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User profiles for author:"Anil Bera"

Anil Bera

Professor of Economics, UIUC
Verified email at uiuc.edu
Cited by 7577

Efficient tests for normality, homoscedasticity and serial independence of regression residuals

Full text - MIT Libraries
CM Jarque, AK Bera - Economics Letters, 1980 - Elsevier
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Spatial dependence in linear regression models with an introduction to spatial econometrics

L Anselin… - STATISTICS TEXTBOOKS AND …, 1998 - books.google.com
Page 259. Spatial Dependence in Linear Regression Models with an Introduction
to Spatial Econometrics Luc Anselin West Virginia University, Morgantown, West
Virginia Anil K. Bera University of Iffinois, Champa\ gn, Illino\ s ...
Cited by 968 - Related articles - Library Search - BL Direct

Simple diagnostic tests for spatial dependence

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L Anselin, AK Bera, R Florax… - Regional science and urban …, 1996 - Elsevier
Cited by 753 - Related articles - Library Search - All 10 versions

ARCH models: properties, estimation and testing

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AK Bera… - Journal of economic surveys, 1993 - Wiley Online Library
Page 1. ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING Anil K. Bera
University of Illinois at Urbana-Champaign and Matthew L. Higgins University of
Wisconsin-Milwaukee Abstract. The aim of this survey paper ...
Cited by 724 - Related articles - BL Direct - All 11 versions

Model specification tests* 1:: A simultaneous approach

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AK Bera, CM Jarque - Journal of econometrics, 1982 - Elsevier
Cited by 253 - Related articles - All 7 versions

A class of nonlinear ARCH models

ML Higgins… - International Economic Review, 1992 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 33, No. 1, February 1992 A
CLASS OF NONLINEAR ARCH MODELS* BY ML HIGGINS AND AK BERA' A class
of nonlinear ARCH models is suggested. The proposed class ...
Cited by 231 - Related articles - Get it from MIT Libraries - Library Search - All 9 versions

[CITATION] An efficient large-sample test for normality of observations and regression residuals

AK Bera, CM Jarque… - 1981 - Australian National University, …
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Testing the normality assumption in limited dependent variable models

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AK Bera, CM Jarque… - International Economic Review, 1984 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 25, No. 3, October, 1984 TESTING
THE NORMALITY ASSUMPTION IN LIMITED DEPENDENT VARIABLE MODELS* BY
ANIL K. BERA, CARLOS M. JARQUE AND LUNG-FEI LEE' ...
Cited by 181 - Related articles - All 6 versions

Efficient tests for normality, homoscedasticity and serial independence of regression residuals:: Monte Carlo Evidence

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AK Bera, CM Jarque - Economics Letters, 1981 - Elsevier
Cited by 166 - Related articles - All 9 versions

Specification testing with locally misspecified alternatives

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AK Bera… - Econometric theory, 1993 - Cambridge Univ Press
Page 1. Econometric Theory, 9, 1993, 649-658. Printed in the United States of America.
SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED ALTERNATIVES ANIL K. BERA
University of Illinois MANN J. YOON California State University ...
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Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

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AK Bera… - Journal of Empirical Finance, 2002 - Elsevier
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Further evidence on asymptotic tests for homogeneity and symmetry in large demand systems

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AK Bera, RP Byron… - Economics Letters, 1981 - Elsevier
The asymptotically equivalent Lagrange multiplier, likelihood ratio and Wald tests are compared
when testing for homogeneity and symmetry. The need for size cor.
Cited by 84 - Related articles - All 6 versions

Estimation of time-varying hedge ratios for corn and soybeans: BGARCH and random coefficient approaches

[PDF] from illinois.edu
AK Bera, P Garcia… - Sankhyā: The Indian Journal of Statistics, …, 1997 - JSTOR
Page 1. Sankhya : The Indian Journal of Statistics 1997, Volume 59, Series B, Pt. 3, pp.
346-368 ESTIMATION OF TIME-VARYING HEDGE RATIOS FOR CORN AND SOYBEANS:
BGARCH AND RANDOM COEFFICIENT APPROACHES ...
Cited by 79 - Related articles - Get it from MIT Libraries - Library Search - All 20 versions

