[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/e/por24.html
   My authors  Follow this author

Chris Orme

Personal Details

First Name:Chris
Middle Name:D
Last Name:Orme
Suffix:
RePEc Short-ID:por24
https://www.research.manchester.ac.uk/portal/chris.orme.html
Department of Economics, School of Social Sciences, University of Manchester, Manchester M13 9PL. United Kingdom.

Affiliation

University of Manchester, Economics

http://www.socialsciences.man.ac.uk/economics/
Manchester

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Alastair R. Hall & Yuyi Li & Chris D. Orme, 2012. "Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach," Economics Discussion Paper Series 1205, Economics, The University of Manchester.
  2. Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," Economics Discussion Paper Series 1124, Economics, The University of Manchester.
  3. Andreea Halunga & Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models," Economics Discussion Paper Series 1118, Economics, The University of Manchester.
  4. Wasel Shadat & Chris Orme, 2011. "An investigation of parametric tests of CCC assumption," Economics Discussion Paper Series 1109, Economics, The University of Manchester.
  5. Andreea Halunga & Chris D. Orme, 2007. "First order asymptotic theory for parametric misspecification tests of GARCH models," Economics Discussion Paper Series 0721, Economics, The University of Manchester.
  6. E. Fe-Rodríguez & C. Orme, 2006. "On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives," Economics Discussion Paper Series 0606, Economics, The University of Manchester.
  7. C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," Economics Discussion Paper Series 0610, Economics, The University of Manchester.
  8. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," Economics Discussion Paper Series 0504, Economics, The University of Manchester.
  9. C D Orme & S Peters, 2001. "A Simple Two-Step Estimator for Count Data Models with Sample Selection," Economics Discussion Paper Series 0115, Economics, The University of Manchester.
  10. Orme, C., 1991. "On The Use of Artificial Regressions in Certain Micro-Economic Models: Double Length IV estimation Double Length OLS estimation Sure Estimation," Papers 232, Australian National University - Department of Economics.
  11. Barmby, Tim & Orme, Chris D & Treble, John, 1990. "Worker Absenteeism: An Analysis Using Microdata," CEPR Discussion Papers 434, C.E.P.R. Discussion Papers.
  12. Chris Orme, "undated". "A Note on the Property of a Two-Step Estimator and the Information Matrix Test," Discussion Papers 93/9, Department of Economics, University of York.
  13. Les Godfrey & Chris Orme, "undated". "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers 92/3, Department of Economics, University of York.
  14. Chris Orme, "undated". "On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models," Discussion Papers 92/6, Department of Economics, University of York.
  15. Les Godfrey & Chris Orme, "undated". "On the Behaviour of Conditional Moment Tests in the Presence of Unconsidered Alternatives after Estimation by Maximum Likelihood or Extremum Methods," Discussion Papers 94/7, Department of Economics, University of York.

