1994, 35, (2), 489-506 View citations (17)
    See also Working Paper The Sensitivity of some General Checks to Omitted Variables in the Linear Model, Discussion Papers

1991

24. Present-Value Models of Land Prices in England and Wales
    European Review of Agricultural Economics, 1991, 18, (2), 141-66 View citations (12)
25. Testing for skewness of regression disturbances
    Economics Letters, 1991, 37, (1), 31-34 View citations (10)
26. Worker Absenteeism: An Analysis Using Microdata
    Economic Journal, 1991, 101, (405), 214-29 View citations (76)
    See also Working Paper Worker Absenteeism: An Analysis Using Microdata, CEPR Discussion Papers (1990) View citations (20) (1990)

1990

27. The small-sample performance of the information-matrix test
    Journal of Econometrics, 1990, 46, (3), 309-331 View citations (62)

1989

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

1988

29. 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 (24)

1986

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

Chapters

2018

1. INVESTIGATING GENERALIZATIONS OF EXPECTED UTILITY THEORY USING EXPERIMENTAL DATA
   Chapter 3 in Experiments in Economics Decision Making and Markets, 2018, pp 63-98
   See also Journal Article Investigating Generalizations of Expected Utility Theory Using Experimental Data, Econometric Society (1994) View citations (649) (1994)