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Chris D Orme

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Personal Details

First Name: Chris
Middle Name: D
Last Name: Orme
Suffix:

RePEc Short-ID: por24

Email:
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.
Phone:

Affiliation

University of Manchester, Economics
Homepage: http://www.socialsciences.man.ac.uk/economics/
Location: Manchester

Works

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Working papers

  1. Alastair R. Hall & Yuyi Li & Chris D. Orme, 2012. "Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach," The School of Economics Discussion Paper Series, Economics, The University of Manchester 1205, Economics, The University of Manchester.
  2. Wasel Shadat & Chris Orme, 2011. "An investigation of parametric tests of CCC assumption," The School of Economics Discussion Paper Series, Economics, The University of Manchester 1109, 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," The School of Economics Discussion Paper Series, Economics, The University of Manchester 1118, Economics, The University of Manchester.
  4. Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series, Economics, The University of Manchester 1124, Economics, The University of Manchester.
  5. Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0912, Economics, The University of Manchester.
  6. Andreea Halunga & Chris D. Orme, 2007. "First order asymptotic theory for parametric misspecification tests of GARCH models," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0721, Economics, The University of Manchester.
  7. C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0610, Economics, The University of Manchester.
  8. E. Fe-Rodríguez & C. Orme, 2006. "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 0606, Economics, The University of Manchester.
  9. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0504, Economics, The University of Manchester.
  10. C D Orme & S Peters, 2001. "A Simple Two-Step Estimator for Count Data Models with Sample Selection," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0115, Economics, The University of Manchester.
  11. 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, Australian National University - Department of Economics 232, Australian National University - Department of Economics.
  12. Barmby, Tim & Orme, Chris D & Treble, John, 1990. "Worker Absenteeism: An Analysis Using Microdata," CEPR Discussion Papers, C.E.P.R. Discussion Papers 434, C.E.P.R. Discussion Papers.
  13. Chris Orme, . "On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models," Discussion Papers, Department of Economics, University of York 92/6, Department of Economics, University of York.
  14. Les Godfrey & Chris Orme, . "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers, Department of Economics, University of York 92/3, Department of Economics, University of York.
  15. Les Godfrey & Chris Orme, . "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 94/7, Department of Economics, University of York.
  16. Chris Orme, . "A Note on the Property of a Two-Step Estimator and the Information Matrix Test," Discussion Papers, Department of Economics, University of York 93/9, Department of Economics, University of York.

Articles

  1. 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.
  2. 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(02), pages 364-410, April.
  3. 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.
  4. 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, 03.
  5. Takashi Yamagata & Chris Orme, 2005. "On Testing Sample Selection Bias Under the Multicollinearity Problem," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 24(4), pages 467-481.
  6. 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.
  7. Kostas G. Mavromaras & Chris D. Orme, 2004. "Temporary layoffs and split population models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 19(1), pages 49-67.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. L. G. Godfrey & C. D. Orme, 1999. "The robustness, reliabiligy and power of heteroskedasticity tests," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(2), pages 169-194.
  13. 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 263-81, May.
  14. 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.
  15. Orme, Chris, 1995. "On the Use of Artificial Regressions in Certain Microeconometric Models," Econometric Theory, Cambridge University Press, vol. 11(02), pages 290-305, February.
  16. Barmby, Tim & Orme, Chris & Treble, John, 1995. "Worker absence histories: a panel data study," Labour Economics, Elsevier, vol. 2(1), pages 53-65, March.
  17. Orme, Chris, 1995. "Simulated conditional moment tests," Economics Letters, Elsevier, vol. 49(3), pages 239-245, September.
  18. Hey, John D & Orme, Chris, 1994. "Investigating Generalizations of Expected Utility Theory Using Experimental Data," Econometrica, Econometric Society, Econometric Society, vol. 62(6), pages 1291-1326, November.
  19. 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.
  20. Barmby, T A & Orme, C D & Treble, John G, 1991. "Worker Absenteeism: An Analysis Using Microdata," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 101(405), pages 214-29, March.
  21. Godfrey, L. G. & Orme, C. D., 1991. "Testing for skewness of regression disturbances," Economics Letters, Elsevier, vol. 37(1), pages 31-34, September.
  22. 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, Foundation for the European Review of Agricultural Economics, vol. 18(2), pages 141-66.
  23. Orme, Chris, 1990. "The small-sample performance of the information-matrix test," Journal of Econometrics, Elsevier, Elsevier, vol. 46(3), pages 309-331, December.
  24. 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.
  25. Orme, Christopher, 1988. "The Calculation of the Information Matrix Test for Binary Data Models," The Manchester School of Economic & Social Studies, University of Manchester, University of Manchester, vol. 56(4), pages 370-76, December.
  26. Orme, Chris, 1986. "A Simple Correction for Local Misspecification," Bulletin of Economic Research, Wiley Blackwell, vol. 38(2), pages 177-81, May.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  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. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (1) 2008-02-09

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