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On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
Godfrey, Leslie G.; Orme, Chris D. - In: International economic review 37 (1996) 2, pp. 263-282
Persistent link: https://www.econbiz.de/10007314500
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Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, Leslie G.; Orme, Chris D. - In: Economics letters 82 (2004) 2, pp. 281-288
Persistent link: https://www.econbiz.de/10006758666
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FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
Halunga, Andreea G.; Orme, Chris D. - In: Econometric theory 25 (2009) 2, pp. 364-410
Persistent link: https://www.econbiz.de/10008211993
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A generalized logistic Tobit model
Fry, Tim R. L.; Orme, Chris D. - In: Journal of quantitative economics : journal of the … 14 (1998) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10009927283
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Temporary layoffs and split population models
Mavromaras, Kostas G.; Orme, Chris D. - In: Journal of applied econometrics 19 (2004) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10006965034
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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, Leslie G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10006767239
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On the uniqueness of the maximum likelihood estimator
Orme, Chris D.; Ruud, Paul A. - In: Economics letters 75 (2002) 2, pp. 209-218
Persistent link: https://www.econbiz.de/10006769744