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 1 4 467
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 0 1 1 585
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 0 0 377
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-normal Priors 0 0 0 0 0 0 0 472
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 1 740 0 0 2 2,631
Information Matrix Test, Parameter Heterogeneity and Arch: A Synthesis 0 0 0 1 0 0 2 387
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 0 0 1 896
Rao's Score Test in Econometrics 0 0 0 5 0 2 2 1,069
Robust tests for Heteroskedasticity and Autocorrelation Using Score Function 0 0 0 0 0 1 3 331
Tests for the Error Component Model in the Presence of Local Misspecification 0 0 1 179 0 0 7 463
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model 0 0 0 0 0 0 0 274
Total Working Papers 0 0 2 926 0 5 22 8,357


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 5 15 499 0 8 34 1,424
ARCH and Bilinearity as Competing Models for Nonlinear Dependence 0 0 0 0 2 3 6 313
An Adjustment Procedure for Predicting Systematic Risk 0 0 1 21 0 0 1 174
Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach 0 0 0 0 1 2 6 444
Least Squares Approximations to Unknown Regression Functions: A Comment 0 0 0 21 0 0 1 135
Linearized Estimation of Nonlinear Single Equation Functions 0 0 0 13 0 0 0 130
Some Exact Tests for Model Specification 1 1 2 48 1 1 3 171
Testing the Normality Assumption in Limited Dependent Variable Models 0 0 1 280 1 1 3 954
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 1 1 167
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 0 0 0 130
Total Journal Articles 1 6 19 914 5 16 55 4,042


Statistics updated 2024-03-04