IDEAS home Printed from https://ideas.repec.org/e/pbe119.html
   My authors  Follow this author

Anil Kumar Bera

Personal Details

First Name:Anil
Middle Name:Kumar
Last Name:Bera
Suffix:
RePEc Short-ID:pbe119
Department of Economics University of Illinois 1206 S. 6th Street Champaign, IL 61822 U.S.A
217-333-4596
Terminal Degree:1983 College of Business and Economics; Australian National University (from RePEc Genealogy)

Affiliation

Department of Economics
University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (United States)
http://www.economics.illinois.edu/

: (217) 333-0120

1407 W. Gregory Drive, David Kinley Hall, Room 214 (MC 707), Urbana IL 61801
RePEc:edi:deuiuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

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 & Lee, S., 1991. "Information Matrix Test, Parameter Heterogeneity and Arch : A Synthesis," Papers 9154, 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. & Ullah, A., 1991. "Rao's Score Test in Econometrics," Papers 9143, Tilburg - Center for Economic Research.
  7. 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.
  8. 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.
  9. 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.
  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 & 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 133-142, April.
  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 137-158, February.
  4. 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 343-352, July.
  5. 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.
  6. 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 629-638, October.
  7. 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 563-578, October.
  8. 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 255-260, February.
  9. 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 237-248, 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 351-354, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Record of graduates

Co-authorship network on CollEc

Featured entries

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

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Anil Kumar Bera should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.