Anil Bera
Anil Bera
Professor of Economics, UIUC
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Cited by
Cited by
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
Spatial dependence in linear regression models with an introduction to spatial econometrics
L Anselin, AK Bera
Statistics textbooks and monographs 155, 237-290, 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
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
A class of nonlinear ARCH models
ML Higgins, AK Bera
International Economic Review, 137-158, 1992
Model specification tests: A simultaneous approach
AK Bera, CM Jarque
Journal of econometrics 20 (1), 59-82, 1982
ARCH and bilinearity as competing models for nonlinear dependence
AK Bera, ML Higgins
Journal of Business & Economic Statistics 15 (1), 43-50, 1997
Testing the normality assumption in limited dependent variable models
AK Bera, CM Jarque, LF Lee
International economic review, 563-578, 1984
Maximum entropy autoregressive conditional heteroskedasticity model
SY Park, AK Bera
Journal of Econometrics 150 (2), 219-230, 2009
An efficient large-sample test for normality of observations and regression residuals
AK Bera, CM Jarque
(No Title), 1981
Specification testing with locally misspecified alternatives
AK Bera, MJ Yoon
Econometric theory 9 (4), 649-658, 1993
Optimal portfolio diversification using the maximum entropy principle
AK Bera, SY Park
Econometric Reviews 27 (4-6), 484-512, 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
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
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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