| Efficient tests for normality, homoscedasticity and serial independence of regression residuals CM Jarque, AK Bera Economics letters 6 (3), 255-259, 1980 | 5182 | 1980 |
| A test for normality of observations and regression residuals CM Jarque, AK Bera International Statistical Review/Revue Internationale de Statistique, 163-172, 1987 | 4689 | 1987 |
| Spatial dependence in linear regression models with an introduction to spatial econometrics L Anselin, AK Bera Statistics textbooks and monographs 155, 237-290, 1998 | 2898 | 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 | 2565 | 1996 |
| ARCH models: properties, estimation and testing AK Bera, ML Higgins Journal of economic surveys 7 (4), 305-366, 1993 | 1463 | 1993 |
| 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 | 849 | 1981 |
| A class of nonlinear ARCH models ML Higgins, AK Bera International Economic Review, 137-158, 1992 | 680 | 1992 |
| Model specification tests: A simultaneous approach AK Bera, CM Jarque Journal of econometrics 20 (1), 59-82, 1982 | 467 | 1982 |
| Maximum entropy autoregressive conditional heteroskedasticity model SY Park, AK Bera Journal of Econometrics 150 (2), 219-230, 2009 | 300 | 2009 |
| Testing the normality assumption in limited dependent variable models AK Bera, CM Jarque, LF Lee International economic review, 563-578, 1984 | 295 | 1984 |
| An efficient large-sample test for normality of observations and regression residuals AK Bera, CM Jarque (No Title), 1981 | 289 | 1981 |
| ARCH and bilinearity as competing models for nonlinear dependence AK Bera, ML Higgins Journal of Business & Economic Statistics 15 (1), 43-50, 1997 | 288 | 1997 |
| Specification testing with locally misspecified alternatives AK Bera, MJ Yoon Econometric theory 9 (4), 649-658, 1993 | 277 | 1993 |
| Optimal portfolio diversification using the maximum entropy principle AK Bera, SY Park Econometric Reviews 27 (4-6), 484-512, 2008 | 255 | 2008 |
| 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 | 182 | 1997 |
| 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 | 177 | 2002 |
| 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 | 166 | 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 | 139 | 2001 |
| Modeling asymmetry and excess kurtosis in stock return data G Premaratne, AK Bera Illinois Research & Reference working paper no. 00-123, 2000 | 134 | 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 | 131 | 1981 |
Luc AnselinStein-Freiler Distinguished Service Professor of Sociology and the College, University of ChicagoVerified email at uchicago.edu
