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 2 3 4 473
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 0 0 0 405
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 1 3 3 588
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 4 4 4 381
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 1 4 476
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 0 740 0 1 1 2,633
Information Matrix Test, Parameter Heterogeneity and Arch: A Synthesis 0 0 0 1 0 0 3 390
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 0 0 0 897
Rao's Score Test in Econometrics 0 0 0 5 1 2 3 1,074
Robust tests for Heteroskedasticity and Autocorrelation Using Score Function 0 0 0 0 2 2 2 333
Tests for the Error Component Model in the Presence of Local Misspecification 0 0 0 179 0 0 1 464
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model 0 0 0 0 2 3 5 280
Total Working Papers 0 0 0 926 12 19 30 8,394

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 0 0 3 507 1 1 8 1,449
ARCH and Bilinearity as Competing Models for Nonlinear Dependence 0 0 0 0 1 2 3 317
An Adjustment Procedure for Predicting Systematic Risk 0 0 0 21 1 1 2 176
Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach 0 0 0 0 0 1 1 446
Least Squares Approximations to Unknown Regression Functions: A Comment 0 0 0 22 0 0 2 138
Linearized Estimation of Nonlinear Single Equation Functions 0 0 0 15 0 0 2 136
Some Exact Tests for Model Specification 0 0 0 48 0 2 6 177
Testing the Normality Assumption in Limited Dependent Variable Models 0 1 1 284 0 1 3 964
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 0 2 169
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 1 1 3 133
Total Journal Articles 0 1 4 929 4 9 32 4,105

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Statistics updated 2025-12-06