Interaction between autocorrelation and conditional heteroscedasticity: A random-coefficient approach

[PDF] from harrisd.net
AK Bera, ML Higgins… - Journal of Business & Economic Statistics, 1992 - JSTOR
Page 1. Journal of Business & Economic Statistics, April 1992, Vol. 10, No. 2 Interaction
Between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient
Approach Anil K. Bera Department of Economics, University ...
Cited by 73 - Related articles - Get it from MIT Libraries - Library Search - All 11 versions

[BOOK] Modeling asymmetry and excess kurtosis in stock return data

G Premaratne, AK Bera… - 2000 - papers.ssrn.com
Page 1. Modeling Asymmetry and Excess Kurtosis in Stock Return Data Gamini
Premaratne and Anil K. Bera Department of Economics,University of Illinois, 1206
S. 6th Street,Champaign, IL 61820,USA. SUMMARY This paper ...
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ARCH and bilinearity as competing models for nonlinear dependence

AK Bera… - Journal of Business & Economic Statistics, 1997 - JSTOR
Page 1. ARCH and Bilinearity as Competing Models for Nonlinear Dependence Anil K. BERA
Department of Economics, University of Illinois, Champaign, IL 61820 Matthew L. HIGGINS
Department of Economics, Western Michigan University, Kalamazoo, MI 49008 ...
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Alternative forms and properties of the score test

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AK Bera, CR McKENZIE - Journal of Applied Statistics, 1986 - Taylor & Francis
Page 1. Journal of Applied Statistics, Vol. 13, No. 1, 1986 Alternative forms and properties
of the score test ANIL K. BERA, University of Illinois, Champaign COLIN R. McKENZIE,
Australian National University and Economic Planning Agency, Tokyo ...
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Tests for the error component model in the presence of local misspecification

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AK Bera, W Sosa-Escudero… - Journal of Econometrics, 2001 - Elsevier
Cited by 50 - Related articles - Library Search - All 22 versions

Rao's score, Neyman's C ([alpha]) and Silvey's LM tests: an essay on historical developments and some new results

AK Bera… - Journal of Statistical Planning and Inference, 2001 - Elsevier
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The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis

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AK Bera… - Journal of Econometrics, 2002 - Elsevier
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Estimating production uncertainty in stochastic frontier production function models

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AK Bera… - Journal of Productivity Analysis, 1999 - Springer
Page 1. Journal of Productivity Analysis, 12, 187–210 (1999) c 1999 Kluwer Academic Publishers,
Boston. Manufactured in The Netherlands. Estimating Production Uncertainty in Stochastic Frontier
Production Function Models ANIL K. BERA anil@fisher.econ.uiuc.edu ...
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Conditional heteroscedasticity in the market model and efficient estimates of betas

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A Bera, E Bubnys… - Financial Review, 1988 - Wiley Online Library
ABSTRACT Previous studies have investigated only unconditional heteroscedasticity in the
market model. This paper tests for both conditional and unconditional heteroscedasticities
as well as normality. Using the monthly stock rate of return data secured from the Center ...
Cited by 32 - Related articles - All 6 versions

A test for symmetry with leptokurtic financial data

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G Premaratne… - Journal of Financial econometrics, 2005 - Oxford Univ Press
Abstract Most of the tests for symmetry are developed under the (implicit or explicit) null
hypothesis of normal distribution. As is well known, many financial data exhibit fat tails, and
therefore commonly used tests for symmetry (such as the standard Formula test based on ...
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Information matrix test, parameter heterogeneity and ARCH: a synthesis

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AK Bera… - The Review of Economic Studies, 1993 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1993) 60, 229-240 © 1993 The Review of
Economic Studies Limited 0034-6527/93/00110229$02.00 Information Matrix Test,
Parameter Heterogeneity and ARCH: A Synthesis ANIL K. BERA ...
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Least squares approximations to unknown regression functions: A comment

