Refereed Academic Journal Papers

(For some of the links below, you might require an ATHENS username and password.)

1986-1989

  1. Orme, Chris (1986) ‘A Simple Correction for Local Misspecification’, Bulletin of Economic Research, Vol.38, No.2, pp.177-81.
  2. Orme, Chris (1988) ‘The Calculation of the Information Matrix Test for Binary Data Models’, The Manchester School, Vol.LVI, No.4, pp.370-6.
  3. Orme, Chris (1989) ‘Evaluating the Performance of Maximum Likelihood Corrections in the Face of Local Misspecification’, Bulletin of Economic Research, Vol.41, No.1, pp.29-44.
  4. Orme, Chris (1989) ‘A Note on the Uniqueness of the Maximum Likelihood Estimator in the Truncated Regression Model’, Econometric Reviews, Vol.8, No.2, pp.217-22.

1990-1999
  1. Orme, Chris (1991) ‘The Small Sample Performance of the Information Matrix Test’, Journal of Econometrics, Vol.46, pp.309-31.
  2. Barmby, T.A., C.D. Orme and J.G. Treble (1991) ‘Worker Absenteeism: An Analysis using Micro-data’, The Economic Journal, Conference Papers 1991, Vol.101, No. 405, pp.214-29.
  3. Godfrey, L.G. and C.D. Orme (1991) ‘Testing for Skewness of Regression Disturbances’, Economics Letters, Vol.37, pp.31-4.
  4. Lloyd, T.A., A.J. Rayner and C.D. Orme (1991) ‘Present-Value Models of Land Prices in England and Wales’, The European Review of Agricultural Economics, Vol.18, pp.141-66.
  5. Orme, Chris (1992) ‘Efficient Score Tests for Heteroskedasticity in Micro-Econometrics’, Econometric Reviews, Vol.11, pp.235-52.
  6. Orme, Chris (1993) ‘A Comment on A Simple Test for Neglected Heterogeneity in Panel Studies’, Biometrics, Vol.49, pp.665-7.
  7. Godfrey, L.G. and C.D. Orme (1994) ‘The Sensitivity of Some General Checks to Omitted Variables in the Linear Model’, International Economic Review, Vol. 35, pp.489-506.
  8. Hey, John D. and Chris Orme (1994) ‘Investigating Generalisations of Expected Utility Theory using Experimental Data’, Econometrica, Vol. 62, pp.1291-1326.
  9. Orme, Chris (1995) ‘On the Use of Artificial Regressions in Certain Microeconometric Models’, Econometric Theory, Vol. 11, pp.290-305.
  10. Barmby, T.A., C.D. Orme and J.G. Treble (1995) ‘Worker Absence Histories: A Panel Data Study’, Labour Economics, Vol. 2, pp.53-66.
  11. Orme, Chris (1995) ‘Simulated Conditional Moment Tests’, Economics Letters, Vol. 49, pp.239-245.
  12. Orme, Chris and Tim Fry (1995) ‘Maximum Likelihood Estimation in Binary Data Models under Alternative Distributional Assumptions’, Economics Letters, Vol. 49, pp.359-366.
  13. Orme, Chris and Peter Smith (1996) ‘Endogeneity Bias in Public Sector Efficiency Assessment’, Journal of Operational Research, Vol. 47, pp.73-83.
  14. Godfrey, L.G. and C.D. Orme (1996) ‘On the Behaviour of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives’, International Economic Review, Vol. 37, pp.263-281.
  15. Fry, Tim and Chris Orme (1998) ‘A Generalised Logistic Tobit Model’, Journal of Quantitative Economics, 14, pp.23-32.
  16. Orme, Chris (1998) ‘On the Insensitivity of the Score Test for Heterogeneity to Omitted Covariates in Multivariate Failure Time Models’, Biometrika, 85, pp.457-461.
  17. Godfrey, L.G. and C.D. Orme (1999) ‘The Robustness, Reliability and Power of Heteroskedasticity Tests’, Econometric Reviews, 18, pp.169-194. 

2000-2007

  1. Orme, Chris. D. (2000) ‘On the Sensitivity of the Overdispersion Test in a Weibull Model’, Statistics and Probability Letters, 46, pp.95-1000.
  2. Godfrey, L.G. and C.D. Orme (2000) ‘Controlling the Significance Levels of Prediction Error Tests for Linear Regression Models’, The Econometrics Journal, pp.66-83.
  3. Orme, Chris D. and S.A. Peters (2000) ‘Asymptotic Expansions and Reliability of Tests in Accelerated Failure Time Models’, Journal of Statistical Computation and Simulation, 65, pp. 109-132.
  4. Godfrey, L.G. and C.D. Orme, (2001) ‘On the Robustness and Reliabilty of Rao's Score Test’, Journal of Statistical Planning and Inference, 97, pp.153-176. [Invited Paper, Special Edition, Edited by Anil Bera, in Honour of C.R. Rao]
  5. Orme, Chris D. and Paul A. Ruud (2002) ‘On the Uniqueness of the Maximum Likelihood Estimator’, Economics Letters, 75, pp.209-217.
  6. Godfrey, L.G. and C.D. Orme (2002) ‘Using Bootstrap Methods to obtain Nonnormality Robust Chow Prediction Error Tests’, Economics Letters, 76, pp.429-436.
  7. Mavromaras, K. and C.D. Orme, (2004) ‘Temporary Layoff Unemployment: A Split Population Model’, Journal of Applied Econometrics, Vol. 19, pp.49-67.
  8. Godfrey, L.G. and C.D. Orme, (2004) ‘Controlling the Finite Sample Significance Levels of heteroskedasticity-Robust Tests of Several Linear Restrictions on Regression Coefficients’, Economics Letters, 82, pp. 281-287.
  9. Yamagata, T. and C.D. Orme (2005) ‘On Testing Sample Selection Bias under the Multicollinearity Problem’, Econometric Reviews, Vol. 24, pp.467-481.
  10. Godfrey, L.G., C.D. Orme, C.D. and J.M.C. Santos-Silva, (2006) ‘Simulation-Based Tests for Heteroskedasticity in Linear Regression Models: Some Further Results’, Econometrics Journal, Vol. 9, pp.76-97.
  11. Orme, C.D., and T. Yamagata, (2006) ‘The Asymptotic Distribution of the F-Test Statistic for Individual Effects’, Econometrics Journal, Vol 9, pp. 404-422.

 

2008-2009

  1. Halunga, Andreea and Chris D. Orme, (2009) ‘First Order Asymptotic Theory for Misspecification Tests of GARCH Models’, Econometric Theory, Vol. 25, pp. 364-410.