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 0 4 7 477
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 0 5 8 593
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 0 3 3 408
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 1 5 9 386
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 2 6 478
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 1 1 1 741 1 5 6 2,638
Information Matrix Test, Parameter Heterogeneity and Arch: A Synthesis 0 0 0 1 1 2 4 392
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 0 6 6 903
Rao's Score Test in Econometrics 0 0 0 5 1 1 4 1,075
Robust tests for Heteroskedasticity and Autocorrelation Using Score Function 0 0 0 0 2 3 5 336
Tests for the Error Component Model in the Presence of Local Misspecification 0 1 1 180 2 9 9 473
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model 0 0 0 0 0 39 44 319
Total Working Papers 1 2 2 928 8 84 111 8,478

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 2 507 2 4 8 1,453
ARCH and Bilinearity as Competing Models for Nonlinear Dependence 0 0 0 0 0 6 8 323
An Adjustment Procedure for Predicting Systematic Risk 0 0 0 21 0 2 3 178
Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach 0 0 0 0 1 2 3 448
Least Squares Approximations to Unknown Regression Functions: A Comment 0 0 0 22 0 3 5 141
Linearized Estimation of Nonlinear Single Equation Functions 0 0 0 15 0 4 6 140
Some Exact Tests for Model Specification 0 0 0 48 4 10 14 187
Testing the Normality Assumption in Limited Dependent Variable Models 0 1 2 285 1 7 10 971
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 2 3 171
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 1 4 6 137
Total Journal Articles 0 1 4 930 9 44 66 4,149

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Statistics updated 2026-03-04