Chris Orme

Academic Posts: 

• Professor Emeritus at the University of Manchester (2020- ....)
• Chair in Econometrics at the University of Manchester (1995-2019)
• Lectureships in Econometrics at the Universities of Nottingham (1987-89) and York (1989-95)
• Fixed Term Lectureships at the Universities of Hull (1984-85) and York (1985-87)

At Manchester he was Research Director in Economics (1997-2000), Research Dean in the Faculty of Social Sciences and Law (2000-2004), Head of Economics (2004-2007 & 2011-13), School of Social Sciences Research Director (2011-13) and Head of the School of Social Sciences for 5 years (2013-2018). For 20 years (1997-2017) he was Managing Editor of The Manchester School journal.

He was a member of the ESRC Strategic Research Board (2005-2009); Advisory Panel Chair, World Economy and Finance Programme (2006-2010); and, Advisory Panel Member, CeMMAP (2008-2016).

His principal area of research was econometric misspecification theory and testing, although his collaborative work addresses issues in labour economics, and he has published widely in the leading economics, econometrics and statistics journals (Econometrica, Journal of Econometrics, Econometric Theory, Econometrics Journal, Econometrics Review, International Economic Review, Biometrika, Economic Journal, Journal of Applied Econometrics).

Specific research interests:

• Theoretical econometrics and statistical inference; misspecification/specification testing in micro-econometric models.
• Evaluation of the sensitivity and reliability of inferential techniques, by means of first and higher order asymptotic analysis and Monte Carlo methods.
• Non-parametric techniques applied to misspecification testing.
• Misspecification in GARCH models

Econometric Theory:

• Asymptotic Theory
• Microeconometric Methods
• Misspecification procedures, including non-parametric techniques
• Monte Carlo, simulation methods (bootstrap)

Recent PhD Students 

• Wasel Bin Shadat - "Specification Testing of GARCH Regression Models" (co-supervised with Alastair Hall and Len Gill). Awarded August 2011.
• Yuyi Li (Lecturer, School of Management, University of Liverpool) - "Empirical Likelihood with Applications in Time Series" (co-supervised with Alastair Hall and Simon Peters). Awarded February 2011
• Andreea Halunga (Senior Lecturer in Econometrics, University of Bath)- "Misspecification Testing when Modelling Financial Time Series" (co-supervisor with Denise Osborn). Awarded November 2005.
• Eduardo Fe (Senior Lecturer in Social Statistics, University of Manchester) - "Non-parametric Methods for Testing the Adequacy of Parametric Econometric Models". Awarded March 2005.
• Takashi Yamagata (Professor, Department of Economics & Related Studies, University of York) - "Essays on the Application of the Bootstrap to Improve Inference in Microeconometrics". Awarded February 2004.