Anil Bera
Anil Bera
Professor of Economics, UIUC
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Efficient tests for normality, homoscedasticity and serial independence of regression residuals
CM Jarque, AK Bera
Economics letters 6 (3), 255-259, 1980
A test for normality of observations and regression residuals
CM Jarque, AK Bera
International Statistical Review/Revue Internationale de Statistique, 163-172, 1987
Evaluating interval forecasts
PF Christoffersen
International economic review, 841-862, 1998
Introduction to spatial econometrics
L Anselin, AK Bera
Handbook of applied economic statistics 237, 1998
Simple diagnostic tests for spatial dependence
L Anselin, AK Bera, R Florax, MJ Yoon
Regional science and urban economics 26 (1), 77-104, 1996
ARCH models: properties, estimation and testing
AK Bera, ML Higgins
Journal of economic surveys 7 (4), 305-366, 1993
A class of nonlinear ARCH models
ML Higgins, AK Bera
International Economic Review, 137-158, 1992
Efficient tests for normality, homoscedasticity and serial independence of regression residuals: Monte Carlo evidence
AK Bera, CM Jarque
Economics letters 7 (4), 313-318, 1981
Model specification tests: A simultaneous approach
AK Bera, CM Jarque
Journal of econometrics 20 (1), 59-82, 1982
Testing the normality assumption in limited dependent variable models
AK Bera, CM Jarque, LF Lee
International economic review, 563-578, 1984
An efficient large-sample test for normality of observations and regression residuals
AK Bera, CM Jarque
Australian National University, Faculty of Economics and Research School of …, 1981
Maximum entropy autoregressive conditional heteroskedasticity model
SY Park, AK Bera
Journal of Econometrics 150 (2), 219-230, 2009
Specification testing with locally misspecified alternatives
AK Bera, MJ Yoon
Econometric theory, 649-658, 1993
Optimal portfolio diversification using the maximum entropy principle
AK Bera, SY Park
Econometric Reviews 27 (4-6), 484-512, 2008
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
AK Bera, S Kim
Journal of Empirical Finance 9 (2), 171-195, 2002
Estimation of time-varying hedge ratios for corn and soybeans: BGARCH and random coefficient approaches
AK Bera, P Garcia, JS Roh
Sankhyā: The Indian Journal of Statistics, Series B, 346-368, 1997
Rao's score, Neyman's C (α) and Silvey's LM tests: an essay on historical developments and some new results
AK Bera, Y Bilias
Journal of Statistical Planning and Inference 97 (1), 9-44, 2001
Tests for the error component model in the presence of local misspecification
AK Bera, W Sosa-Escudero, M Yoon
Journal of Econometrics 101 (1), 1-23, 2001
Modeling asymmetry and excess kurtosis in stock return data
G Premaratne, AK Bera
Illinois Research & Reference Working Paper No. 00-123, 2000
Further evidence on asymptotic tests for homogeneity and symmetry in large demand systems
AK Bera, RP Byron, CM Jarque
Economics Letters 8 (2), 101-105, 1981
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