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An investigation of parametric tests of CCC assumption
Shadat, Wasel; Orme, Chris - School of Economics, University of Manchester - 2011
Persistent link: https://www.econbiz.de/10008838230
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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
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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
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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
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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
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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
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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