Access Statistics for Anil Kumar Bera

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A TEST FOR CONDITIONAL HETERSKEDASTICITY IN TIME SERIES MIDELS 0 0 0 0 5 7 14 453
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 1 1 7 402
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 2 2 10 580
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 1 2 7 373
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 3 4 13 469
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 0 739 2 2 11 2,618
Information Matrix Test, Parameter Heterogeneity and Arch: A Synthesis 0 0 0 1 1 1 6 382
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 5 7 25 888
Rao's Score Test in Econometrics 0 0 0 5 1 3 7 1,056
Robust tests for Heteroskedasticity and Autocorrelation Using Score Function 0 0 0 0 1 3 6 326
Tests for the Error Component Model in the Presence of Local Misspecification 0 1 4 178 2 3 12 447
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model 0 0 0 0 1 1 3 273
Total Working Papers 0 1 4 924 25 36 121 8,267


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Nonlinear ARCH Models 2 4 24 453 7 14 65 1,284
ARCH and Bilinearity as Competing Models for Nonlinear Dependence 0 0 0 0 2 3 8 299
An Adjustment Procedure for Predicting Systematic Risk 0 0 0 20 1 1 3 169
Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach 0 0 0 0 1 1 10 433
Least Squares Approximations to Unknown Regression Functions: A Comment 0 0 1 19 1 1 4 129
Linearized Estimation of Nonlinear Single Equation Functions 0 0 0 13 1 1 5 128
Some Exact Tests for Model Specification 0 0 0 45 1 1 3 165
Testing the Normality Assumption in Limited Dependent Variable Models 0 0 5 271 3 4 23 918
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 1 1 4 164
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 30 1 1 3 127
Total Journal Articles 2 4 30 851 19 28 128 3,816


Statistics updated 2020-09-04