Narrow search
Showing 1 - 9 of 9
Cover Image
A heteroskedasticity-robust f-test statistic for individual effects
Orme, Chris D.; Yamagata, Takashi - In: Econometric reviews 33 (2014) 5/6, pp. 431-471
Persistent link: https://www.econbiz.de/10010360815
Cover Image
On testing sample selection bias under the multicollinearity problem
Yamagata, Takashi; Orme, Chris D. - In: Econometric reviews 24 (2005) 4, pp. 467-481
Persistent link: https://www.econbiz.de/10003242864
Cover Image
The robustness, reliability and power of heteroskedasticity tests
Godfrey, Les G.; Orme, Chris D. - In: Econometric reviews 18 (1999) 2, pp. 169-194
Persistent link: https://www.econbiz.de/10001371095
Cover Image
Efficient score tests for heteroskedasticity in micro-econometrics
Orme, Chris D. - In: Econometric reviews 11 (1992) 2, pp. 235-252
Persistent link: https://www.econbiz.de/10001128474
Cover Image
Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - In: Econometric reviews 34 (2015) 1/5, pp. 286-327
Persistent link: https://www.econbiz.de/10011373282
Cover Image
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel; Orme, Chris D. - In: Econometric reviews 37 (2018) 6/10, pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Cover Image
On Testing Sample Selection Bias Under the Multicollinearity Problem
Yamagata, Takashi; Orme, Chris - In: Econometric reviews 24 (2005) 4, pp. 467
Persistent link: https://www.econbiz.de/10006873698
Cover Image
Pairwise Tests of Purchasing Power Parity
Pesaran, M.Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521
Persistent link: https://www.econbiz.de/10008251769
Cover Image
Pairwise tests of purchasing power parity
Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521
Persistent link: https://www.econbiz.de/10003881179