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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 - 2011
Persistent link: https://www.econbiz.de/10009373435
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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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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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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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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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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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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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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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Evaluating the performance of maximum likelihood corrections in the face of local misspecification
Orme, Chris D. - In: Bulletin of economic research 41 (1989) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10001058238