Details about Anil Kumar Bera

Access statistics for papers by Anil Kumar Bera.

Update your information in the RePEc Author Service.

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 (18)

1997

2. Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches
   Finance, University Library of Munich, Germany View citations (38)

1992

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

1991

4. Information Matrix Test, Parameter Heterogeneity and Arch: A Synthesis
   Working Papers, Tilburg - Center for Economic Research View citations (4)
5. Rao's Score Test in Econometrics
   Working Papers, Tilburg - Center for Economic Research View citations (3)
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 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 (7)
8. ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT
   Working Papers, California Los Angeles - Applied Econometrics View citations (2)
   Also in Working Papers, Tilburg - Center for Economic Research (1990) View citations (1)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1990) View citations (2)
9. Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors
   University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics View citations (7)

1989

10. JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS
    Working Papers, California Los Angeles - Applied Econometrics View citations (3)

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 (27)

1992

2. A Class of Nonlinear ARCH Models
   International Economic Review, 1992, 33, (1), 137-58 View citations (171)
3. Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach
   Journal of Business & Economic Statistics, 1992, 10, (2), 133-42 View citations (25)

1989

4. Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium
   Journal of Business & Economic Statistics, 1989, 7, (3), 343-52 View citations (1)

1986

5. An Adjustment Procedure for Predicting Systematic Risk
   Journal of Applied Econometrics, 1986, 1, (4), 317-32 View citations (5)

1985

6. Tests for Serial Dependence in Limited Dependent Variable Models
   International Economic Review, 1985, 26, (3), 629-38 View citations (5)

1984

7. Testing the Normality Assumption in Limited Dependent Variable Models
   International Economic Review, 1984, 25, (3), 563-78 View citations (84)

1983

8. Least Squares Approximations to Unknown Regression Functions: A Comment
   International Economic Review, 1983, 24, (1), 255-60 View citations (10)
9. Linearized Estimation of Nonlinear Single Equation Functions
   International Economic Review, 1983, 24, (1), 237-48 View citations (7)
10. Some Exact Tests for Model Specification
    The Review of Economics and Statistics, 1983, 65, (2), 351-54 View citations (4)