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A heteroskedasticity-robust F-test statistic for individual effects
Orme, Chris D.
;
Yamagata, Takashi
-
2011
Persistent link: https://www.econbiz.de/10009373418
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2
A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
Halunga, Andreea
;
Orme, Chris D.
;
Yamagata, Takashi
-
2011
Persistent link: https://www.econbiz.de/10009373435
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3
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
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The asymptotic distribution of the F-test statistics fro individual effects
Orme, Chris D.
;
Yamagata, Takashi
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 404-422
Persistent link: https://www.econbiz.de/10003390160
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5
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
Saved in:
6
A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic panel data models
Halunga, Andreea G.
;
Orme, Chris D.
;
Yamagata, Takashi
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011818781
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7
On the use of artificial regressions in certain microeconometric models
Orme, Chris D.
- In:
Econometric theory
11
(
1995
)
2
,
pp. 290-305
Persistent link: https://www.econbiz.de/10001185252
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8
Simulated conditional moment tests
Orme, Chris D.
- In:
Economics letters
49
(
1995
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001188150
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9
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
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10
A simple correction for local misspecification
Orme, Chris D.
- In:
Bulletin of economic research
38
(
1986
)
2
,
pp. 177-181
Persistent link: https://www.econbiz.de/10001035055
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