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RP Byron… - International Economic Review, 1983 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 24, No. 1, February, 1983 LEAST
SQUARES APPROXIMATIONS TO UNKNOWN REGRESSION FUNCTIONS: A
COMMENT* BY RP BYRON AND AK BERA Halbert White ...
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Maximum entropy autoregressive conditional heteroskedasticity model

[PDF] from xmu.edu.cn
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SY Park… - Journal of Econometrics, 2009 - Elsevier
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Interest‐Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages

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HY Park, AK Bera - Real Estate Economics, 1987 - Wiley Online Library
Page 1. ARE UE A Journal, Vol 15, No.2,1987 Interest-Rate Volatility, Basis Risk And
Heteroscedasticity in Hedging Mortgages Hun Y. Park* and Anil K. Bera* This paper
investigates the validity of the OLS regression to estimate ...
Cited by 21 - Related articles - All 9 versions

Adoption of high yielding rice varieties in Bangladesh:: An econometric analysis

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AK Bera… - Journal of development economics, 1990 - Elsevier
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[CITATION] Handbook of applied economic statistics

L Anselin, A Bera, A Ullah… - Handbook of applied …, 1998 - Marcel Dekker Nova York
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Efficient specification tests for limited dependent variable models

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Full text - MIT Libraries
CM Jarque, AK Bera - Economics Letters, 1982 - Elsevier
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[CITATION] On the formulation of a general structure for conditional heteroskedasticity

AK Bera, S Lee, ML Higgins… - 1990 - en.scientificcommons.org
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Hypothesis testing in the 20th century with a special reference to testing with misspecified models

AK Bera - STATISTICS TEXTBOOKS AND MONOGRAPHS, 2000 - books.google.com
Page 51. Hypothesis Testing in the 20th Century with a Special Reference to Testing
with Misspecified Models Anil K. Bera Department of Economics, University of Illinois,
Champaign, Illinois Abstract. This century and the history ...
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A joint test for ARCH and bilinearity in the regression model

ML Higgins… - Econometric reviews, 1998 - Taylor & Francis
Page 1. ECONOMETRIC REVIEWS, 7(2), 171-181 (1988-89) A JOINT TEST FOR ARCH AND
BILINEARITY IN THE REGRESSION MODEL M. L. Higgins AK Bera Department of Economics
Department of Economics University of Wisconsin-Milwaukee University of Illinois ...
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Tests for Serial Defendence in Limited Dependent Variable Models

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PM Robinson, AK Bera… - International economic review, 1985 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 26, No. 3, October, 1985 TESTS
FOR SERIAL DEFENDENCE IN LIMITED DEPENDENT VARIABLE MODELS* BY PM
ROBINSON, AK BERA, AND CM JARQUE' 1. INTRODUCTION ...
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Optimal portfolio diversification using the maximum entropy principle

[PDF] from xmu.edu.cn
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AK Bera… - Econometric Reviews, 2008 - Taylor & Francis
Cited by 15 - Related articles - BL Direct - All 15 versions

[CITATION] Testing constancy of correlation with an application to international equity returns

AK Bera, S Kim… - 1996 - University of Illinois at Urbana- …
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A test for the presence of conditional heteroskedasticity within ARCH-M framework

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AK Bera… - Econometric Reviews, 1995 - Taylor & Francis
Page 1. ECONOMETRIC REVIEWS, 14(4), 473-485 (1995) A TEST FOR THE PRESENCE OF
CONDITIONAL HETEROSKEDASTICITY WITHIN ARCH-M FRAMEWORK Anil K. Bera University
of Illinois, USA Sungsup Ra International Christian University, Japan ...
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Alternative approaches to testing non-nested models with autocorrelated disturbances

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M McAleer, MH Pesaran… - Communications in Statistics- …, 1990 - Taylor & Francis
Page 1. COMMUN. STATIST.-THEORY METH., 19(10), 3619-3644 (1990) ALTERNATlVE
APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED
DISTURBANCES Michael McAleer, M. Hashem Pesaran and Anil K. Baa ...
Cited by 12 - Related articles - Library Search - All 13 versions

