Chris Orme
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Alastair R. Hall & Yuyi Li & Chris D. Orme, 2012.
"Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach,"
Economics Discussion Paper Series
1205, Economics, The University of Manchester.
- Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2015. "Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 286-327, March.
- Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2013. "Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach," Economics Discussion Paper Series 1326, Economics, The University of Manchester.
Cited by:
- Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2013.
"Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach,"
Economics Discussion Paper Series
1326, Economics, The University of Manchester.
- Alastair R. Hall & Yuyi Li & Chris D. Orme, 2012. "Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach," Economics Discussion Paper Series 1205, Economics, The University of Manchester.
- Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2015. "Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 286-327, March.
- Ruijun Bu & Fredj Jawadi & Yuyi Li, 2020.
"A multifactor transformed diffusion model with applications to VIX and VIX futures,"
Econometric Reviews, Taylor & Francis Journals, vol. 39(1), pages 27-53, January.
- Ruijun Bu & Fredj Jawadi & Yuyi Li, 2018. "A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures," Working Papers 20183, University of Liverpool, Department of Economics.
- Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
- Andreea Halunga & Chris D. Orme & Takashi Yamagata, 2011.
"A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models,"
Economics Discussion Paper Series
1118, Economics, The University of Manchester.
- Halunga, Andreea G. & Orme, Chris D. & Yamagata, Takashi, 2017. "A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 198(2), pages 209-230.
Cited by:
- Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Alekh Gour & Shikha Aggarwal & Subodha Kumar, 2022. "Lending ears to unheard voices: An empirical analysis of user‐generated content on social media," Production and Operations Management, Production and Operations Management Society, vol. 31(6), pages 2457-2476, June.
- Ayaz Aliev & Madina Magomadova & Anna Budkina & Mustafa Harputlu & Alagez Yusifova, 2023. "EU: The Effect of Energy Factors on Economic Growth," Energies, MDPI, vol. 16(6), pages 1-19, March.
- Harman Preet Singh & Ajay Singh & Fakhre Alam & Vikas Agrawal, 2022. "Impact of Sustainable Development Goals on Economic Growth in Saudi Arabia: Role of Education and Training," Sustainability, MDPI, vol. 14(21), pages 1-25, October.
- Yani Quarta Mondiana & Henny Pramoedyo & Atiek Iriany & Marjono, 2024. "Exploring Geographical Variability in Sugarcane Yields: A Geographically Weighted Panel Regression Approach with MM Estimation," Advances in Decision Sciences, Asia University, Taiwan, vol. 28(2), pages 35-65, June.
- Christis Katsouris, 2023. "High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods," Papers 2308.16192, arXiv.org.
- Zhenhong Huang & Zhaoyuan Li & Jianfeng Yao, 2023. "Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models," Papers 2302.14387, arXiv.org.
- Badi H. Baltagi & Qu Feng & Chihwa Kao, 2015.
"Estimation of Heterogeneous Panels with Structural Breaks,"
Center for Policy Research Working Papers
179, Center for Policy Research, Maxwell School, Syracuse University.
- Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.
- Fresoli, Diego Eduardo, 2014.
"The uncertainty of conditional returns, volatilities and correlations in DCC models,"
DES - Working Papers. Statistics and Econometrics. WS
ws140202, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Fresoli, Diego E. & Ruiz, Esther, 2016. "The uncertainty of conditional returns, volatilities and correlations in DCC models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 170-185.
- Chuimin Kong & Jijian Zhang & Albert Henry Ntarmah & Yusheng Kong & Hong Zhao, 2022. "Carbon Neutrality in the Middle East and North Africa: The Roles of Renewable Energy, Economic Growth, and Government Effectiveness," IJERPH, MDPI, vol. 19(17), pages 1-24, August.
- Harman Preet Singh & Hilal Nafil Alhulail, 2023. "Information Technology Governance and Corporate Boards’ Relationship with Companies’ Performance and Earnings Management: A Longitudinal Approach," Sustainability, MDPI, vol. 15(8), pages 1-24, April.
- Edgar Löw & Marc Erkelenz, 2022. "Long and Short‐term Investments by European Banks – Trends Since the IASB Published IFRS 9," Australian Accounting Review, CPA Australia, vol. 32(4), pages 440-459, December.
- Tarek Ibrahim Eldomiaty & Marwa Anwar & Nebal Magdy & Mohamed Nabil Hakam, 2020. "Robust examination of political structural breaks and abnormal stock returns in Egypt," Future Business Journal, Springer, vol. 6(1), pages 1-9, December.
- Seonga Cho & Sewon Kim & Bong Joo Lee, 2024. "Correlations between Hotspots of Child Maltreatment and Neighborhood-Level Interventions," Child Indicators Research, Springer;The International Society of Child Indicators (ISCI), vol. 17(5), pages 2099-2121, October.
- Peng, Bin & Yu, Junqi & Zhu, Yi, 2021. "A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model," Economics Letters, Elsevier, vol. 201(C).
- Atif, Syed Muhammad & Endres, James & Macdonald, James, 2012.
"Broadband Infrastructure and Economic Growth: A Panel Data Analysis of OECD Countries,"
MPRA Paper
42177, University Library of Munich, Germany.
- Atif, Syed Muhammad & Endres, James & Macdonald, James, 2012. "Broadband Infrastructure and Economic Growth: A Panel Data Analysis of OECD Countries," EconStor Preprints 65419, ZBW - Leibniz Information Centre for Economics.
- Zohal Habibi & Hamed Habibi & Mohammad Aqa Mohammadi, 2022. "The Potential Impact of COVID-19 on the Chinese GDP, Trade, and Economy," Economies, MDPI, vol. 10(4), pages 1-16, March.
- Henryk Dzwigol & Aleksy Kwilinski & Oleksii Lyulyov & Tetyana Pimonenko, 2023. "Renewable Energy, Knowledge Spillover and Innovation: Capacity of Environmental Regulation," Energies, MDPI, vol. 16(3), pages 1-15, January.
- Burger, Eric & Grba, Fabian & Heidorn, Thomas, 2022. "The impact of ESG ratings on implied and historical volatility," Frankfurt School - Working Paper Series 230, Frankfurt School of Finance and Management.
- Radostina Popova-Terziyska & Daniela Ventsislavova Georgieva & Nikolay Neykov, 2023. "Needed Support for Female Private Forest Owners (Some Results of a Survey of Danube Countries)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 164-179.
- Andreea Halunga & Chris D. Orme, 2007.
"First order asymptotic theory for parametric misspecification tests of GARCH models,"
Economics Discussion Paper Series
0721, Economics, The University of Manchester.
- Halunga, Andreea G. & Orme, Chris D., 2009. "First-Order Asymptotic Theory For Parametric Misspecification Tests Of Garch Models," Econometric Theory, Cambridge University Press, vol. 25(2), pages 364-410, April.
Cited by:
- Conrad, Christian & Schienle, Melanie, 2019.
"Testing for an omitted multiplicative long-term component in GARCH models,"
Working Paper Series in Economics
121, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Christian Conrad & Melanie Schienle, 2020. "Testing for an Omitted Multiplicative Long-Term Component in GARCH Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 229-242, April.
