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Information about:
Chris D Orme

Personal Details | Affiliation | Works
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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

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Andreea Halunga & Chris D. Orme, 2007. "First order asymptotic theory for parametric misspecification tests of GARCH models," The School of Economics Discussion Paper Series 0721, Economics, The University of Manchester. [Downloadable!]
    Published as:

  2. 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 0606, Economics, The University of Manchester. [Downloadable!]

  3. C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series 0610, Economics, The University of Manchester. [Downloadable!]
    Published as:

  4. 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 0504, Economics, The University of Manchester. [Downloadable!]

  5. 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 0115, Economics, The University of Manchester. [Downloadable!]

  6. 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.

  7. Barmby, Tim & Orme, Chris D & Treble, John, 1990. "Worker Absenteeism: An Analysis Using Microdata," CEPR Discussion Papers 434, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  8. 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 94/7, Department of Economics, University of York.

  9. Les Godfrey & Chris Orme, . "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers 92/3, Department of Economics, University of York.
    Published as:

  10. Chris Orme, . "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.

  11. Chris Orme, . "On the Performance of Tests for Unmeasured Heterogeneity in Discrete Panel Data Models," Discussion Papers 92/6, Department of Economics, University of York.

Articles

  1. 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. [Downloadable!]
    Other versions:

  2. 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. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)

  4. 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. [Downloadable!] (restricted)

  5. 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. [Downloadable!]

  6. 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. [Downloadable!] (restricted)

  7. 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. [Downloadable!] (restricted)

  8. 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. [Downloadable!] (restricted)

  9. 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.

  10. L. G. Godfrey & C. D. Orme, 1999. "The robustness, reliabiligy and power of heteroskedasticity tests," Econometric Reviews, Taylor and Francis Journals, vol. 18(2), pages 169-194. [Downloadable!] (restricted)

  11. 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.

  12. Orme, Chris, 1995. "Simulated conditional moment tests," Economics Letters, Elsevier, vol. 49(3), pages 239-245, September. [Downloadable!] (restricted)

  13. 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. [Downloadable!]

  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. [Downloadable!] (restricted)

  15. Barmby, Tim & Orme, Chris & Treble, John, 1995. "Worker absence histories: a panel data study," Labour Economics, Elsevier, vol. 2(1), pages 53-65, March. [Downloadable!] (restricted)

  16. 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. [Downloadable!] (restricted)
    Other versions:

  17. 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. [Downloadable!] (restricted)

  18. chris Orme, 1992. "Efficient score tests for heteroskedasticity in micro-economics," Econometric Reviews, Taylor and Francis Journals, vol. 11(2), pages 235-252. [Downloadable!] (restricted)

  19. 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 for the Foundation for the European Review of Agricultural Economics, vol. 18(2), pages 141-66.

  20. Godfrey, L. G. & Orme, C. D., 1991. "Testing for skewness of regression disturbances," Economics Letters, Elsevier, vol. 37(1), pages 31-34, September. [Downloadable!] (restricted)

  21. 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 214-29, March. [Downloadable!] (restricted)
    Other versions:

  22. Orme, Chris, 1990. "The small-sample performance of the information-matrix test," Journal of Econometrics, Elsevier, vol. 46(3), pages 309-331, December. [Downloadable!] (restricted)

  23. Orme, Christopher D, 1989. "Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification," Bulletin of Economic Research, Blackwell Publishing, vol. 41(1), pages 29-44, January.

  24. Chris Orme, 1989. "On the uniqueness of the maximum likelihood estimator in truncated regression models," Econometric Reviews, Taylor and Francis Journals, vol. 8(2), pages 217-222. [Downloadable!] (restricted)

  25. Orme, Christopher, 1988. "The Calculation of the Information Matrix Test for Binary Data Models," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 56(4), pages 370-76, December.

  26. Orme, Chris, 1986. "A Simple Correction for Local Misspecification," Bulletin of Economic Research, Blackwell Publishing, vol. 38(2), pages 177-81, May.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2008-02-09 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2008-02-09 Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (1) 2008-02-09 Author is listed
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This page was last updated on 2009-12-18.

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