Details about Anil Kumar Bera

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Short-id: pbe119

Working Papers

2000

1. Tests for the Error Component Model in the Presence of Local Misspecification
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations

1997

2. Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches
   Finance, EconWPA View citations

1992

3. Robust tests for Heteroskedasticity and Autocorrelation Using Score Function
   Working Papers, Tilburg - Center for Economic Research View citations

1991

4. Information Matrix Test, Parameter Heterogeneity and Arch: A Synthesis
   Working Papers, Tilburg - Center for Economic Research
   Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1990)
   See also Journal Article in Review of Economic Studies (1993)
5. Rao's Score Test in Econometrics
   Working Papers, Tilburg - Center for Economic Research
6. The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model
   Working Papers, Tilburg - Center for Economic Research

1990

7. A Class of Nonlinear Arch Models
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
   See also Journal Article in International Economic Review (1992)
8. A TEST FOR CONDITIONAL HETERSKEDASTICITY IN TIME SERIES MIDELS
   University of Western Ontario, The Centre for the Study of International Economic Relations Working Papers, University of Western Ontario, The Centre for the Study of International Economic Relations View citations
9. ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT
   Working Papers, Tilburg - Center for Economic Research
   Also in Working Papers, California Los Angeles - Applied Econometrics (1990)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1990)
10. ESTIMATION OF SYSTEMATIC RISK USING BAYESIAN ANALYSIS WITH HIERARCHICAL AND NON-NORMAL PRIORS
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
11. Interaction Between Autocorrelation and Conditional Heteroskedasticity: A Random Coefficient Approach
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
    See also Journal Article in Journal of Business & Economic Statistics (1992)
12. On the Formulation of A General Structure for Conditional Heteroskedasticity
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations

1989

13. JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS
    Working Papers, California Los Angeles - Applied Econometrics

Journal Articles

1997

1. ARCH and Bilinearity as Competing Models for Nonlinear Dependence
   Journal of Business & Economic Statistics, 1997, 15, (1), 43-50 View citations

1993

2. Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis
   Review of Economic Studies, 1993, 60, (1), 229-40 View citations
   See also Working Paper (1991)

1992

3. A Class of Nonlinear ARCH Models
   International Economic Review, 1992, 33, (1), 137-58 View citations
   See also Working Paper (1990)
4. Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach
   Journal of Business & Economic Statistics, 1992, 10, (2), 133-42 View citations
   See also Working Paper (1990)

1989

5. Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium
   Journal of Business & Economic Statistics, 1989, 7, (3), 343-52

1986

6. An Adjustment Procedure for Predicting Systematic Risk
   Journal of Applied Econometrics, 1986, 1, (4), 317-32 View citations

1985

7. Tests for Serial Dependence in Limited Dependent Variable Models
   International Economic Review, 1985, 26, (3), 629-38 View citations

1984

8. Testing the Normality Assumption in Limited Dependent Variable Models
   International Economic Review, 1984, 25, (3), 563-78 View citations

1983

9. Least Squares Approximations to Unknown Regression Functions: A Comment
   International Economic Review, 1983, 24, (1), 255-60 View citations
10. Linearized Estimation of Nonlinear Single Equation Functions
    International Economic Review, 1983, 24, (1), 237-48
11. Some Exact Tests for Model Specification
    The Review of Economics and Statistics, 1983, 65, (2), 351-54 View citations