Evaluating interval forecasts

PF Christoffersen, A Bera, J Berkowitz… - International Economic …, 1997 - Citeseer
Abstract This paper is intended to address the deficiency by clearly defining what is meant
by a" good" interval forecast, and describing how to test if a given interval forecast deserves
the label" good". One of the motivations of Engle's (1982) classic paper was to form ...
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[CITATION] Additivity and separability of the Lagrange multiplier, likelihood ratio and Wald tests

AK Bera, CR McKenzie… - 1985 - College of Commerce and Business …
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An adjustment procedure for predicting systematic risk

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AK Bera… - Journal of Applied Econometrics, 1986 - Wiley Online Library
Page 1. JOURNAL OF APPLIED ECONOMETRICS, VOL. 1, 317-332 (1986) AN
ADJUSTMENT PROCEDURE FOR PREDICTING SYSTEMATIC RISK ANIL K. BERA
Department of' Economics, University of lllinois at Urbana ...
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[PDF] Estimating functions and equations: An essay on historical developments with applications to econometrics

[PDF] from ucy.ac.cy
AK Bera, Y Bilias… - Palgrave Handbook of …, 2006 - papers.econ.ucy.ac.cy
Page 1. Estimating Functions and Equations: An Essay on Historical Developments with
Applications to Econometrics1 Anil K Bera E-mail: abera@uiuc.edu Department of Economics,
University of Illinois, 1206 S. 6th Street, Champaign, IL 61820, USA Yannis Bilias ...
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Tests for serial dependence and other specification analysis in models of markets in disequilibrium

AK Bera… - Journal of Business & Economic Statistics, 1989 - JSTOR
Page 1. Journal of Business & Economic Statistics, July 1989, Vol. 7, No. 3 Tests for Serial
Dependence and Other Specification Analysis in Models of Markets in Disequilibrium Anil K.
Bera Department of Economics, University of Illinois, Champaign, IL 61820 ...
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On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators

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AK Bera, T Suprayitno… - Journal of statistical planning and …, 2002 - Elsevier
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[CITATION] Further results on testing linear and log-linear regression models

AK Bera… - SSRC Econometric Group Conference on Model …, 1982
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Specification test for a linear regression model with ARCH process

AK Bera… - Journal of statistical planning and inference, 1996 - Elsevier
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[BOOK] Robust tests for heteroskedasticity and autocorrelation using score function

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AK Bera, PT Ng… - 1992 - Citeseer
Page 1. ROBUST TESTS FOR HETEROSKEDASTICITY AND AUTOCORRELATION
USING SCORE FUNCTION Anil K. Bera Department of Economics University of
Illinois Champaign, IL 61820 USA Pin T. Ng Department of ...
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Adjusting the tests for skewness and kurtosis for distributional misspecifications

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A Bera… - 2002 - papers.ssrn.com
Abstract: The standard root-b1 test is widely used for testing skewness. However, several
studies have demonstrated that this test is not reliable for discriminating between symmetric
and asymmetric distributions in the presence of excess kurtosis. The main reason for the ...
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A note on testing demand homogeneity

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AK Bera - Journal of Econometrics, 1982 - Elsevier
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Testing spatial autoregressive model and a formulation of spatial ARCH (SARCH) model with applications

AK Bera, P Simlai - Econometric Society World …, 2005 - tippieweb.iowa.uiowa.edu
Page 1. Testing Spatial Autoregressive Model and a Formulation of Spatial ARCH (SARCH)
Model with Applications Anil K. Bera ∗ , Pradosh Simlai Department of Economics, University
of Illinois, 1206 S. 6th Street, Champaign, IL 61820, USA Abstract ...
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[PDF] Tests for unbalanced error component models under local misspecification

