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 3 6 8 477
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 2 3 3 408
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 1 6 8 593
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 1 8 8 385
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 0 0 0 740 1 4 5 2,637
Information Matrix Test, Parameter Heterogeneity and Arch: A Synthesis 0 0 0 1 1 1 3 391
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 5 6 6 903
Rao's Score Test in Econometrics 0 0 0 5 0 1 3 1,074
Robust tests for Heteroskedasticity and Autocorrelation Using Score Function 0 0 0 0 1 3 3 334
Tests for the Error Component Model in the Presence of Local Misspecification 0 1 1 180 6 7 7 471
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model 0 0 0 0 34 41 44 319
Total Working Papers 0 1 1 927 55 88 104 8,470


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 1 3 8 1,451
ARCH and Bilinearity as Competing Models for Nonlinear Dependence 0 0 0 0 2 7 9 323
An Adjustment Procedure for Predicting Systematic Risk 0 0 0 21 2 3 4 178
Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach 0 0 0 0 0 1 2 447
Least Squares Approximations to Unknown Regression Functions: A Comment 0 0 0 22 2 3 5 141
Linearized Estimation of Nonlinear Single Equation Functions 0 0 0 15 3 4 6 140
Some Exact Tests for Model Specification 0 0 0 48 5 6 11 183
Testing the Normality Assumption in Limited Dependent Variable Models 1 1 2 285 5 6 9 970
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 2 4 5 136
Total Journal Articles 1 1 4 930 22 39 62 4,140


Statistics updated 2026-02-12