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Details about Anil Kumar Bera

E-mail:
Phone:217-333-4596
Postal address:Department of Economics University of Illinois 1206 S. 6th Street Champaign, IL 61822 U.S.A
Workplace:Department of Economics, University of Illinois at Urbana-Champaign, (more information at EDIRC)

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Short-id: pbe119


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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 Downloads View citations (12)

1997

  1. Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches
    Finance, EconWPA Downloads View citations (27)

1992

  1. Robust tests for Heteroskedasticity and Autocorrelation Using Score Function
    Working Papers, Tilburg - Center for Economic Research View citations (1)

1991

  1. Information Matrix Test, Parameter Heterogeneity and Arch: A Synthesis
    Working Papers, Tilburg - Center for Economic Research View citations (1)
  2. Rao's Score Test in Econometrics
    Working Papers, Tilburg - Center for Economic Research View citations (2)
  3. The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model
    Working Papers, Tilburg - Center for Economic Research

1990

  1. 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 (5)
  2. 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 Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1990)
    Working Papers, California Los Angeles - Applied Econometrics (1990)
  3. 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

1989

  1. 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 (23)

1992

  1. A Class of Nonlinear ARCH Models
    International Economic Review, 1992, 33, (1), 137-58 Downloads View citations (95)
  2. Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach
    Journal of Business & Economic Statistics, 1992, 10, (2), 133-42 View citations (21)

1989

  1. 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

  1. An Adjustment Procedure for Predicting Systematic Risk
    Journal of Applied Econometrics, 1986, 1, (4), 317-32 Downloads View citations (2)

1985

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

1984

  1. Testing the Normality Assumption in Limited Dependent Variable Models
    International Economic Review, 1984, 25, (3), 563-78 Downloads View citations (54)

1983

  1. Least Squares Approximations to Unknown Regression Functions: A Comment
    International Economic Review, 1983, 24, (1), 255-60 Downloads View citations (8)
  2. Linearized Estimation of Nonlinear Single Equation Functions
    International Economic Review, 1983, 24, (1), 237-48 Downloads
  3. Some Exact Tests for Model Specification
    The Review of Economics and Statistics, 1983, 65, (2), 351-54 Downloads View citations (1)
 
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