Chris Orme

Personal webpage  

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Room 3.026, Economics

School of Social Sciences

Arthur Lewis Building

University of Manchester

Manchester M13 9PL

United Kingdom

Tel:  (external) +44(0)161 275 4856;   (internal) 54856

Email

 

Some unpublished research papers:


A Heteroskedasticity-Robust F-Test Statistic for Individual Effects”, with Takashi Yamagata", September 2011.

 

A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data models”, with Andreea Halunga and Takashi Yamagata (August 2011).

 

Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach, with Alastair Hall and Yuyi Li. (April 2011) 


"An investigation of parametric tests of CCC assumption", with Wasel Shadat (February 2011)

 

On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions”, with Eduardo Fe-Rodriguez, July 2009 (and detailed proof of theorem) 

 

Two-Step Inference in Dynamic Non-Linear Panel Data Models”, June 2001, mimeo.
(Revision of Economics Discussion Paper 9633: "The Initial Conditions Problem and Two-Step Estimation in Discrete Panel Data Models".)

 

Refereed Academic Journal Papers

 

Some Links

 

Non-academic: 

Manchester City FC

Roxy Music

Re-Make Re-Model: Royal College of Art, London, 1972

Talking Heads

 

 

Last updated: 13/08/2011