- Andreou, Elena & Werker, Bas J.M., 2015. "Residual-based rank specification tests for AR–GARCH type models," Journal of Econometrics, Elsevier, vol. 185(2), pages 305-331.
- Wasel Shadat, 2011. "On the Nonparametric Tests of Univariate GARCH Regression Models," Economics Discussion Paper Series 1115, Economics, The University of Manchester.
- Elena Andreou & Bas J.M. Werker, 2014. "Residual-based Rank Specification Tests for AR-GARCH type models," University of Cyprus Working Papers in Economics 02-2014, University of Cyprus Department of Economics.
- Chuffart Thomas & Flachaire Emmanuel & Péguin-Feissolle Anne, 2018.
"Testing for misspecification in the short-run component of GARCH-type models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-17, December.
- Thomas Chuffart & Emmanuel Flachaire & Anne Peguin-Feissolle, 2018. "Testing for misspecification in the short-run component of GARCH-type models," Post-Print hal-02083772, HAL.
- Thomas Chuffart & Emmanuel Flachaire & Anne Péguin-Feissolle, 2017. "Testing for misspecification in the short-run component of GARCH-type models," Post-Print hal-03157205, HAL.
- Conrad, Christian & Schienle, Melanie, 2015. "Misspecification Testing in GARCH-MIDAS Models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112919, Verein für Socialpolitik / German Economic Association.
- Werker, Bas J M & Andreou, Elena, 2013. "Residual-based Rank Specification Tests for AR-GARCH type models," CEPR Discussion Papers 9583, C.E.P.R. Discussion Papers.
- Christian Conrad & Robert F. Engle, 2021. "Modelling Volatility Cycles: The (MF)2 GARCH Model," Working Paper series 21-05, Rimini Centre for Economic Analysis.
- Stavroula Yfanti & Georgios Chortareas & Menelaos Karanasos & Emmanouil Noikokyris, 2022. "A three‐dimensional asymmetric power HEAVY model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2737-2761, July.
- Wasel Shadat & Chris Orme, 2011. "An investigation of parametric tests of CCC assumption," Economics Discussion Paper Series 1109, Economics, The University of Manchester.
- Nektarios Aslanidis & Denise R. Osborn & Marianne Sensier, 2008.
"Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations,"
Economics Discussion Paper Series
0805, Economics, The University of Manchester.
- Nektarios Aslanidis & Denise R. Osborn & Marianne Sensier, 2008. "Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations," Centre for Growth and Business Cycle Research Discussion Paper Series 96, Economics, The University of Manchester.
- Conrad, Christian & Schienle, Melanie, 2015. "Misspecification Testing in GARCH-MIDAS Models," Working Papers 0597, University of Heidelberg, Department of Economics.
- M. Karanasos & S. Yfanti & A. Christopoulos, 2021. "The long memory HEAVY process: modeling and forecasting financial volatility," Annals of Operations Research, Springer, vol. 306(1), pages 111-130, November.
- M. Dolores Jiménez-Gamero & Sangyeol Lee & Simos G. Meintanis, 2020. "Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 682-703, September.
- C Orme & Y Yamagata, 2006.
"The Asymptotic Distribution of the F-Test Statistic for Individual Effects,"
Economics Discussion Paper Series
0610, Economics, The University of Manchester.
- Chris D. Orme & Takashi Yamagata, 2006. "The asymptotic distribution of the F-test statistic for individual effects," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 404-422, November.
Cited by:
- Jochmans, K., 2019. "Testing Correlation in Error-Component Models," Cambridge Working Papers in Economics 1993, Faculty of Economics, University of Cambridge.
- Badi Baltagi & Chihwa Kao & Sanggon Na, 2013. "Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test," Statistical Papers, Springer, vol. 54(4), pages 1067-1094, November.
- Chris D. Orme & Takashi Yamagata, 2014.
"A Heteroskedasticity-Robust F -Test Statistic for Individual Effects,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 431-471, August.
- Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," Economics Discussion Paper Series 1124, Economics, The University of Manchester.
- Khusrav Gaibulloev & Todd Sandler, 2009. "The Impact Of Terrorism And Conflicts On Growth In Asia," Economics and Politics, Wiley Blackwell, vol. 21(3), pages 359-383, November.
- Seung C. Ahn & Young H. Lee, 2014. "Major League Baseball Attendance," Journal of Sports Economics, , vol. 15(5), pages 451-477, October.
- Calhoun, Gray, 2010.
"Hypothesis Testing in Linear Regression when K/N is Large,"
Staff General Research Papers Archive
32216, Iowa State University, Department of Economics.
- Calhoun, Gray, 2011. "Hypothesis testing in linear regression when k/n is large," Journal of Econometrics, Elsevier, vol. 165(2), pages 163-174.
- Kelvin K. F. Law & Lillian F. Mills, 2017. "Military experience and corporate tax avoidance," Review of Accounting Studies, Springer, vol. 22(1), pages 141-184, March.
- Bennala, Nezar & Hallin, Marc & Paindaveine, Davy, 2012. "Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels," Journal of Econometrics, Elsevier, vol. 170(1), pages 50-67.
- C D Orme & S Peters, 2001.
"A Simple Two-Step Estimator for Count Data Models with Sample Selection,"
Economics Discussion Paper Series
0115, Economics, The University of Manchester.
Cited by:
- Qiaowei Shen & Ping Xiao, 2014. "McDonald's and KFC in China: Competitors or Companions?," Marketing Science, INFORMS, vol. 33(2), pages 287-307, March.
- Barmby, Tim & Orme, Chris D & Treble, John, 1990.
"Worker Absenteeism: An Analysis Using Microdata,"
CEPR Discussion Papers
434, C.E.P.R. Discussion Papers.
- Barmby, T A & Orme, C D & Treble, John G, 1991. "Worker Absenteeism: An Analysis Using Microdata," Economic Journal, Royal Economic Society, vol. 101(405), pages 214-229, March.
Cited by:
- Skogman Thoursie, Peter, 2002.
"Reporting Sick: Are Sporting Events Contagious?,"
Research Papers in Economics
2002:4, Stockholm University, Department of Economics.
- Peter Skogman Thoursie, 2004. "Reporting sick: are sporting events contagious?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(6), pages 809-823.
- Ichino, Andrea & Moretti, Enrico, 2006.
"Biological Gender Differences, Absenteeism and the Earning Gap,"
IZA Discussion Papers
2207, Institute of Labor Economics (IZA).
- Andrea Ichino & Enrico Moretti, 2009. "Biological Gender Differences, Absenteeism, and the Earnings Gap," American Economic Journal: Applied Economics, American Economic Association, vol. 1(1), pages 183-218, January.
- Ichino, Andrea & Moretti, Enrico, 2006. "Biological Gender Differences, Absenteeism and the Earning Gap," CEPR Discussion Papers 5785, C.E.P.R. Discussion Papers.
- Andrea Ichino & Enrico Moretti, 2006. "Biological Gender Differences, Absenteeism and the Earning Gap," NBER Working Papers 12369, National Bureau of Economic Research, Inc.