[PDF] from udesa.edu.ar
AK Bera… - 2002 - udesa.edu.ar
Page 1. Tests for Unbalanced Error Component Models Under Local Misspeci¯cation Anil K.
Bera Department of Economics University of Illinois Walter Sosa Escudero¤ Department of
Economics Universidad de San Andr¶es This version: October 21, 2002 Abstract ...
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Linearized estimation of nonlinear single equation functions

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RP Byron… - International Economic Review, 1983 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 24, No. 1, February, 1983
LINEARIZED ESTIMATION OF NONLINEAR SINGLE EQUATION FUNCTIONS* BY
RP BYRON AND AK BERA' 1. INTRODUCTION The estimation ...
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[BOOK] General hypothesis testing

AK Bera… - 1999 - Wiley Online Library
Page 1. 38 AK BERA AND G. PREMARATNE CHAPTER TWO General Hypothesis Testing Anil
K. Bera and Gamini Premaratne* 1 INTRODUCTION The history of statistical hypothesis testing
is, indeed, very long. Neyman and Pearson (1933) traced its origin to Bayes (1763). ...
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[CITATION] Specification testing with misspecified alternatives

AK Bera, MJ Yoon… - 1991 - University of Illinois at Urbana- …
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A new test for normality

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AK Bera - Economics Letters, 1982 - Elsevier
Burr (1942) type XII distribution ƒ(u)=kc uc−1(1+uc)-(k+1) u⩾0, k > 0, c > 0 is
considered. Particular values of k and c give β1 ⋍ 0 and β2 ⋍ 3. Usin.
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Random coefficient formulation of conditional heteroskedasticity and augmented ARCH models

[PDF] from isical.ac.in
A Bera, ML Higgins… - Sankhyā: The Indian Journal of Statistics, …, 1996 - JSTOR
In recent years, ARCH models have emerged as an indispensable tool for modelling the
conditional second moment of economic variables, and therefore, proper formulation of the
conditional variance function is of the utmost importance. In order to provide a unified ...
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[CITATION] A moment test of the constancy of the correlation coefficient in the bivariate GARCH model

AK Bera, JS Roh - … manuscript, Department of Economics, University of …, 1991
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Joint tests of non-nested models and general error specifications

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AK Bera, M McAleer, MH Pesaran… - Econometric reviews, 1992 - Taylor & Francis
Page 1. ECONOMETRIC REVIEWS, 11(1), 97-117 (1992) JOINT TESTS OF
NON-NESTED MODELS AND GENERAL ERROR SPECIFICATIONS Anil K. Bera
University of Illinois Michael McAleer University of Western Australia ...
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Testing under local misspecification and artificial regressions

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AK Bera, G Montes-Rojas… - Economics Letters, 2009 - Elsevier
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[CITATION] Efficient tests of normality

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CM Jacque… - Economic Letters, 1980
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A note on the effects of linear approximation on hypothesis testing

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AK Bera… - Economics Letters, 1983 - Elsevier
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[CITATION] 1998–“Spatial dependence in linear regression models with an introduction to spatial econometrics”

L Anselin… - Handbook of Applied Economic Statistics
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Checks of model adequacy for univariate time series models and their applications to econometric relationships: Comment

AK Bera, P Newbold - Econometric Reviews, 1998 - Taylor & Francis
Page 1. ECONOMETRIC REVIEWS, 7(1), 43-48 (1988) CHECKS OF MODEL ADEQUACY
FOR UNIVARIATE TIME SERIES MODELS AND THEIR APPLICATIONS TO ECONOMETRIC
RELATIONSHIPS: COMMENT Anil K. Bera and Paul Newbold ...
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Some exact tests for model specification

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AK Bera… - The Review of Economics and Statistics, 1983 - JSTOR
Page 1. NOTES 351 SOME EXACT TESTS FOR MODEL SPECIFICATION Anil K. Bera
and Michael McAleer* I. Introduction A number of tests have recently been proposed for
testing functional form and various types of specifica- tion error. ...
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[PDF] Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression

