Anil Kumar Bera
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Bera, Anil K & Kannan, Srinivasan, 1986.
"An Adjustment Procedure for Predicting Systematic Risk,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(4), pages 317-332, October.
Mentioned in:
Working papers
- Anil K. Bera & Walter Sosa Escudero & Mann Yoon, 2000.
"Tests for the Error Component Model in the Presence of Local Misspecification,"
Econometric Society World Congress 2000 Contributed Papers
1888, Econometric Society.
- Bera, Anil K. & Sosa-Escudero, Walter & Yoon, Mann, 2001. "Tests for the error component model in the presence of local misspecification," Journal of Econometrics, Elsevier, vol. 101(1), pages 1-23, March.
- Anil Bera & Walter Sosa Escudero & Mann Yoon, 2000. "Test for the Error Component Model in the Presence of Local Misspecification," Department of Economics, Working Papers 022, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
- Anil Bera & Walter Sosa Escudero & Mann Yoon, 2000. "Test for the Error Component Model in the Presence of Local Misspecification," IIE, Working Papers 022, IIE, Universidad Nacional de La Plata.
Cited by:
- Walter Sosa Escudero & Anil K. Bera, 2008. "Tests for Unbalanced Error Component Models Under Local Misspecication," CEDLAS, Working Papers 0065, CEDLAS, Universidad Nacional de La Plata.
- Okui, Ryo, 2009. "Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2897-2909.
- Giovanni Millo & Gaetano Carmeci, 2011. "Non-life insurance consumption in Italy: a sub-regional panel data analysis," Journal of Geographical Systems, Springer, vol. 13(3), pages 273-298, September.
- Zhenlin Yang, 2009.
"A Robust LM Test for Spatial Error Components,"
Working Papers
04-2009, Singapore Management University, School of Economics.
- Zhenlin Yang, 2009. "A Robust LM Test for Spatial Error Components," Development Economics Working Papers 22488, East Asian Bureau of Economic Research.
- Yang, Zhenlin, 2010. "A robust LM test for spatial error components," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 299-310, September.
- Li, Yushu & Andersson, Fredrik N. G., 2013.
"A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models,"
Working Papers
2013:39, Lund University, Department of Economics.
- Yushu Li & Fredrik N. G. Andersson, 2021. "A simple wavelet-based test for serial correlation in panel data models," Empirical Economics, Springer, vol. 60(5), pages 2351-2363, May.
- Li, Yushu & Andersson, Fredrik N. G., 2014. "A simple wavelet-based test for serial correlation in panel data models," Discussion Papers 2014/11, Norwegian School of Economics, Department of Business and Management Science.
- Badi H. Baltagi & Dong Li, 2001. "LM Tests for Functional Form and Spatial Error Correlation," International Regional Science Review, , vol. 24(2), pages 194-225, April.
- Chen, Jing & Yue, Rongxian & Wu, Jianhong, 2020. "Testing for individual and time effects in the two-way error component model with time-invariant regressors," Economic Modelling, Elsevier, vol. 92(C), pages 216-229.
- Klishchuk Bogdan & Zelenyuk Valentin, 2012. "Impact of Services LIberalization on Firm Level Productivity in Eastern Europe and Central Asia," EERC Working Paper Series 12/03e, EERC Research Network, Russia and CIS.
- Baltagi, Badi H. & Jung, Byoung Cheol & Song, Seuck Heun, 2010.
"Testing for heteroskedasticity and serial correlation in a random effects panel data model,"
Journal of Econometrics, Elsevier, vol. 154(2), pages 122-124, February.
- Badi H. Baltagi & Byoung Cheol Jung & Seuck Heun Song, 2008. "Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers 111, Center for Policy Research, Maxwell School, Syracuse University.
- Qadir, Saeed & Dosmagambet, Yergali, 2020. "CAREC energy corridor: Opportunities, challenges, and IMPACT of regional energy trade integration on carbon emissions and energy access," Energy Policy, Elsevier, vol. 147(C).
- Walter Sosa Escudero & Anil K. Bera & Gabriel Montes Rojas, 2009.
"Testing Under Local Misspecification and Artificial Regressions,"
Working Papers
97, Universidad de San Andres, Departamento de Economia, revised Oct 2009.
- Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2009. "Testing under local misspecification and artificial regressions," Economics Letters, Elsevier, vol. 104(2), pages 66-68, August.
