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Information about:
Anil Kumar Bera

Personal Details | Affiliation | Lists | Works
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Personal Details

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

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Lists

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

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

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. [Downloadable!]
    Published as:

  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. [Downloadable!]

  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. 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.

  5. Bera, A.K. & Ullah, A., 1991. "Rao's Score Test in Econometrics," Papers 9143, Tilburg - Center for Economic Research.

  6. Anil K. Bera & Sangkyu Lee & Matthew L. Higgins, 1990. "Interaction Between Autocorrelation and Conditional Heteroskedasticity: A Random Coefficient Approach," University of California at San Diego, Economics Working Paper Series 90-25, Department of Economics, UC San Diego.
    Published as:

  7. 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.
    Other versions:

  8. Matthew L. Higgins & Anil K. Bera, 1990. "A Class of Nonlinear Arch Models," University of California at San Diego, Economics Working Paper Series 90-40, Department of Economics, UC San Diego.
    Published as:

  9. Anil K. Bera & Sangkyu Lee, 1990. "Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis," University of California at San Diego, Economics Working Paper Series 90-26, Department of Economics, UC San Diego.
    Other versions:
    Published as:

  10. 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.

  11. Anil K. Bera & Sangkyu Lee & Matthew L. Higgins, 1990. "On the Formulation of A General Structure for Conditional Heteroskedasticity," University of California at San Diego, Economics Working Paper Series 90-41, Department of Economics, UC San Diego.

  12. 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.

  13. 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.
    Published as:

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, Blackwell Publishing, vol. 60(1), pages 229-40, January. [Downloadable!] (restricted)
    Other versions:

  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. [Downloadable!] (restricted)
    Other versions:

  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.
    Other versions:

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  10. 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. [Downloadable!] (restricted)

  11. 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. [Downloadable!] (restricted)

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This page was last updated on 2009-10-27.

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