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AK Bera, AF Galvao Jr, GV Montes-Rojas… - 2010 - americanuniversity.org
Page 1. Which Quantile is the Most Informative? Maximum Likelihood, Maximum
Entropy and Quantile Regression ∗ Anil K. Bera † Antonio F. Galvao Jr. ‡ Gabriel
V. Montes-Rojas § Sung Y. Park ¶ Abstract This paper studies ...
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[CITATION] Interaction between autocorrelation and conditional heteroskedasticity: A random coefficient approach, Department of Economics, University of Illinois, …

AK Bera, ML Higgins… - 1990 - IL
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[CITATION] Testing general forms of non-nested models

M McAleer… - unpublished paper, Department of Statistics, Australian …, 1981
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A test for asymmetry with leptokurtic financial data

G Premaratne… - 2001 - papers.ssrn.com
Abstract: Most of the tests for asymmetry are developed under the null hypothesis of normal
distribution. As is well known, many financial data exhibits fat tail, and commonly used tests
(such as the standard square root test based on sample skewness) are not valid for ...
Cited by 2 - Related articles - All 4 versions

[CITATION] K., and Matthew L. Higgins [1992], A Test for Conditional Heteroskedasticity in Time Series Models,"

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A Bera - Journal of Time Series Analysis
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Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data

A Ghosh… - Econometric Society 2004 North American …, 2004 - ideas.repec.org
Downloadable! Recently financial econometricians have shifted their attention from point and
interval forecasts to density forecasts mainly to address the issue of the huge loss of information
that results from depicting portfolio risk by a measure of dispersion alone. One of the major ...
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THE ET INTERVIEW: PROFESSOR CR RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign

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AK Bera - Econometric Theory, 2003 - Cambridge Univ Press
Cambridge Journals Online (CJO) is the e-publishing service for over 270 journals published
by Cambridge University Press and is entirely developed and hosted in-house. The platform's
powerful capacity and reliable performance are maintained by a combination of our own expertise ...
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General Specification Testing with Locally Misspecified Models

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AK Bera, G Montes-Rojas… - Econometric …, 2010 - Cambridge Univ Press
... However, we retain the responsibility for any remaining shortcomings. Address correspondence
to Anil Bera, Department of Economics, University of Illinois, Urbana-Champaign, 1407 W.
Gregory Drive, Urbana, IL 61801 USA, e-mail: abera@ad.uiuc.edu. ...
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[PDF] Specification Testing for Panel Spatial Models

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M Sen, AK Bera - 2011 - faculty.chicagobooth.edu
Page 1. 1 Specification Testing for Panel Spatial Models * Monalisa Sen and Anil K. Bera
1 University of Illinois at Urbana Champaign This version: July 2011 Abstract Specification
of a model is one of the most fundamental problems in econometrics. ...
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[CITATION] An Efficient Large-sample Test for Normality and Homoscedasticity of Regression Residuals

CM Jarque, AK Bera… - 1981 - Australian National University, …
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Information matrix tests for the composed error frontier model

A Bera… - 1999 - papers.ssrn.com
Abstract: Estimation of composed error frontier models is generally conducted under certain
strict assumptions. In practice however, these assumptions are not tested thoroughly. This is
probably because simple workable tests are not yet available for these models. This paper ...
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[PDF] FRACTILE GRAPHICAL ANALYSIS AND NON PARAMETRIC REGRESSION IN A NEW PERSPECTIVE

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AK BERA… - 2006 - eea-esem.com
Page 1. FRACTILE GRAPHICAL ANALYSIS AND NON PARAMETRIC REGRESSION
IN A NEW PERSPECTIVE ANIL K. BERA AND AUROBINDO GHOSH Abstract. Fractile
Graphical Analysis was proposed by Prashanta Chandra ...
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[CITATION] Modeling Asymmetry and Excess Kurtosis in Stock Return Data (revised).

