Chris D. Orme

Available identifiers

zbMath Open orme.chris-dMaRDI QIDQ236039

List of research outcomes

Publication	Date of Publication	Type
A Heteroskedasticity-RobustF-Test Statistic for Individual Effects	2022-05-31	Paper
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach	2022-05-31	Paper
Robust parametric tests of constant conditional correlation in a MGARCH model	2022-03-09	Paper
A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models	2017-04-26	Paper
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients	2013-01-01	Paper
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS	2009-06-11	Paper
The asymptotic distribution of the F‐test statistic for individual effects	2007-02-13	Paper
Simulation‐based tests for heteroskedasticity in linear regression models: Some further results	2006-05-26	Paper
On Testing Sample Selection Bias Under the Multicollinearity Problem	2006-01-18	Paper
Using bootstrap methods to obtain non-normality robust Chow prediction tests.	2002-08-13	Paper
On improving the robustness and reliability of Rao's score test	2002-04-07	Paper
On the uniqueness of the maximum likelihood estimator.	2002-03-03	Paper
Asymptotic expansions and the reliability of tests in accelerated failure time models	2001-10-03	Paper
Controlling the significance levels of prediction error tests for linear regression models	2001-07-19	Paper
On the sensitivity of the overdispersion test in a Weibull model	2000-08-13	Paper
Miscellanea. On the insensitivity of the score test for heterogeneity to omitted covariates in multivariate failure time models	2000-06-13	Paper
The robustness, reliabiligy and power of heteroskedasticity tests	2000-03-14	Paper
Simulated conditional moment tests	1997-02-28	Paper
Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions	1997-02-27	Paper
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives	1996-08-12	Paper
Investigating Generalizations of Expected Utility Theory Using Experimental Data	1995-01-11	Paper
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model	1994-08-14	Paper
Testing for skewness of regression disturbances	1992-06-28	Paper
On the uniqueness of the maximum likelihood estimator in truncated regression models	1989-01-01	Paper

Research outcomes over time

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