- Wu, Jianhong, 2016. "Robust random effects tests for two-way error component models with panel data," Economic Modelling, Elsevier, vol. 59(C), pages 1-8.
- Wu, Jianhong & Li, Guodong, 2014. "Moment-based tests for individual and time effects in panel data models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 569-581.
- Li, Haiqi & Fan, Rui & Park, Sung Y., 2018. "Generalized empirical likelihood specification test robust to local misspecification," Economics Letters, Elsevier, vol. 171(C), pages 149-153.
- Yves Croissant & Giovanni Millo, 2008.
"Panel Data Econometrics in R : The plm Package,"
Post-Print
hal-01245304, HAL.
- Croissant, Yves & Millo, Giovanni, 2008. "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i02).
- Wu, Jianhong & Zhu, Lixing, 2011. "Testing for serial correlation and random effects in a two-way error component regression model," Economic Modelling, Elsevier, vol. 28(6), pages 2377-2386.
- Dhehibi, Boubaker & Gil, Jose Maria & Angulo, Ana Maria, 2003. "Nutrient Effects On Consumer Demand: A Panel Data Approach," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25881, International Association of Agricultural Economists.
- Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014. "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence," Empirical Economics, Springer, vol. 47(4), pages 1365-1387, December.
- Martí Ballester, Carmen Pilar, 2013. "Determinants of equity pension plan flows," Economics Discussion Papers 2013-15, Kiel Institute for the World Economy (IfW Kiel).
- Walter Sosa Escudero & Anil K. Bera, 2005.
"Tests for Unbalanced Error Components Models Under Local Misspecification,"
Working Papers
81, Universidad de San Andres, Departamento de Economia, revised Dec 2007.
- Walter Sosa-Escudero & Anil K. Bera, 2008. "Tests for unbalanced error-components models under local misspecification," Stata Journal, StataCorp LP, vol. 8(1), pages 68-78, February.
- Walter Sosa Escudero & Federico Zincenko, 2008. "Tests for Dynamic Effects in Linear Panel Data Models," Working Papers 95, Universidad de San Andres, Departamento de Economia, revised Feb 2008.
- Bera Anil K. & Doğan Osman & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
- Jørgen Bølstad & Christoph Elhardt, 2015. "To bail out or not to bail out? Crisis politics, credibility, and default risk in the Eurozone," European Union Politics, , vol. 16(3), pages 325-346, September.
- Kleiber, Christian & Zeileis, Achim, 2010.
"The Grunfeld Data at 50,"
MPRA Paper
20841, University Library of Munich, Germany.
- Christian Kleiber & Achim Zeileis, 2010. "The Grunfeld Data at 50," German Economic Review, Verein für Socialpolitik, vol. 11(4), pages 404-417, November.
- Kleiber Christian & Zeileis Achim, 2010. "The Grunfeld Data at 50," German Economic Review, De Gruyter, vol. 11(4), pages 404-417, December.
- Alejo, Javier & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2018. "Testing for serial correlation in hierarchical linear models," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 101-116.
- Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
- Walter Sosa-Escudero & Mariana Marchionni & Omar Arias, 2011.
"Sources of Income Persistence: Evidence from Rural El Salvador,"
Journal of Income Distribution, Ad libros publications inc., vol. 20(1), pages 3-28, March.
- Walter Sosa-Escudero & Mariana Marchionni & Omar Arias, 2006. "Sources of Income Persistence: Evidence from Rural El Salvador," CEDLAS, Working Papers 0037, CEDLAS, Universidad Nacional de La Plata.
- Anil K. Bera & Osman Doğan & Süleyman Taşpınar & Monalisa Sen, 2020. "Specification tests for spatial panel data models," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-39, December.
- Walter Sosa Escudero, 2007. "Testing for Persistence in the Error Component Model:A One-Sided Approach," Working Papers 94, Universidad de San Andres, Departamento de Economia, revised Feb 2007.
- Abramov, Alexander E. (Абрамов, Александр) & Aksenov, Ivan V. (Аксенов, Иван) & Radygin, Alexander D. (Радыгин, Александр) & Chernova, Maria I. (Чернова, Мария), 2018.
"Modern Approaches to Measuring the State Sector: Methodology and Empirics [Современные Подходы К Измерению Государственного Сектора: Методология И Эмпирика],"
Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 28-47, April.