G Premaratne, AK Bera… - 2001 - University of Illinois at Urbana- …
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[PDF] Which Quantile is the Most Informative? Maximum Entropy Quantile Regression

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AK Bera, AF Galvao Jr, GV Montes-Rojas… - ecore.be
Page 1. Which Quantile is the Most Informative? Maximum Entropy Quantile Regression
∗ Anil K. Bera † Antonio F. Galvao Jr. ‡ Gabriel V. Montes-Rojas § Sung Y. Park ¶
Abstract This paper studies the connections among quantile ...
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[CITATION] Additivity and separability of the Lagrange multiplier, likelihood ratio and Wald tests/1187

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AK Bera, CR McKenzie - 1985 - ideals.illinois.edu
Page 1. Page 2. Page 3. 330 35 BEBR FACULTY WORKING PAPER NO. 1187 THE LIBRARY
OE THE NOV 1 9 1985 SITYOF ILLINOIS MA-CHAMPA: Additivlty and Separability of the Lagrange
Multiplier, Likelihood Ratio and Wald Tests A K. Bera CR McKenzie ...
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[CITATION] Specification analysis in the linear model, ed. by Maxwell L. King..: London, Routledge, 1987

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AK Bera - Journal of economic literature, 1989

[CITATION] Tests for serial dependence and other specification analysis in models of markets in disequilibrium/1176

[PDF] from illinois.edu
AK Bera… - 1985 - ideals.illinois.edu
Page 1. Page 2. Page 3. BEBR FACULTY WORKING PAPER NO. 1176 Tests for
Serial Dependence and Other Specification Analysis in Models of Markets in
Disequilibrium Anil K. Bera Peter M. Robinson College of Commerce ...
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[CITATION] A large sample normality test/93-171

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AK Bera… - 1993 - ideals.illinois.edu
Page 1. Page 2. Page 3. Faculty Working Paper 93-0171 330 STX B385 1993:171 COPY 2 A
Large Sample Normality Test ^' of the JAN /> -, ^srsitv fj nil , Anil K. Bera Pin T. Ng Department
of Economics Department of Economics University of Illinois University of Houston, TX ...
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[CITATION] Estimation of time-varying hedge ratios for corn and soybeans: BGARCH and random coefficient approaches/BEBR 92-0140

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AK Bera, JS Roh… - ideals.illinois.edu
Page 1. Page 2. Page 3. Faculty Working Paper 92-0140 s"rx The Library of the Aub J • i»^
University of liUnols of Ur&ana-ChampalQf! Estimation of Time-Varying Hedge Ratios for Corn
and Soybeans: BGARCH and Random Coefficient Approaches Anil K. Bera Phil Garcia ...
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[CITATION] Conditional and unconditional heteroscedasticity in the market model/1218

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AK Bera, E Bubnys… - 1986 - ideals.illinois.edu
... in the Market Model Anil Bera Edward Bubnys Hun Park HE i986 ... January 1986 Conditional
and Unconditional He t e r os ceda s t i c i t y in the Market Model Anil Bera, Assistant Professor
Department of Economics Edward Bubnys Memphis State University ...
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[PDF] Information Theoretic Approaches to Density Estimation with an Application to the US Personal Income Data

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SY Park… - 2010 - be.wvu.edu
Page 1. Information Theoretic Approaches to Density Estimation with an Application
to the US Personal Income Data∗ Sung Y. Park † Anil K. Bera ‡ Abstract The size
distribution of income is the basis of income inequality measures ...
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Experience, expertise and expert-performance research in public accounting/1575

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PJ Beck, I Solomon, L DeBrock, W Hendricks… - ideals.illinois.edu
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Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression

A Galvao, A Bera, G Montes-Rojas… - 2010 - papers.ssrn.com
Abstract: This paper studies the connections among quantile regression, the asymmetric
Laplace distribution, maximum likelihood and maximum entropy. We show that the
maximum likelihood problem is equivalent to the solution of a maximum entropy problem ...
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[CITATION] A test for conditional heteroskedasticity in time series models/1638

[PDF] from illinois.edu
AK Bera… - ideals.illinois.edu
Page 1. Page 2. UiMlvtKbi. , OF ILLINOIS LIBRARY AT URBANA-CHA: BOOKSTACKS
Page 3. \J> >*-t £-> CENTRAL CIRCULATION BOOKSTACKS The person charging
this material is re- sponsible for its renewal or its return ...