- Melanie K. Jones & Richard J. Jones & Paul L. Latreille & Peter J. Sloane, 2009.
"Training, Job Satisfaction, and Workplace Performance in Britain: Evidence from WERS 2004,"
LABOUR, CEIS, vol. 23(s1), pages 139-175, March.
- Jones, Melanie K. & Jones, Richard J. & Latreille, Paul L. & Sloane, Peter J., 2008. "Training, Job Satisfaction and Workplace Performance in Britain: Evidence from WERS 2004," IZA Discussion Papers 3677, Institute of Labor Economics (IZA).
- Arai, Mahmood & Skogman Thoursie, Peter, 2001.
"Incentives and Selection in Cyclical Absenteeism,"
Working Paper Series
167, Trade Union Institute for Economic Research.
- Arai, Mahmood & Thoursie, Peter Skogman, 2005. "Incentives and selection in cyclical absenteeism," Labour Economics, Elsevier, vol. 12(2), pages 269-280, April.
- Rhys Davies & Melanie Jones & Huw Lloyd-Williams, 2016. "Age and Work-Related Health: Insights from the UK Labour Force Survey," British Journal of Industrial Relations, London School of Economics, vol. 54(1), pages 136-159, March.
- Andrén, Daniela & Granlund, David, 2010.
""Waiting for the other shoe to drop": waiting for health care and duration of sick leave,"
HUI Working Papers
40, HUI Research.
- Andrén, Daniela & Granlund, David, 2010. ""Waiting for the Other Shoe to Drop": Waiting for Health Care and Duration of Sick Leave," Working Papers 2010:8, Örebro University, School of Business.
- Andrén, Daniela & Granlund, David, 2010. ""Waiting for the other shoe to drop": waiting for health care and duration of sick leave," Umeå Economic Studies 814, Umeå University, Department of Economics.
- Georges Dionne & Benoit Dostie, 2007.
"New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data,"
ILR Review, Cornell University, ILR School, vol. 61(1), pages 108-120, October.
- Georges Dionne & Benoit Dostie, 2005. "New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data," Cahiers de recherche 05-04, HEC Montréal, Institut d'économie appliquée.
- Georges Dionne & Benoit Dostie, 2005. "New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data," Cahiers de recherche 0521, CIRPEE.
- Marsden, David & Moriconi, Simone, 2009.
"The value of rude health: employees' well being, absence and workplace performance,"
LSE Research Online Documents on Economics
24374, London School of Economics and Political Science, LSE Library.
- David Marsden & Simone Moriconi, 2009. "'The Value of Rude Health': Employees' Well Being, Absence and Workplace Performance," CEP Discussion Papers dp0919, Centre for Economic Performance, LSE.
- Joseph Lanfranchi & John Treble, 2010.
"Just‐In‐Time Production, Work Organization And Absence Control,"
Manchester School, University of Manchester, vol. 78(5), pages 460-483, September.
- Joseph Lanfranchi & John Treble, 2010. "Just-In-Time Production, Work Organization And Absence Control," Post-Print hal-01895537, HAL.
- Larsson, Laura, 2002. "Sick of Being Unemployed? Interactions Between Unemployment and Sickness Insurance in Sweden," Working Paper Series 2002:5, Uppsala University, Department of Economics.
- Per Engström & Bertil Holmlund, 2007.
"Worker Absenteeism in Search Equilibrium,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(3), pages 439-467, September.
- Engström, Per & Holmlund, Bertil, 2007. "Worker Absenteeism in Search Equilibrium," IZA Discussion Papers 2947, Institute of Labor Economics (IZA).
- Per Engström & Bertil Holmlund, 2005. "Worker Absenteeism in Search Equilibrium," CESifo Working Paper Series 1607, CESifo.
- Engström, Per & Holmlund, Bertil, 2005. "Worker Absenteeism in Search Equilibrium," Working Paper Series 2005:22, Uppsala University, Department of Economics.
- Melvyn Coles & Joseph Lanfranchi & Ali Skalli & John Treble, 2007.
"Pay, Technology, And The Cost Of Worker Absence,"
Post-Print
hal-01895541, HAL.
- Melvyn Coles & Joseph Lanfranchi & Ali Skalli & John Treble, 2007. "Pay, Technology, And The Cost Of Worker Absence," Economic Inquiry, Western Economic Association International, vol. 45(2), pages 268-285, April.
- Martin Zuba & Ulrike Schneider, 2013. "What Helps Working Informal Caregivers? The Role of Workplace Characteristics in Balancing Work and Adult-Care Responsibilities," Journal of Family and Economic Issues, Springer, vol. 34(4), pages 460-469, December.
- Monojit Chatterji & Colin Tilley, 2000. "Sickness, Absenteeism, "Presenteeism" and Sick Pay," Dundee Discussion Papers in Economics 117, Economic Studies, University of Dundee.
- Harald Pfeifer, 2014. "Absenteeism in Apprenticeships: What Role Do Works Councils Play?," Economics of Education Working Paper Series 0098, University of Zurich, Department of Business Administration (IBW), revised Aug 2015.
- BARMBY Tim A. & ERCOLANI Marco G. & TREBLE John G., 2000.
"Sickness Absence: An International Comparison,"
IRISS Working Paper Series
2000-03, IRISS at CEPS/INSTEAD.
- Tim A. Barmby & Marco G. Ercolani & John G. Treble, 2002. "Sickness Absence: An International Comparison," Economic Journal, Royal Economic Society, vol. 112(480), pages 315-331, June.
- Bratberg, Espen & Monstad, Karin, 2015. "Worried sick? Worker responses to a financial shock," Labour Economics, Elsevier, vol. 33(C), pages 111-120.
- Hassink, Wolter & Fernandez, Roberto M., 2015. "Worker Morale and Effort: Is the Relationship Causal?," IZA Discussion Papers 8909, Institute of Labor Economics (IZA).
- Pouliakas, Konstantinos & Theodoropoulos, Nikolaos, 2011.
"The Effect of Variable Pay Schemes on Workplace Absenteeism,"
IZA Discussion Papers
5941, Institute of Labor Economics (IZA).
- Konstantinos Pouliakas & Nikolaos Theodoropoulos, 2012. "The Effect of Variable Pay Schemes on Workplace Absenteeism," Research in Labor Economics, in: Research in Labor Economics, pages 109-157, Emerald Group Publishing Limited.
- Guy Lacroix & Marie-Ève Brouard, 2011.
"Work Absenteeism Due to a Chronic Disease,"
Cahiers de recherche
1108, CIRPEE.
- Guy Lacroix & Marie-Ève Brouard, 2011. "Work Absenteeism Due to a Chronic Disease," CIRANO Working Papers 2011s-33, CIRANO.
- Lacroix, G & Brouard M-E, 2011. "Work Absenteeism Due to a Chronic Disease," Health, Econometrics and Data Group (HEDG) Working Papers 11/15, HEDG, c/o Department of Economics, University of York.