Articles

  1. Wasel Shadat & Chris Orme, 2018. "Robust parametric tests of constant conditional correlation in a MGARCH model," Econometric Reviews, Taylor & Francis Journals, vol. 37(6), pages 551-576, July.
  2. Halunga, Andreea G. & Orme, Chris D. & Yamagata, Takashi, 2017. "A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 198(2), pages 209-230.
  3. Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2015. "Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 286-327, March.
  4. Chris D. Orme & Takashi Yamagata, 2014. "A Heteroskedasticity-Robust F -Test Statistic for Individual Effects," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 431-471, August.
  5. Alastair R. Hall & Denise R. Osborn & Chris Orme, 2013. "Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy," Manchester School, University of Manchester, vol. 81, pages 1-2, October.
  6. Halunga, Andreea G. & Orme, Chris D., 2009. "First-Order Asymptotic Theory For Parametric Misspecification Tests Of Garch Models," Econometric Theory, Cambridge University Press, vol. 25(2), pages 364-410, April.
  7. Chris D. Orme & Takashi Yamagata, 2006. "The asymptotic distribution of the F-test statistic for individual effects," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 404-422, November.
  8. L. G. Godfrey & C. D. Orme & J. M. C. Santos Silva, 2006. "Simulation-based tests for heteroskedasticity in linear regression models: Some further results," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 76-97, March.
  9. Takashi Yamagata & Chris Orme, 2005. "On Testing Sample Selection Bias Under the Multicollinearity Problem," Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 467-481.
  10. Kostas G. Mavromaras & Chris D. Orme, 2004. "Temporary layoffs and split population models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 49-67.
  11. Godfrey, Leslie G. & Orme, Chris D., 2004. "Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients," Economics Letters, Elsevier, vol. 82(2), pages 281-287, February.
  12. Godfrey, Leslie G. & Orme, Chris D., 2002. "Using bootstrap methods to obtain nonnormality robust Chow prediction tests," Economics Letters, Elsevier, vol. 76(3), pages 429-436, August.
  13. Orme, Chris D. & Ruud, Paul A., 2002. "On the uniqueness of the maximum likelihood estimator," Economics Letters, Elsevier, vol. 75(2), pages 209-217, April.
  14. Orme, Chris D., 2000. "On the sensitivity of the overdispersion test in a Weibull model," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 95-100, January.
  15. Leslie G. Godfrey & Chris D. Orme, 2000. "Controlling the significance levels of prediction error tests for linear regression models," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 66-83.
  16. L. G. Godfrey & C. D. Orme, 1999. "The robustness, reliabiligy and power of heteroskedasticity tests," Econometric Reviews, Taylor & Francis Journals, vol. 18(2), pages 169-194.
  17. Godfrey, Leslie G & Orme, Chris D, 1996. "On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 263-281, May.
  18. Orme, Chris, 1995. "On the Use of Artificial Regressions in Certain Microeconometric Models," Econometric Theory, Cambridge University Press, vol. 11(2), pages 290-305, February.
  19. Barmby, Tim & Orme, Chris & Treble, John, 1995. "Worker absence histories: a panel data study," Labour Economics, Elsevier, vol. 2(1), pages 53-65, March.
  20. Orme, Chris, 1995. "Simulated conditional moment tests," Economics Letters, Elsevier, vol. 49(3), pages 239-245, September.
  21. Orme, Chris D. & Fry, Tim R. L., 1995. "Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions," Economics Letters, Elsevier, vol. 49(4), pages 359-366, October.
  22. Hey, John D & Orme, Chris, 1994. "Investigating Generalizations of Expected Utility Theory Using Experimental Data," Econometrica, Econometric Society, vol. 62(6), pages 1291-1326, November.
  23. Godfrey, L G & Orme, C D, 1994. "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, vol. 35(2), pages 489-506, May.
  24. Godfrey, L. G. & Orme, C. D., 1991. "Testing for skewness of regression disturbances," Economics Letters, Elsevier, vol. 37(1), pages 31-34, September.
  25. Lloyd, T A & Rayner, A J & Orme, C D, 1991. "Present-Value Models of Land Prices in England and Wales," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 18(2), pages 141-166.
  26. Barmby, T A & Orme, C D & Treble, John G, 1991. "Worker Absenteeism: An Analysis Using Microdata," Economic Journal, Royal Economic Society, vol. 101(405), pages 214-229, March.
  27. Orme, Chris, 1990. "The small-sample performance of the information-matrix test," Journal of Econometrics, Elsevier, vol. 46(3), pages 309-331, December.
  28. Orme, Christopher D, 1989. "Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification," Bulletin of Economic Research, Wiley Blackwell, vol. 41(1), pages 29-44, January.
  29. Orme, Christopher, 1988. "The Calculation of the Information Matrix Test for Binary Data Models," The Manchester School of Economic & Social Studies, University of Manchester, vol. 56(4), pages 370-376, December.
  30. Orme, Chris, 1986. "A Simple Correction for Local Misspecification," Bulletin of Economic Research, Wiley Blackwell, vol. 38(2), pages 177-181, May.

Chapters

  1. John D. Hey & Chris Orme, 2018. "Investigating Generalizations Of Expected Utility Theory Using Experimental Data," World Scientific Book Chapters, in: Experiments in Economics Decision Making and Markets, chapter 3, pages 63-98, World Scientific Publishing Co. Pte. Ltd..

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  2. Euclidian citation score

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2008-02-09 2009-07-28 2011-02-26 2011-09-16 2011-11-07 2012-01-18. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2008-02-09 2011-09-16
  3. NEP-UPT: Utility Models and Prospect Theory (1) 2008-02-09

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Chris D Orme should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.