[PDF] FRACTILES ON QUANTILE REGRESSION WITH APPLICATIONS

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AK BERA, A GHOSH… - 2011 - mysmu.edu
Page 1. FRACTILES ON QUANTILE REGRESSION WITH APPLICATIONS ANIL
K. BERA, AUROBINDO GHOSH, AND ZHIJIE XIAO Abstract. This year celebrates
the 50th aniversary of Fractile Graphical Analy& sis proposed ...
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[CITATION] An adjustment procedure for predicting systematic risk/1184

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AK Bera - 1985 - ideals.illinois.edu
Page 1. Page 2. Page 3. - BEBR FACULTY WORKING PAPER NO. 1184 UBRARY OF
THE, NOV 1 9 1985 UNivtKSlTY OF ILLINOIS \NA-CHAMPAIGN An Adjustment Procedure
for Predicting Systematic Risk Anil K. Bera Srinivasan Kannan ...
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[PDF] Which Quantile is the Most Informative? Quantile-Mode Regression

[PDF] from smu.edu.sg
AK Bera, GV Montes-Rojas… - 2008 - economics.smu.edu.sg
Page 1. Which Quantile is the Most Informative? Quantile-Mode Regression Anil K. Bera
University of Illinois at Urbana-Champaign Gabriel V. Montes-Rojas ∗ City University
London Sung Yoon Park Xiamen University May 28, 2008 Abstract ...
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An integrated model of corporate pension policy and capital structure decision: a liability-based approach/1236

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MJ Alderson, CF Lee, MJ Tang, LR Pondy… - ideals.illinois.edu
Cached - All 2 versions

Testing Under Local Misspecification and Artificial Regressions

WS Escudero, AK Bera… - Working Papers, 2009 - ideas.repec.org
An additivity property of LM tests is derived, linking joint, marginal and Bera-Yoon `adjusted' tests,
hence the latter can be derived as the difference of the first two. An artificial regression framework
provides an intuitive geometrical illustration of the Bera-Yoon principle.
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[CITATION] Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors

AK Bera, JAF Machado - UWO Department of Economics …, 1990 - econpapers.repec.org
By Anil Kumar Bera and José António Ferreira Machado; ESTIMATION OF SYSTEMATIC RISK
USING BAYESIAN ANALYSIS WITH HIERARCHICAL AND NON-NORMAL PRIORS.
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[CITATION] Tests for Serial Independence in Limited Dependent Variable Models

CM Jarque, AK Bera… - 1981 - Australian National University, …
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[CITATION] Neyman's Smooth Test and Its Use in Statistics and Econometrics

A GHOSH, AK Bera - 2000 - ink.library.smu.edu.sg
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[CITATION] Efficient Specification Tests for Limited Dependent Variable Models

AK Bera, CM Jarque… - 1981 - Australian National University, …
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[PDF] Maximum Entropy Income Densities (MEIDs) with an Application to the US Personal Income Data

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SY Park… - Citeseer
Page 1. Maximum Entropy Income Densities (MEIDs) with an Application to the US
Personal Income Data∗ Sung Y. Park † Anil K. Bera ‡ Abstract Since the size
distribution of income is the basis of income inequality measures ...
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[PDF] Tests for Unbalanced Error Component Models Under Local Misspecification

[PDF] from udesa.edu.ar
WS Escudero… - Working Papers, 2007 - udesa.edu.ar
Page 1. Tests for Unbalanced Error Component Models Under Local Misspecification Walter
Sosa Escudero∗ Department of Economics Universidad de San Andrés Anil K. Bera
Department of Economics University of Illinois December 20, 2007 ...
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[CITATION] Tests for normality with stable alternatives/1145

[PDF] from illinois.edu
A Bera… - 1985 - ideals.illinois.edu
ABSTRACT: This paper is concerned with testing normality of observations and regression
disturbances when the alternative belongs to the stable f ami 1 y KEYWORDS: Lagrange
multiplier test, simulated critical value, simulation study, stable family, testfor normality.
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