Investigating generalizations of expected utility theory using experimental data JD Hey, C Orme Econometrica: Journal of the Econometric Society, 1291-1326, 1994 | 1532 | 1994 |

Worker absenteeism: An analysis using microdata TA Barmby, CD Orme, JG Treble The Economic Journal 101 (405), 214-229, 1991 | 241 | 1991 |

The small-sample performance of the information-matrix test C Orme Journal of Econometrics 46 (3), 309-331, 1990 | 174 | 1990 |

A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models AG Halunga, CD Orme, T Yamagata Journal of Econometrics 198 (2), 209-230, 2017 | 148 | 2017 |

The initial conditions problem and two-step estimation in discrete panel data models CD Orme University of Manchester, 1996 | 136 | 1996 |

Worker absence histories: a panel data study T Barmby, C Orme, J Treble Labour Economics 2 (1), 53-65, 1995 | 133 | 1995 |

Two-step inference in dynamic non-linear panel data models CD Orme mimeo, University of Manchester, 2001 | 111 | 2001 |

The potential for endogeneity bias in data envelopment analysis C Orme, P Smith Journal of the Operational Research Society 47 (1), 73-83, 1996 | 83 | 1996 |

The calculation of the information matrix test for binary data models C Orme The Manchester School of Economic & Social Studies 56 (4), 370-376, 1988 | 73 | 1988 |

Present-value models of land prices in England and Wales TA Lloyd, AJ Rayner, CD Orme European Review of Agricultural Economics 18 (2), 141-166, 1991 | 61 | 1991 |

The sensitivity of some general checks to omitted variables in the linear model LG Godfrey, CD Orme International Economic Review, 489-506, 1994 | 45 | 1994 |

Testing for skewness of regression disturbances LG Godfrey, CD Orme Economics Letters 37 (1), 31-34, 1991 | 36 | 1991 |

The asymptotic distribution of the F‐test statistic for individual effects CD Orme, T Yamagata The Econometrics Journal 9 (3), 404-422, 2006 | 31 | 2006 |

Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients LG Godfrey, CD Orme Economics Letters 82 (2), 281-287, 2004 | 31 | 2004 |

Temporary layoffs and split population models KG Mavromaras, CD Orme Journal of Applied Econometrics 19 (1), 49-67, 2004 | 30 | 2004 |

Controlling the significance levels of prediction error tests for linear regression models LG Godfrey, CD Orme The Econometrics Journal 3 (1), 66-83, 2000 | 27 | 2000 |

Simulation‐based tests for heteroskedasticity in linear regression models: Some further results LG Godfrey, CD Orme, JMC Santos Silva The Econometrics Journal 9 (1), 76-97, 2006 | 24 | 2006 |

The robustness, reliability and power of heteroskedasticity tests LG Godfrey, CD Orme Econometric reviews 18 (2), 169-194, 1999 | 24 | 1999 |

On testing sample selection bias under the multicollinearity problem T Yamagata, CD Orme Econometric Reviews 24 (4), 467-481, 2005 | 23 | 2005 |

First-order asymptotic theory for parametric misspecification tests of GARCH models AG Halunga, CD Orme Econometric Theory 25 (2), 364-410, 2009 | 20* | 2009 |