- Abramov, Alexander E. (Абрамов, Александр Е.) & Aksenov, Ivan V. (Аксенов, Иван В.) & Radygin, Alexander D. (Радыгин, Александр Д.) & Chernova, Maria I. (Чернова, Мария И.), 2018. "Modern Approaches to Measuring the State Sector: Methodology and Empirics [Современные Подходы К Измерению Государственного Сектора: Методология И Эмпирика]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 36-69, February.
- Ming He & Kuan-Pin Lin, 2015. "Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables," Econometrics, MDPI, vol. 3(4), pages 1-36, November.
- Apata, T.G. & Olajorin, V., 2013. "Persistence of Small Farms and Associated Poverty Levels in Nigeria: Case for Commercialization of Small Farms," 2013 Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia 160425, African Association of Agricultural Economists (AAAE).
- Carmen Pilar Martí Ballester, 2014. "Determinants of equity pension plan flows," Estudios de Economia, University of Chile, Department of Economics, vol. 41(1 Year 20), pages 125-148, June.
- Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
- Juraj Hruška, 2016. "Aggressive and Defensive High-Frequency Trading and its Impact on Liquidity of German Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 64(6), pages 1911-1918.
- Rafael Myro & Patricio Perez & Alberto Colino, 2008. "Economic growth in a world of ideas: the US and the leading European countries," Applied Economics, Taylor & Francis Journals, vol. 40(22), pages 2901-2909.
- Anil K. Bera & Philip Garcia & Jae-Sun Roh, 1997.
"Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches,"
Finance
9712007, University Library of Munich, Germany.
Cited by:
- Katelijne A.E. Carbonez & Van Thi Tuong Nguyen & Piet Sercu, 2011. "Hedging with Two Futures Contracts: Simplicity Pays," European Financial Management, European Financial Management Association, vol. 17(5), pages 806-834, November.
- Sharma, Udayan & Karmakar, Madhusudan, 2023. "Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006.
"Multivariate GARCH models: a survey,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109, January.
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen, 2003. "Multivariate GARCH models: a survey," LIDAM Discussion Papers CORE 2003031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen VK, 2006. "Multivariate GARCH models: a survey," LIDAM Reprints CORE 1847, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ubukata, Masato & Watanabe, Toshiaki, 2015. "Evaluating the performance of futures hedging using multivariate realized volatility," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 148-171.
- Jian Yang & Titus Awokuse, 2003.
"Asset storability and hedging effectiveness in commodity futures markets,"
Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 487-491.
- Yang, Jian & Awokuse, Titus O., 2002. "Asset Storability And Hedging Effectiveness In Commodity Futures Markets," Staff Papers 15826, University of Delaware, Department of Food and Resource Economics.
- Yiu Kuen Tse & Albert K. C. Tsui, 2000.
"A Multivariate GARCH Model with Time-Varying Correlations,"
Econometric Society World Congress 2000 Contributed Papers
0250, Econometric Society.
- Y. K. Tse & Albert K. C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying correlations," Econometrics 0004010, University Library of Munich, Germany.
- Y.K. Tse & Albert K.C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics 0004007, University Library of Munich, Germany.
- Amir Alizadeh & Manolis Kavussanos & David Menachof, 2004. "Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1337-1353.
- Ubukata, Masato, 2018. "Dynamic hedging performance and downside risk: Evidence from Nikkei index futures," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 270-281.
- Aglasan, Serkan & Wu, Shenan & Goodwin, Barry K., 2021. "Cross-hedging with Agricultural Commodities: A Copula-GARCH Approach," 2021 Annual Meeting, August 1-3, Austin, Texas 313960, Agricultural and Applied Economics Association.
- Hsiang-Tai Lee & Jonathan Yoder, 2005.
"A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios,"
Econometrics
0506009, University Library of Munich, Germany.
- Hsiang-Tai Lee & Jonathan Yoder, 2007. "A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios," Applied Economics, Taylor & Francis Journals, vol. 39(10), pages 1253-1265.
- Choudhry, Taufiq, 2009. "Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 58-65, March.
- Anton Bekkerman, 2011. "Time‐varying hedge ratios in linked agricultural markets," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(2), pages 179-200, August.
- Kin-Yip Ho & Albert K Tsui, 2008. "Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar," Finance Working Papers 22571, East Asian Bureau of Economic Research.
- Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik, 2016. "Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 239-256.
- Moawia Alghalith & Ricardo Lalloob, 2012. "A General Empirical Model of Hedging," JRFM, MDPI, vol. 5(1), pages 1-19, December.