- Lacroix, Guy & Brouard, Marie-Ève, 2011. "Work Absenteeism Due to a Chronic Disease," IZA Discussion Papers 5560, Institute of Labor Economics (IZA).
- Gilleskie, Donna, 2010. "Work absences and doctor visits during an illness episode: The differential role of preferences, production, and policies among men and women," Journal of Econometrics, Elsevier, vol. 156(1), pages 148-163, May.
- Henrekson, Magnus & Persson, Mats, 2001.
"The Effects on Sick Leave of Changes in the Sickness Insurance System,"
Seminar Papers
697, Stockholm University, Institute for International Economic Studies.
- Henrekson, Magnus & Persson, Mats, 2001. "The Effects on Sick Leave of Changes in the Sickness Insurance System," SSE/EFI Working Paper Series in Economics and Finance 0444, Stockholm School of Economics, revised 18 Mar 2003.
- Magnus Henrekson & Mats Persson, 2004. "The Effects on Sick Leave of Changes in the Sickness Insurance System," Journal of Labor Economics, University of Chicago Press, vol. 22(1), pages 87-114, January.
- Bratberg, Espen & Monstad, Karin, 2012. "Worried Sick? Worker Responses To Organizational Turmoil," Working Papers in Economics 08/12, University of Bergen, Department of Economics.
- Stijn Baert & Bas van der Klaauw & Gijsbert van Lomwel, 2018.
"The effectiveness of medical and vocational interventions for reducing sick leave of self‐employed workers,"
Health Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 139-152, February.
- Baert, Stijn & van der Klaauw, Bas & van Lomwel, Gijsbert, 2016. "The Effectiveness of Medical and Vocational Interventions for Reducing Sick Leave of Self-Employed Workers," IZA Discussion Papers 9692, Institute of Labor Economics (IZA).
- Barmby, Tim & Orme, Chris & Treble, John, 1995. "Worker absence histories: a panel data study," Labour Economics, Elsevier, vol. 2(1), pages 53-65, March.
- Cristini, Annalisa & Origo, Federica & Pinoli, Sara, 2012.
"The Healthy Fright of Losing a Good One for a Bad One,"
IZA Discussion Papers
6348, Institute of Labor Economics (IZA).
- Cristini, Annalisa & Origo, Federica & Pinoli, Sara, 2017. "The healthy fright of losing a good one for a bad one," Journal of Economic Psychology, Elsevier, vol. 59(C), pages 129-144.
- Annalisa Scognamiglio, 2019. "Paid Sick Leave and Employee Absenteeism," CSEF Working Papers 530, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- van Ommeren, Jos N. & Gutiérrez-i-Puigarnau, Eva, 2011.
"Are workers with a long commute less productive? An empirical analysis of absenteeism,"
Regional Science and Urban Economics, Elsevier, vol. 41(1), pages 1-8, January.
- Jos van Ommeren & Eva Gutierrez-i-Puigarnau, 2009. "Are Workers with A Long Commute Less Productive? An Empirical Analysis of Absenteeism," Tinbergen Institute Discussion Papers 09-014/3, Tinbergen Institute.
- Georges Dionne & Benoit Dostie, 2008.
"Correlated Poisson Processes with Unobserved Heterogeneity: Estimating the Determinants of Paid and Unpaid Leave,"
Cahiers de recherche
0815, CIRPEE.
- Dionne, Georges & Dostie, Benoit, 2008. "Correlated Poisson Processes with Unobserved Heterogeneity: Estimating the Determinants of Paid and Unpaid Leave," IZA Discussion Papers 3642, Institute of Labor Economics (IZA).
- Georges Dionne & Benoit Dostie, 2008. "Correlated Poisson Processes with Unobserved Heterogeneity: Estimating the Determinants of Paid and Unpaid Leave," Cahiers de recherche 08-07, HEC Montréal, Institut d'économie appliquée.
- Dionne, Georges & Dostie, Benoit, 2008. "Correlated Poisson processes with unobserved Heterogeneity: Estimating the determinants of paid and unpaid leave," Working Papers 08-3, HEC Montreal, Canada Research Chair in Risk Management.
- Leigh, J. Paul, 1995. "Smoking, self-selection and absenteeism," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(4), pages 365-386.
- David Card & Brian P. McCall, 1995.
"Is Workers' Compensation Covering Uninsured Medical Costs? Evidence fromthe `Monday Effect',"
NBER Working Papers
5058, National Bureau of Economic Research, Inc.
- David Card & Brian P. McCall, 1994. "Is Workers' Compensation Covering Uninsured Medical Costs? Evidence from the 'Monday Effect'," Working Papers 706, Princeton University, Department of Economics, Industrial Relations Section..
- Störmer, Susi & Fahr, René, 2010.
"Individual Determinants of Work Attendance: Evidence on the Role of Personality,"
IZA Discussion Papers
4927, Institute of Labor Economics (IZA).
- Susi Störmer & Ren順ahr, 2013. "Individual determinants of work attendance: evidence on the role of personality," Applied Economics, Taylor & Francis Journals, vol. 45(19), pages 2863-2875, July.
- Spierdijk, Laura & van Lomwel, Gijsbert & Peppelman, Wilko, 2009. "The determinants of sick leave durations of Dutch self-employed," Journal of Health Economics, Elsevier, vol. 28(6), pages 1185-1196, December.
- Michele Battisti & Giovanna Vallanti, 2013. "Flexible Wage Contracts, Temporary Jobs, and Firm Performance: Evidence From Italian Firms," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 52(3), pages 737-764, July.
- Sjöberg, Ola, 2017. "Positive welfare state dynamics? Sickness benefits and sickness absence in Europe 1997–2011," Social Science & Medicine, Elsevier, vol. 177(C), pages 158-168.
- Naci Mocan & Duha T. Altindag, 2013.
"Salaries and Work Effort: An Analysis of the European Union Parliamentarians,"
Economic Journal, Royal Economic Society, vol. 123(12), pages 1130-1167, December.
- Naci Mocan & Duha T. Altindag, 2013. "Salaries and Work Effort: An Analysis of the European Union Parliamentarians," Auburn Economics Working Paper Series auwp2013-02, Department of Economics, Auburn University.
- Katrin Breuer & Patrick Kampkoetter, 2012. "Do Employees Reciprocate to Intra-Firm Trainings? An Analysis of Absenteeism and Turnover Rates," Cologne Graduate School Working Paper Series 03-09, Cologne Graduate School in Management, Economics and Social Sciences.
- Herrmann, Mariesa A. & Rockoff, Jonah E., 2013. "Do menstrual problems explain gender gaps in absenteeism and earnings?," Labour Economics, Elsevier, vol. 24(C), pages 12-22.
- Matthias Weiss, 2008. "Sick Leave and the Composition of Work Teams," MEA discussion paper series 07149, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Annalisa Scognamiglio, 2020. "Paid Sick Leave and Employee Absences," LABOUR, CEIS, vol. 34(3), pages 305-322, September.
- Michele Battisti & Giovanna Vallanti, 2011. "Flexible Wage Contracts, Temporary Jobs and Worker Performance: Evidence from Italian Firms," Working Papers CELEG 1105, Dipartimento di Economia e Finanza, LUISS Guido Carli.
