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Anil Kumar Bera

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This is information that was supplied by Anil Bera in registering through RePEc. If you are Anil Kumar Bera , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Anil
Middle Name: Kumar
Last Name: Bera
Suffix:

RePEc Short-ID: pbe119

Email:
Homepage:
Postal Address: Department of Economics University of Illinois 1206 S. 6th Street Champaign, IL 61822 U.S.A
Phone: 217-333-4596

Affiliation

Department of Economics
University of Illinois at Urbana-Champaign
Location: Urbana-Champaign, Illinois (United States)
Homepage: http://www.economics.illinois.edu/
Email:
Phone: (217) 333-0120
Fax:
Postal: 330 Wohlers Hall, 1206 S. Sixth Street, Champaign, Illinois 61820
Handle: RePEc:edi:deuiuus (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Bangladesh related Economists

Works

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Working papers

  1. 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.
  2. 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, EconWPA.
  3. Bera, A.K. & Ng, P.T., 1992. "Robust tests for Heteroskedasticity and Autocorrelation Using Score Function," Papers 9245, Tilburg - Center for Economic Research.
  4. Bera, A.K. & Ullah, A., 1991. "Rao's Score Test in Econometrics," Papers 9143, Tilburg - Center for Economic Research.
  5. Ozcam, A. & Judge, G. & Bera, A. & Yancey, T., 1991. "The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model," Papers 9159, Tilburg - Center for Economic Research.
  6. Bera, A.K & Lee, S., 1991. "Information Matrix Test, Parameter Heterogeneity and Arch : A Synthesis," Papers 9154, Tilburg - Center for Economic Research.
  7. Bera, A.K. & Machado, J.A.F., 1990. "Estimation Of Systematic Risk Using Bayesian Analysis With Hierarchical And Non-Normal Priors," UWO Department of Economics Working Papers 9008, University of Western Ontario, Department of Economics.
  8. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
  9. 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.
  10. Bera, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Test Of Non-Nested Models And General Erro Specifications," Papers 3, California Los Angeles - Applied Econometrics.

Articles

  1. Bera, Anil K & Higgins, Matthew L, 1997. "ARCH and Bilinearity as Competing Models for Nonlinear Dependence," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 43-50, January.
  2. Bera, Anil K & Lee, Sangkyu, 1993. "Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis," Review of Economic Studies, Wiley Blackwell, vol. 60(1), pages 229-40, January.
  3. Higgins, Matthew L & Bera, Anil K, 1992. "A Class of Nonlinear ARCH Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(1), pages 137-58, February.
  4. Bera, Anil K & Higgins, Matthew L & Lee, Sangkyu, 1992. "Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 133-42, April.
  5. Bera, Anil K & Robinson, Peter M, 1989. "Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(3), pages 343-52, July.
  6. 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 317-32, October.
  7. Robinson, P M & Bera, Anil K & Jarque, Carlos M, 1985. "Tests for Serial Dependence in Limited Dependent Variable Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 629-38, October.
  8. Bera, Anil K & Jarque, Carlos M & Lee, Lung-Fei, 1984. "Testing the Normality Assumption in Limited Dependent Variable Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 563-78, October.
  9. Byron, Ray P & Bera, Anil K, 1983. "Least Squares Approximations to Unknown Regression Functions: A Comment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(1), pages 255-60, February.
  10. Bera, Anvil K & McAleer, Michael, 1983. "Some Exact Tests for Model Specification," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 351-54, May.
  11. Byron, Ray P & Bera, Anil K, 1983. "Linearized Estimation of Nonlinear Single Equation Functions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(1), pages 237-48, February.

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