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Orme, Chris D.
Gaiha, Raghav
35
Agénor, Pierre-Richard
30
Imai, Katsushi
29
Osborn, D R
29
Osborn, Denise R.
28
Neanidis, Kyriakos C.
25
Sensier, M
25
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20
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19
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18
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15
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15
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12
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12
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12
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11
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11
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10
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10
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9
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9
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9
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9
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8
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8
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8
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8
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7
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7
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7
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7
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6
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School of Economics, University of Manchester
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1
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects
Orme, Chris D.
;
Yamagata, Takashi
-
School of Economics, University of Manchester
-
2011
Persistent link: https://www.econbiz.de/10009352073
Saved in:
2
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach
Hall, Alastair R.
;
Li, Yuyi
;
Orme, Chris D.
-
School of Economics, University of Manchester
-
2012
Persistent link: https://www.econbiz.de/10009391606
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3
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models
Halunga, Andreea
;
Orme, Chris D.
;
Yamagata, Takashi
-
School of Economics, University of Manchester
-
2011
Persistent link: https://www.econbiz.de/10009278097
Saved in:
4
On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions
Fé-Rodríguez, Eduardo
;
Orme, Chris D.
-
School of Economics, University of Manchester
-
2009
Persistent link: https://www.econbiz.de/10005065495
Saved in:
5
First order asymptotic theory for parametric misspecification tests of GARCH models
Halunga, Andreea
;
Orme, Chris D.
-
School of Economics, University of Manchester
-
2007
Persistent link: https://www.econbiz.de/10005702870
Saved in:
6
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach
Hall, Alastair R.
;
Li, Yuyi
;
Orme, Chris D.
;
Sinko, Arthur
-
School of Economics, University of Manchester
-
2013
Persistent link: https://www.econbiz.de/10010761557
Saved in:
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