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"Temporary contracts, employees' effort and labour productivity: the evidence for Italy,"
Working Papers in Public Economics
111, Department of Economics and Law, Sapienza University of Roma.
- Emanuela Ghignoni, 2009. "Temporary Contracts, Employees' Effort and Labour Productivity: The Evidence for Italy," Economia politica, Società editrice il Mulino, issue 2, pages 279-314.
- Engellandt, Axel & Riphahn, Regina T., 2005.
"Temporary contracts and employee effort,"
Labour Economics, Elsevier, vol. 12(3), pages 281-299, June.
- Riphahn, Regina & Engellandt, Axel, 2004. "Temporary Contracts and Employee Effort," CEPR Discussion Papers 4178, C.E.P.R. Discussion Papers.
- Engellandt, Axel & Riphahn, Regina T., 2003. "Temporary Contracts and Employee Effort," IZA Discussion Papers 780, Institute of Labor Economics (IZA).
- Bertil Holmlund, 2004.
"Sickness Absence and Search Unemployment,"
CESifo Working Paper Series
1227, CESifo.
- Holmlund, Bertil, 2004. "Sickness Absence and Search Unemployment," Working Paper Series 2004:6, Uppsala University, Department of Economics.
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"An Inquiry Into The Theory, Causes And Consequences Of Monitoring Indicators Of Health And Safety At Work,"
SIRE Discussion Papers
2010-120, Scottish Institute for Research in Economics (SIRE).
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- Konstantinos, Pouliakas & Ioannis, Theodossiou, 2010. "An Inquiry Into the Theory, Causes and Consequences of Monitoring Indicators of Health and Safety At Work," MPRA Paper 20336, University Library of Munich, Germany.
- Mariesa A. Herrmann & Jonah E. Rockoff, 2012. "Worker Absence and Productivity: Evidence from Teaching," Journal of Labor Economics, University of Chicago Press, vol. 30(4), pages 749-782.
- Larsson, Laura, 2002. "Sick of being unemployed? Interactions between unemployment and sickness insurance in Sweden," Working Paper Series 2002:6, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Andrén, Daniela, 2001. "Short-Term Absenteeism Due To Sickness: The Swedish Experience, 1986 - 1991," Working Papers in Economics 46, University of Gothenburg, Department of Economics.
- Bamberger, Peter & Biron, Michal, 2007. "Group norms and excessive absenteeism: The role of peer referent others," Organizational Behavior and Human Decision Processes, Elsevier, vol. 103(2), pages 179-196, July.
- Wolter H. J. Hassink & Roberto M. Fernandez, 2018. "Worker Morale and Effort: Is the Relationship Causal?," Manchester School, University of Manchester, vol. 86(6), pages 816-839, December.
- Monojit Chatterji & Colin Tilley, 2003. "Theoretical Approaches to Managing sickness Absenteeism," Dundee Discussion Papers in Economics 143, Economic Studies, University of Dundee.
- Johansson, Per & Palme, Mårten, 2004. "Moral hazard and sickness insurance: Empirical evidence from a sickness insurance reform in Sweden," Working Paper Series 2004:10, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Heywood, John S. & Jirjahn, Uwe & Wei, Xiangdong, 2008. "Teamwork, monitoring and absence," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 676-690, December.
- Christian Pfeifer, 2010. "Impact of wages and job levels on worker absenteeism," International Journal of Manpower, Emerald Group Publishing Limited, vol. 31(1), pages 59-72, March.
- Barmby, Tim, 2002. "Worker absenteeism: a discrete hazard model with bivariate heterogeneity," Labour Economics, Elsevier, vol. 9(4), pages 469-476, September.
- Hassink, Wolter & Koning, Pierre, 2005.
"Do Financial Bonuses to Employees Reduce Their Absenteeism? Outcome of a Lottery,"
IZA Discussion Papers
1644, Institute of Labor Economics (IZA).
- W.H.J. Hassink & P. Koning, 2005. "Do Financial Bonuses to Employees Reduce their Absenteeism? Outcome of a Lottery," Working Papers 05-27, Utrecht School of Economics.
- Larsson, Laura, 2004. "Harmonizing unemployment and sickness insurance: Why (not)?," Working Paper Series 2004:8, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Scoppa, Vincenzo, 2008.
"Worker Absenteeism and Incentives: Evidence from Italy,"
MPRA Paper
16858, University Library of Munich, Germany.
- Vincenzo Scoppa, 2010. "Worker absenteeism and incentives: evidence from Italy," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(8), pages 503-515, December.
- Bennedsen, Morten & Tsoutsoura, Margarita & Wolfenzon, Daniel, 2019. "Drivers of effort: Evidence from employee absenteeism," Journal of Financial Economics, Elsevier, vol. 133(3), pages 658-684.
- Mette Gørtz & Elvira Andersson, 2014. "Child‐To‐Teacher Ratio And Day Care Teacher Sickness Absenteeism," Health Economics, John Wiley & Sons, Ltd., vol. 23(12), pages 1430-1442, December.
- Johansson, Per & Palme, Marten, 2005. "Moral hazard and sickness insurance," Journal of Public Economics, Elsevier, vol. 89(9-10), pages 1879-1890, September.
- Jan M.P. de Kok, 1997. "Involuntary Absence from an Organizational Point of View," Tinbergen Institute Discussion Papers 97-126/3, Tinbergen Institute.
- Andrén, Daniela, 2004. "“Never on a Sunday”: Economic Incentives and Sick Leave in Sweden," Working Papers in Economics 136, University of Gothenburg, Department of Economics.
- Pouliakas, Konstantinos & Theodoropoulos, Nikolaos, 2009. "Performance Pay as an Incentive for Lower Absence Rates in Britain," MPRA Paper 18238, University Library of Munich, Germany.
- Colin P. Green & Maria Navarro Paniagua, 2016. "Play Hard, Shirk Hard? The Effect of Bar Hours Regulation on Worker Absence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(2), pages 248-264, April.
- Yaniv, Gideon, 1995. "Burnout, absenteeism, and the overtime decision," Journal of Economic Psychology, Elsevier, vol. 16(2), pages 297-309, July.
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- Les Godfrey & Chris Orme, "undated".
"The Sensitivity of some General Checks to Omitted Variables in the Linear Model,"
Discussion Papers
92/3, Department of Economics, University of York.
- Godfrey, L G & Orme, C D, 1994. "The Sensitivity of Some General Checks to Omitted Variables in the Linear Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 489-506, May.
Cited by:
- Santos Silva, Joao & Tenreyro, Silvana, 2013.
"Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically,"
LSE Research Online Documents on Economics
55398, London School of Economics and Political Science, LSE Library.
- Santos Silva, Joao M C & Tenreyro, Silvana, 2008. "Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically," Economics Discussion Papers 3553, University of Essex, Department of Economics.
- Santos Silva, Joao & Tenreyro, Silvana, 2009. "Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically," LSE Research Online Documents on Economics 25505, London School of Economics and Political Science, LSE Library.
