The following pages link to Chris D. Orme (Q236039):
Displaying 27 items.
- (Q203669) (redirect page) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- (Q588546) (redirect page) (← links)
- (Q672614) (redirect page) (← links)
- Simulated conditional moment tests (Q672615) (← links)
- Testing for skewness of regression disturbances (Q1184948) (← links)
- Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions (Q1352224) (← links)
- Using bootstrap methods to obtain non-normality robust Chow prediction tests. (Q1608849) (← links)
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients (Q1927432) (← links)
- On the sensitivity of the overdispersion test in a Weibull model (Q1962125) (← links)
- The asymptotic distribution of the F‐test statistic for individual effects (Q3422391) (← links)
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
- Miscellanea. On the insensitivity of the score test for heterogeneity to omitted covariates in multivariate failure time models (Q4212777) (← links)
- The robustness, reliabiligy and power of heteroskedasticity tests (Q4246596) (← links)
- The Sensitivity of Some General Checks to Omitted Variables in the Linear Model (Q4301666) (← links)
- Investigating Generalizations of Expected Utility Theory Using Experimental Data (Q4319563) (← links)
- Asymptotic expansions and the reliability of tests in accelerated failure time models (Q4493691) (← links)
- Controlling the significance levels of prediction error tests for linear regression models (Q4762173) (← links)
- On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives (Q4889510) (← links)
- A Heteroskedasticity-Robust<i>F</i>-Test Statistic for Individual Effects (Q5080456) (← links)
- Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
- Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
- On Testing Sample Selection Bias Under the Multicollinearity Problem (Q5719303) (← links)
- On the uniqueness of the maximum likelihood estimator in truncated regression models (Q5750192) (← links)
- Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- On the uniqueness of the maximum likelihood estimator. (Q5958452) (← links)