- Rozaimah Zainudin & Roselee Shah Shaharudin, 2011. "Multi Mean Garch Approach to Evaluating Hedging Performance in the Crude Palm Oil Futures Market," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 7(1), pages 111-130.
- Mark R. Manfredo & Raymond M. Leuthold, 2001. "Market risk and the cattle feeding margin: An application of Value-at-Risk," Agribusiness, John Wiley & Sons, Ltd., vol. 17(3), pages 333-353.
- Wagner Oliveira Monteiro & Rodrigo De Losso da Silveira Bueno, 2011. "Dynamic Hedging inMarkov Regimes Switching," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 136, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Mark R. Manfredo. & Raymond M. Leuthold, 1999. "Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk," Finance 9908002, University Library of Munich, Germany.
- Power, Gabriel J. & Vedenov, Dmitry V., 2008. "The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37609, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Zanotti, Giovanna & Gabbi, Giampaolo & Geranio, Manuela, 2010. "Hedging with futures: Efficacy of GARCH correlation models to European electricity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 135-148, April.
- Robert F. Engle, 2016. "Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 643-667.
- Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022. "The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets," Research in International Business and Finance, Elsevier, vol. 59(C).
- Maria CARACOTA DIMITRIU & Ioana – Diana PAUN, 2012. "Short Term Hedging Using Futures Contracts," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 15(2), pages 436-445, December.
- Bera, Anil K. & Kim, Sangwhan, 2002. "Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 171-195, March.
- Tejeda, Hernan A. & Goodwin, Barry K. & Pelletier, Denis, 2009. "A State Dependent Regime Switching Model of Dynamic Correlations," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49370, Agricultural and Applied Economics Association.
- Chang, Chiao-Yi & Lai, Jing-Yi & Chuang, I-Yuan, 2010. "Futures hedging effectiveness under the segmentation of bear/bull energy markets," Energy Economics, Elsevier, vol. 32(2), pages 442-449, March.
- Hou, Yang & Holmes, Mark, 2017. "On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging," MPRA Paper 82000, University Library of Munich, Germany.
- Kim, Myeong Jun & Park, Sung Y., 2016. "Optimal conditional hedge ratio: A simple shrinkage estimation approach," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 139-156.
- Kin-Yip Ho & Ka Cheng Tsui, 2004. "Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach," Money Macro and Finance (MMF) Research Group Conference 2004 12, Money Macro and Finance Research Group.
- Jose A. Lopez & Christian Walter, 2000. "Evaluating covariance matrix forecasts in a value-at-risk framework," Working Paper Series 2000-21, Federal Reserve Bank of San Francisco.
- Habibeh Sherafatmand & Saeed Yazdani, 2014. "The management of price risk in Iranian dates: An application of futures instruments," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-12, December.
- Degiannakis, Stavros & Xekalaki, Evdokia, 2004. "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper 80487, University Library of Munich, Germany.
- Alexandridis, George & Sahoo, Satya & Song, Dong-Wook & Visvikis, Ilias, 2018. "Shipping risk management practice revisited: A new portfolio approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 110(C), pages 274-290.
- Bera, A.K. & Ng, P.T., 1992.
"Robust tests for Heteroskedasticity and Autocorrelation Using Score Function,"
Papers
9245, Tilburg - Center for Economic Research.
Cited by:
- Oliver Linton & Douglas G. Steigerwald, 1995.
"Adaptive Testing in ARCH Models,"
Cowles Foundation Discussion Papers
1105, Cowles Foundation for Research in Economics, Yale University.
- Oliver Linton & Douglas Steigerwald, 2000. "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
- Oliver Linton & Douglas G. Steigerwald, 1995.
"Adaptive Testing in ARCH Models,"
Cowles Foundation Discussion Papers
1105, Cowles Foundation for Research in Economics, Yale University.
- Bera, A.K & Lee, S., 1991.
"Information Matrix Test, Parameter Heterogeneity and Arch : A Synthesis,"
Papers
9154, Tilburg - Center for Economic Research.
- Bera, A.K. & Lee, S., 1991. "Information matrix test, parameter heterogeneity and arch : A synthesis," Discussion Paper 1991-54, Tilburg University, Center for Economic Research.
Cited by:
- Bera, A.K. & Ullah, A., 1991.
"Rao's Score Test in Econometrics,"
Papers
9143, Tilburg - Center for Economic Research.
- Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Discussion Paper 1991-43, Tilburg University, Center for Economic Research.
- Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Other publications TiSEM 667d7827-c9d6-4f00-8183-6, Tilburg University, School of Economics and Management.