- J. M. C. Santos Silva & Silvana Tenreyro, 2015. "Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 93-105, February.
- J. M. C. Santos Silva & Silvana Tenreyro, 2009. "Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically," CEP Discussion Papers dp0935, Centre for Economic Performance, LSE.
- Dimitris Hatzinikolaou & Athanassios Stavrakoudis, 2006. "Empirical size and power of some diagnostic tests applied to a distributed lag model," Empirical Economics, Springer, vol. 31(3), pages 631-643, September.
- Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299.
- Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5.
- Daniel Acheampong & Tanya Benford, 2020. "Alternative Treatment Of Contribution In Aid Of Construction: The Impact On Investor-Owned Utility Plant Asset Replacement," Accounting & Taxation, The Institute for Business and Finance Research, vol. 12(1), pages 81-96.
- L. G. Godfrey & M. R. Veal, 2000. "Alternative approaches to testing by variable addition," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 241-261.
- Sergio Destefanis & Matteo Fragetta & Emanuel Gasteiger, 2024.
"Does one size fit all in the Euro Area? Some counterfactual evidence,"
Empirical Economics, Springer, vol. 67(4), pages 1615-1647, October.
- Destefanis, Sergio & Fragetta, Matteo & Gasteiger, Emanuel, 2021. "Does one size fit all in the Euro Area? Some counterfactual evidence," ECON WPS - Working Papers in Economic Theory and Policy 05/2019, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit, revised 2021.
- Landon, Stuart & Smith, Constance, 1997. "The Use of Quality and Reputation Indicators by Consumers: The Case of Bordeaux Wine," MPRA Paper 9283, University Library of Munich, Germany.
- E. Fe-Rodríguez & C. Orme, 2006.
"On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives,"
Economics Discussion Paper Series
0606, Economics, The University of Manchester.
- Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," Economics Discussion Paper Series 0912, Economics, The University of Manchester.
- Simon Peters, 2000. "On the use of the RESET test in microeconometric models," Applied Economics Letters, Taylor & Francis Journals, vol. 7(6), pages 361-365.
- Joachim Zietz, 2005.
"Detecting Neglected Parameter Heterogeneity with Chow Tests,"
Working Papers
200503, Middle Tennessee State University, Department of Economics and Finance.
- Joachim Zietz, 2006. "Detecting neglected parameter heterogeneity with Chow tests," Applied Economics Letters, Taylor & Francis Journals, vol. 13(6), pages 369-374.
- Amogh Ghimire & Feiting Lin & Peifen Zhuang, 2021. "The Impacts of Agricultural Trade on Economic Growth and Environmental Pollution: Evidence from Bangladesh Using ARDL in the Presence of Structural Breaks," Sustainability, MDPI, vol. 13(15), pages 1-15, July.
- Christopher Skeels & Franics Vella, 1997. "Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 69-92.
- Godfrey, Leslie G & Orme, Chris D, 1996. "On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 263-281, May.
- Bogliacino, Francesco & Cardona, Sebastian Gómez, 2014. "Capabilities and investment in R&D: An analysis on European data," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 101-111.
Articles
- Halunga, Andreea G. & Orme, Chris D. & Yamagata, Takashi, 2017.
"A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 198(2), pages 209-230.
See citations under working paper version above.
- Andreea Halunga & Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models," Economics Discussion Paper Series 1118, Economics, The University of Manchester.
- Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2015.
"Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 286-327, March.
See citations under working paper version above.
- Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2013. "Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach," Economics Discussion Paper Series 1326, Economics, The University of Manchester.
- Alastair R. Hall & Yuyi Li & Chris D. Orme, 2012. "Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach," Economics Discussion Paper Series 1205, Economics, The University of Manchester.
- Halunga, Andreea G. & Orme, Chris D., 2009.
"First-Order Asymptotic Theory For Parametric Misspecification Tests Of Garch Models,"
Econometric Theory, Cambridge University Press, vol. 25(2), pages 364-410, April.
See citations under working paper version above.
- Andreea Halunga & Chris D. Orme, 2007. "First order asymptotic theory for parametric misspecification tests of GARCH models," Economics Discussion Paper Series 0721, Economics, The University of Manchester.
- Chris D. Orme & Takashi Yamagata, 2006.
"The asymptotic distribution of the F-test statistic for individual effects,"
Econometrics Journal, Royal Economic Society, vol. 9(3), pages 404-422, November.
See citations under working paper version above.
- C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," Economics Discussion Paper Series 0610, Economics, The University of Manchester.
- L. G. Godfrey & C. D. Orme & J. M. C. Santos Silva, 2006.
"Simulation-based tests for heteroskedasticity in linear regression models: Some further results,"
Econometrics Journal, Royal Economic Society, vol. 9(1), pages 76-97, March.
Cited by:
- E. Fe-Rodríguez & C. Orme, 2006.
"On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives,"
Economics Discussion Paper Series
0606, Economics, The University of Manchester.
- Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," Economics Discussion Paper Series 0912, Economics, The University of Manchester.
- Chris D. Orme & Takashi Yamagata, 2014.
"A Heteroskedasticity-Robust F -Test Statistic for Individual Effects,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 431-471, August.
- Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," Economics Discussion Paper Series 1124, Economics, The University of Manchester.
- José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2013.
"Heteroskedasticity testing through a comparison of Wald statistics,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 12(2), pages 131-160, August.
- Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2013. "Heteroskedasticity Testing Through a Comparison of Wald Statistics," CEFAGE-UE Working Papers 2013_06, University of Evora, CEFAGE-UE (Portugal).
- José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2011. "Heteroskedasticity Testing Through Comparison of Wald-Type Statistics," GEMF Working Papers 2011-05, GEMF, Faculty of Economics, University of Coimbra.
- Gignac, Gilles E. & Zajenkowski, Marcin, 2020. "The Dunning-Kruger effect is (mostly) a statistical artefact: Valid approaches to testing the hypothesis with individual differences data," Intelligence, Elsevier, vol. 80(C).
- James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
- E. Fe-Rodríguez & C. Orme, 2006.
"On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives,"
Economics Discussion Paper Series
0606, Economics, The University of Manchester.
- Takashi Yamagata & Chris Orme, 2005.
"On Testing Sample Selection Bias Under the Multicollinearity Problem,"
Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 467-481.
- Yamagata. T., 2005. "On Testing Sample Selection Bias under the Multicollinearity Problem," Cambridge Working Papers in Economics 0522, Faculty of Economics, University of Cambridge.
Cited by:
- Campbell, Randall C. & Nagel, Gregory L., 2016. "Private information and limitations of Heckman's estimator in banking and corporate finance research," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 186-195.
- Zhang, Fan, 2011. "Distributional impact analysis of the energy price reform in Turkey," Policy Research Working Paper Series 5831, The World Bank.
- Yamagata, Takashi, 2006. "The small sample performance of the Wald test in the sample selection model under the multicollinearity problem," Economics Letters, Elsevier, vol. 93(1), pages 75-81, October.
- Zhao, Shangwei & Xie, Tian & Ai, Xin & Yang, Guangren & Zhang, Xinyu, 2023. "Correcting sample selection bias with model averaging for consumer demand forecasting," Economic Modelling, Elsevier, vol. 123(C).
