 | Professor of Economics, UIUC Verified email at uiuc.edu Cited by 7577 |
CM Jarque,
AK Bera - Economics Letters, 1980 - Elsevier
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 ...
L Anselin,
AK Bera, R Florax… - Regional science and urban …, 1996 - Elsevier
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 ...
AK Bera, CM Jarque - Journal of econometrics, 1982 - Elsevier
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 ...
[CITATION] An efficient large-sample test for normality of observations and regression residuals
AK Bera, CM Jarque… - 1981 - Australian National University, …
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' ...
AK Bera, CM Jarque - Economics Letters, 1981 - Elsevier
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 ...
AK Bera… - Journal of Empirical Finance, 2002 - Elsevier
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.
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 ...
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 ...
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 ...
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 ...
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 ...
AK Bera, W Sosa-Escudero… - Journal of Econometrics, 2001 - Elsevier
AK Bera… - Journal of Statistical Planning and Inference, 2001 - Elsevier
AK Bera… - Journal of Econometrics, 2002 - Elsevier
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 ...
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 ...
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 ...
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 ...
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 ...
SY Park… - Journal of Econometrics, 2009 - Elsevier
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 ...
AK Bera… - Journal of development economics, 1990 - Elsevier
[CITATION] Handbook of applied economic statistics
L Anselin, A Bera, A Ullah… - Handbook of applied …, 1998 - Marcel Dekker Nova York
CM Jarque,
AK Bera - Economics Letters, 1982 - Elsevier
AK Bera, S Lee, ML Higgins… - 1990 - en.scientificcommons.org
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 ...
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 ...
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 ...
AK Bera… - Econometric Reviews, 2008 - Taylor & Francis
[CITATION] Testing constancy of correlation with an application to international equity returns
AK Bera, S Kim… - 1996 - University of Illinois at Urbana- …
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 ...
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 ...
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 ...
[CITATION] Additivity and separability of the Lagrange multiplier, likelihood ratio and Wald tests
AK Bera, CR McKenzie… - 1985 - College of Commerce and Business …
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 ...
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 ...
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 ...
AK Bera, T Suprayitno… - Journal of statistical planning and …, 2002 - Elsevier
[CITATION] Further results on testing linear and log-linear regression models
AK Bera… - SSRC Econometric Group Conference on Model …, 1982
AK Bera… - Journal of statistical planning and inference, 1996 - Elsevier
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 ...
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 ...
AK Bera - Journal of Econometrics, 1982 - Elsevier
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 ...
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 ...
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 ...
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). ...
[CITATION] Specification testing with misspecified alternatives
AK Bera, MJ Yoon… - 1991 - University of Illinois at Urbana- …
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.
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 ...
[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
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 ...
AK Bera, G Montes-Rojas… - Economics Letters, 2009 - Elsevier
[CITATION] Efficient tests of normality
CM Jacque… - Economic Letters, 1980
AK Bera… - Economics Letters, 1983 - Elsevier
[CITATION] 1998–“Spatial dependence in linear regression models with an introduction to spatial econometrics”
L Anselin… - Handbook of Applied Economic Statistics
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 ...
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. ...
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 ...
[CITATION] Interaction between autocorrelation and conditional heteroskedasticity: A random coefficient approach, Department of Economics, University of Illinois, …
AK Bera, ML Higgins… - 1990 - IL
[CITATION] Testing general forms of non-nested models
M McAleer… - unpublished paper, Department of Statistics, Australian …, 1981
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 ...
[CITATION] K., and Matthew L. Higgins [1992], A Test for Conditional Heteroskedasticity in Time Series Models,"
A Bera - Journal of Time Series Analysis
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 ...
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 ...
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. ...
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. ...
[CITATION] An Efficient Large-sample Test for Normality and Homoscedasticity of Regression Residuals
CM Jarque,
AK Bera… - 1981 - Australian National University, …
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 ...
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 ...
[CITATION] Modeling Asymmetry and Excess Kurtosis in Stock Return Data (revised).
G Premaratne,
AK Bera… - 2001 - University of Illinois at Urbana- …
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 ...
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 ...
[CITATION] Specification analysis in the linear model, ed. by Maxwell L. King..: London, Routledge, 1987
AK Bera - Journal of economic literature, 1989
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 ...
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 ...
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 ...
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 ...
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 ...
PJ Beck, I Solomon, L DeBrock, W Hendricks… - ideals.illinois.edu
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 ...
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 ...
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 ...
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 ...
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 ...
MJ Alderson, CF Lee, MJ Tang, LR Pondy… - ideals.illinois.edu
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.
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.
[CITATION] Tests for Serial Independence in Limited Dependent Variable Models
CM Jarque,
AK Bera… - 1981 - Australian National University, …
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, …
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 ...
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 ...
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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