- Marwan Elkhoury, 2005. "A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis," IHEID Working Papers 01-2006, Economics Section, The Graduate Institute of International Studies.
- Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
- Bera, A.K. & Ullah, A., 1991.
"Rao's Score Test in Econometrics,"
Papers
9143, Tilburg - Center for Economic Research.
- Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Discussion Paper 1991-43, Tilburg University, Center for Economic Research.
- Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Other publications TiSEM 667d7827-c9d6-4f00-8183-6, Tilburg University, School of Economics and Management.
Cited by:
- Samarjit Das & Nityananda Sarkar, 2010. "Is the relative risk aversion parameter constant over time? A multi-country study," Empirical Economics, Springer, vol. 38(3), pages 605-617, June.
- Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.
- Bera, A.K. & Higgins, M.L., 1990.
"A Test For Conditional Heterskedasticity In Time Series Midels,"
University of Western Ontario, The Centre for the Study of International Economic Relations Working Papers
9003, University of Western Ontario, The Centre for the Study of International Economic Relations.
Cited by:
- Farruggio, Christian & Michalak, Tobias C. & Uhde, Andre, 2013.
"The light and dark side of TARP,"
Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2586-2604.
- Uhde, Andre & Farruggio, Christian & Michalak, Tobias C., 2013. "The light and dark side of TARP," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80004, Verein für Socialpolitik / German Economic Association.
- Anil K. Bera & Philip Garcia & Jae-Sun Roh, 1997. "Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches," Finance 9712007, University Library of Munich, Germany.
- Jin Lee, 2000. "One-Sided Testing for ARCH Effect Using Wavelets," Econometric Society World Congress 2000 Contributed Papers 1214, Econometric Society.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2009.
"Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience,"
Working Papers
0905, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics.
- Adrian Cantemir Calin & Tiberiu Diaconescu & Oana – Cristina Popovici, 2014. "Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 2(1), pages 42-47, June.
- Donald W.K. Andrews, 1992. "An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables," Cowles Foundation Discussion Papers 1020, Cowles Foundation for Research in Economics, Yale University.
- Farruggio, Christian & Michalak, Tobias C. & Uhde, Andre, 2013.
"The light and dark side of TARP,"
Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2586-2604.
- Bera, A.K. & Machado, J.A.F., 1990.
"Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors,"
University of Western Ontario, Departmental Research Report Series
9008, University of Western Ontario, Department of Economics.
Cited by:
- Adamopoulos Antonios, 2019. "An empirical analysis of simulated model of economic growth for United Kingdom," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(3), pages 1-1.
- Bircan, Cagatay & de Haas, R., 2015.
"The Limits of Lending : Banks and Technology Adoption Across Russia,"
Discussion Paper
2015-011, Tilburg University, Center for Economic Research.
- Bircan, Cagatay & de Haas, R., 2015. "The Limits of Lending : Banks and Technology Adoption Across Russia," Other publications TiSEM d7a436de-83f6-4551-aaf9-0, Tilburg University, School of Economics and Management.
- Bircan, Cagatay & de Haas, R., 2015. "The Limits of Lending : Banks and Technology Adoption Across Russia," Other publications TiSEM 8bd438b2-0e15-4fed-afc4-d, Tilburg University, School of Economics and Management.
- Çağatay Bircan & Ralph De Haas, 2020. "The Limits of Lending? Banks and Technology Adoption across Russia," The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 536-609.
- Çagatay Bircan & Ralph de Haas, 2015. "The Limits of Lending: Banks and Technology Adoption across Russia," CESifo Working Paper Series 5461, CESifo.
- De Haas, Ralph & Bircan, Cagatay, 2019. "The Limits of Lending? Banks and Technology Adoption across Russia," CEPR Discussion Papers 13663, C.E.P.R. Discussion Papers.
- Vanessa S. Tchamyou, 2018.
"The role of information sharing in modulating the effect of financial access on inequality,"
Research Africa Network Working Papers
18/027, Research Africa Network (RAN).
- Vanessa S. Tchamyou, 2018. "The role of information sharing in modulating the effect of financial access on inequality," Working Papers of the African Governance and Development Institute. 18/027, African Governance and Development Institute..
- Vanessa S. Tchamyou, 2018. "The role of information sharing in modulating the effect of financial access on inequality," AFEA Working Papers 18/050, African Finance and Economic Association (AFEA).
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Cambridge Books,
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