- Verbič, Miroslav & Spruk, Rok, 2011. "Aging population and public pensions: theory and evidence," MPRA Paper 38914, University Library of Munich, Germany.
- Quattri, Maria A. & Ozanne, Adam & Wang, Xioabing & Hall, Alastair R., 2011. "On The Role Of The Brokerage Institution In The Development Of Ethiopian Agricultural Markets," 85th Annual Conference, April 18-20, 2011, Warwick University, Coventry, UK 108941, Agricultural Economics Society.
- Fan Zhang, 2015. "Energy Price Reform and Household Welfare: The Case of Turkey," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Kostas G. Mavromaras & Chris D. Orme, 2004.
"Temporary layoffs and split population models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 49-67.
Cited by:
- Korpela, Heikki, 2024. "Furlough unemployment," Working Papers 167, VATT Institute for Economic Research.
- Alfonso Alba & Jose Maria Arranz & Fernando Muñoz-Bullón, 2012.
"Re-employment probabilities of unemployment benefit recipients,"
Applied Economics, Taylor & Francis Journals, vol. 44(28), pages 3645-3664, October.
- Alfonso Alba & Jose Maria Arranz & Fernando Muñoz-Bullón, 2011. "Re-Employment Probabilities Of Unemployment Benefit Recipients," Post-Print hal-00712375, HAL.
- Oskar Jost, 2022. "See you soon: fixed-term contracts, unemployment and recalls in Germany—a linked employer–employee analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 601-626, August.
- World Bank, 2005. "Bosnia and Herzegovina : Labor Market Update, The Role of Industrial Relations," World Bank Publications - Reports 8461, The World Bank Group.
- Sanjiv Jaggia, 2011. "Identifiability of the misspecified split hazard models," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3441-3447.
- Arranz, José M., 2006.
"Exits from unemployment : recall or new job,"
DEE - Working Papers. Business Economics. WB
wb060301, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Alba-Ramirez, Alfonso & Arranz, Jose M. & Munoz-Bullon, Fernando, 2007. "Exits from unemployment: Recall or new job," Labour Economics, Elsevier, vol. 14(5), pages 788-810, October.
- Núria Rodríquez-Planas, 2011. "Displacement, Signaling, and Recall Expectations," Working Papers 550, Barcelona School of Economics.
- Kyyrä, Tomi & Ollikainen, Virve, 2008. "To search or not to search? The effects of UI benefit extension for the older unemployed," Journal of Public Economics, Elsevier, vol. 92(10-11), pages 2048-2070, October.
- Godfrey, Leslie G. & Orme, Chris D., 2004.
"Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients,"
Economics Letters, Elsevier, vol. 82(2), pages 281-287, February.
Cited by:
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007. "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series 0703, Institute of Economic Research, Korea University.
- Stan Hurn & Ralf Becker, 2006.
"Testing for nonlinearity in mean in the presence of heteroskedasticity,"
Stan Hurn Discussion Papers
2006-02, School of Economics and Finance, Queensland University of Technology.
- Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society.
- Stan Hurn & Ralf Becker, 2009. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, vol. 39(2), pages 311-326, September.
- E Bataa & D R Osborn & D H Kim, 2006.
"A Further Examination of the Expectations Hypothesis for the Term Structure,"
Centre for Growth and Business Cycle Research Discussion Paper Series
72, Economics, The University of Manchester.
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," Economics Discussion Paper Series 0611, Economics, The University of Manchester.
- E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," Economics Discussion Paper Series 0504, Economics, The University of Manchester.
- Benedikt M. Potscher & David Preinerstorfer, 2020.
"How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?,"
Papers
2005.04089, arXiv.org, revised Nov 2021.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2023. "How Reliable Are Bootstrap-Based Heteroskedasticity Robust Tests?," Econometric Theory, Cambridge University Press, vol. 39(4), pages 789-847, August.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," MPRA Paper 100234, University Library of Munich, Germany.
- Erdenebat Bataa & Marwan Izzeldin & Denise Osborn, 2015.
"Changes in the global oil market,"
Working Papers
75761696, Lancaster University Management School, Economics Department.
- Bataa, Erdenebat & Izzeldin, Marwan & Osborn, Denise R., 2016. "Changes in the global oil market," Energy Economics, Elsevier, vol. 56(C), pages 161-176.
- Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2715-2733, June.
- Emmanuel Flachaire, 2005.
"More efficient tests robust to heteroskedasticity of unknown form,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00175914, HAL.
- Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Post-Print halshs-00175914, HAL.
- Emmanuel Flachaire, 2005. "More Efficient Tests Robust to Heteroskedasticity of Unknown Form," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 219-241.
- Todd E. Clark & Michael W. McCracken, 2009.
"Combining Forecasts from Nested Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 303-329, June.
- Todd E. Clark & Michael W. McCracken, 2006. "Combining forecasts from nested models," Research Working Paper RWP 06-02, Federal Reserve Bank of Kansas City.
- Todd E. Clark & Michael W. McCracken, 2007. "Combining forecasts from nested models," Finance and Economics Discussion Series 2007-43, Board of Governors of the Federal Reserve System (U.S.).
- Todd E. Clark & Michael W. McCracken, 2008. "Combining forecasts from nested models," Working Papers 2008-037, Federal Reserve Bank of St. Louis.
- DiCiccio, Cyrus J. & Romano, Joseph P. & Wolf, Michael, 2019. "Improving weighted least squares inference," Econometrics and Statistics, Elsevier, vol. 10(C), pages 96-119.
- Pascal Lavergne & Valentin Patilea, 2011.
"One for All and All for One: Regression Checks With Many Regressors,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 41-52, January.
- Lavergne, Pascal & Patilea, Valentin, 2011. "One for all and all for one: regression checks with many regressors," MPRA Paper 35779, University Library of Munich, Germany.
- Pascal Lavergne & Valentin Patilea, 2008. "One for All and All for One:Regression Checks With Many Regressors," Discussion Papers dp08-06, Department of Economics, Simon Fraser University.
- Pascal Lavergne & Valentin Patilea, 2007. "One for All and All for One : Regression Checks with Many Regressors"," Working Papers 2007-12, Center for Research in Economics and Statistics.
- Chris D. Orme & Takashi Yamagata, 2014.
"A Heteroskedasticity-Robust F -Test Statistic for Individual Effects,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 431-471, August.
- Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," Economics Discussion Paper Series 1124, Economics, The University of Manchester.
- Yamile Díaz Torres & Paride Gullo & Hernán Hernández Herrera & Migdalia Torres del Toro & Mario A. Álvarez Guerra & Jorge Iván Silva Ortega & Arne Speerforck, 2022. "Statistical Analysis of Design Variables in a Chiller Plant and Their Influence on Energy Consumption and Life Cycle Cost," Sustainability, MDPI, vol. 14(16), pages 1-19, August.
- Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research.
- Ralf Becker & Denise Osborn, 2007.
"Weighted smooth transition regressions,"
Economics Discussion Paper Series
0724, Economics, The University of Manchester.
