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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
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Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 82 (2004) 2, pp. 281-287
Persistent link: https://www.econbiz.de/10001896002
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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D. - 2012
Persistent link: https://www.econbiz.de/10009490092
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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 - 2013
Persistent link: https://www.econbiz.de/10010239104
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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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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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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
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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 - In: Econometric reviews 34 (2015) 1/5, pp. 286-327
Persistent link: https://www.econbiz.de/10011373282
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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
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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