- Ralf Becker & Denise R. Osborn, 2012. "Weighted Smooth Transition Regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 795-811, August.
- Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016. "Improving weighted least squares inference," ECON - Working Papers 232, Department of Economics - University of Zurich, revised Nov 2017.
- Godfrey, Leslie G. & Orme, Chris D., 2002.
"Using bootstrap methods to obtain nonnormality robust Chow prediction tests,"
Economics Letters, Elsevier, vol. 76(3), pages 429-436, August.
Cited by:
- Eric A. Helland & Alexander Tabarrok, 2012. "Product Liability and Moral Hazard: Evidence from General Aviation," Journal of Law and Economics, University of Chicago Press, vol. 55(3), pages 593-630.
- Orme, Chris D. & Ruud, Paul A., 2002.
"On the uniqueness of the maximum likelihood estimator,"
Economics Letters, Elsevier, vol. 75(2), pages 209-217, April.
Cited by:
- Gregory Cox, 2018. "Almost Sure Uniqueness of a Global Minimum Without Convexity," Papers 1803.02415, arXiv.org, revised Feb 2019.
- Eleni Aristodemou, 2022. "Strictly log-concave probability distributions in discrete response models," University of Cyprus Working Papers in Economics 06-2022, University of Cyprus Department of Economics.
- E. Demidenko, 2008. "Criteria for Unconstrained Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 136(3), pages 375-395, March.
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"The asymptotic distribution of the F-test statistic for individual effects,"
Econometrics Journal, Royal Economic Society, vol. 9(3), pages 404-422, November.
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International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 263-281, May.
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Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
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Economics Discussion Paper Series
0606, Economics, The University of Manchester.
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Econometric Theory, Cambridge University Press, vol. 25(2), pages 364-410, April.
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"On Model-Consistent Expectations in Macroeconomics,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2018-37, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
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"Bootstrap Testing in Nonlinear Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
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Research Papers in Economics
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"Training, Job Satisfaction, and Workplace Performance in Britain: Evidence from WERS 2004,"
LABOUR, CEIS, vol. 23(s1), pages 139-175, March.
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167, Trade Union Institute for Economic Research.
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- Jed DeVaro, 2022. "Performance pay, working hours, and health‐related absenteeism," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 61(4), pages 327-352, October.
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- Harald Pfeifer, 2014. "Absenteeism in Apprenticeships: What Role Do Works Councils Play?," Economics of Education Working Paper Series 0098, University of Zurich, Department of Business Administration (IBW), revised Aug 2015.
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- Magnus Henrekson & Mats Persson, 2004. "The Effects on Sick Leave of Changes in the Sickness Insurance System," Journal of Labor Economics, University of Chicago Press, vol. 22(1), pages 87-114, January.
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- Lechner, Michael & Smith, Jeffrey, 2007. "What is the value added by caseworkers?," Labour Economics, Elsevier, vol. 14(2), pages 135-151, April.
- Michael Lechner & Jeffrey Smith, 2003. "What is the Value Added by Caseworkers?," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20031, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Lechner, Michael & Smith, Jeffrey A., 2003. "What is the Value Added by Caseworkers?," IZA Discussion Papers 728, Institute of Labor Economics (IZA).
- Xie, Xian-Jin & Pendergast, Jane & Clarke, William, 2008. "Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2703-2713, January.
- Lechner, Michael, 1995. "Effects of continuous off-the-job training in East Germany after unification," ZEW Discussion Papers 95-27, ZEW - Leibniz Centre for European Economic Research.
- Andreas Blöchlinger & Markus Leippold, 2011. "A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults," Management Science, INFORMS, vol. 57(3), pages 487-505, March.
- König, Heinz & Lechner, Michael, 1994.
"Some recent developments in microeconometrics: A survey,"
ZEW Discussion Papers
94-12, ZEW - Leibniz Centre for European Economic Research.
- Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
- Russell Davidson & James G. MacKinnon, 1987.
"Testing for Consistency using Artificial Regressions,"
Working Paper
687, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
- Davidson, Russell & MacKinnon, James G., 1987. "Testing for Consistency Using Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275208, Queen's University - Department of Economics.
- Cho, Jin Seo & Phillips, Peter C.B., 2018.
"Pythagorean generalization of testing the equality of two symmetric positive definite matrices,"
Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
- Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
- Holden, Darryl & Perman, Roger, 2014.
"The convenient calculation of some test statistics in models of discrete choice,"
SIRE Discussion Papers
2015-07, Scottish Institute for Research in Economics (SIRE).
- Darryl Holden & Roger Perman, 2014. "The convenient calculation of some test statistics in models of discrete choice," Working Papers 1410, University of Strathclyde Business School, Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1998.
"Graphical Methods for Investigating the Size and Power of Hypothesis Tests,"
The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(1), pages 1-26, January.
- Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Paper 903, Economics Department, Queen's University.
- Geert Dhaene & Dirk Hoorelbeke, 2002.
"The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation,"
Working Papers of Department of Economics, Leuven
ces0211, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dhaene, Geert & Hoorelbeke, Dirk, 2004. "The information matrix test with bootstrap-based covariance matrix estimation," Economics Letters, Elsevier, vol. 82(3), pages 341-347, March.
- Lechner, Michael, 1996.
"An Evaluation of Public Sector Sponsored Continuous Vocational Training Programs in East Germany,"
Discussion Papers
539, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
- Michael Lechner, 2000. "An Evaluation of Public-Sector-Sponsored Continuous Vocational Training Programs in East Germany," Journal of Human Resources, University of Wisconsin Press, vol. 35(2), pages 347-375.
- Lechner, Michael, 1999. "An Evaluation of Public-Sector-Sponsored Continuous Vocational Training Programs in East Germany," IZA Discussion Papers 93, Institute of Labor Economics (IZA).
- Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
- Lauk Martina, 2003. "Ökonometrische Analyse der Entscheidungspraxis des Bundeskartellamtes / Econometric Analysis of the Decisions of the German Federal Cartel Office," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(6), pages 680-711, December.
- Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
- Maria Concetta Chiuri, 1999. "Intra-Household Allocation of Time and Resources: Empirical Evidence on a Sample of Italian Households with Young Children," CSEF Working Papers 15, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Orme, Chris, 1995. "Simulated conditional moment tests," Economics Letters, Elsevier, vol. 49(3), pages 239-245, September.
- Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.
- Lechner, Michael & Smith, Jeffrey, 2003.
"What is the Value Added by Caseworkers?,"
CEPR Discussion Papers
3825, C.E.P.R. Discussion Papers.
Chapters
- John D. Hey & Chris Orme, 2018.
"Investigating Generalizations Of Expected Utility Theory Using Experimental Data,"
World Scientific Book Chapters, in: Experiments in Economics Decision Making and Markets, chapter 3, pages 63-98,
World Scientific Publishing Co. Pte. Ltd..
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Hey, John D & Orme, Chris, 1994. "Investigating Generalizations of Expected Utility Theory Using Experimental Data," Econometrica, Econometric Society, vol. 62(6), pages 1291-1326, November.