Anil K. Bera

Available identifiers

zbMath Open bera.anil-kWikidataQ4764640 ScholiaQ4764640MaRDI QIDQ174839

List of research outcomes

Publication	Date of Publication	Type
A history of the delta method and some new results	2023-11-06	Paper
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses	2022-06-22	Paper
Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality	2022-05-09	Paper
A Bayesian robust chi-squared test for testing simple hypotheses	2021-05-04	Paper
Asymptotic variance of test statistics in the ML and QML frameworks	2021-01-28	Paper
A Hausman Test for Spatial Regression Model	2020-11-10	Paper
Adjustments of Rao's score test for distributional and local parametric misspecifications	2020-05-19	Paper
Testing spatial dependence in spatial models with endogenous weights matrices	2019-07-18	Paper
THE ET INTERVIEW: PROFESSOR C.R. RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign	2018-12-14	Paper
A new robust and most powerful test in the presence of local misspecification	2017-10-12	Paper
Adjusting the tests for skewness and kurtosis for distributional misspecifications	2017-07-31	Paper
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY	2017-04-28	Paper
Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression	2016-09-15	Paper
Maximum entropy autoregressive conditional heteroskedasticity model	2016-07-04	Paper
On Testing the Equality of Mean and Quantile Effects	2014-04-30	Paper
Efficient specification tests for limited dependent variable models	2013-10-25	Paper
A note on the effects of linear approximation on hypothesis testing	2013-10-24	Paper
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS	2013-09-11	Paper
THE ET INTERVIEW: PROFESSOR GEORGE JUDGE	2013-04-29	Paper
GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS	2011-04-21	Paper
Testing under local misspecification and artificial regressions	2009-12-21	Paper
Optimal Portfolio Diversification Using the Maximum Entropy Principle	2008-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q5308532	2007-09-28	Paper
https://portal.mardi4nfdi.de/entity/Q4407798	2003-10-20	Paper
On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators	2003-04-03	Paper
The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.	2003-02-17	Paper
Tests for the error component model in the presence of local misspecification	2002-11-05	Paper
ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION	2002-07-28	Paper
Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results	2001-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4351997	1997-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4225887	1997-01-01	Paper
Specification test for a linear regression model with ARCH process	1996-07-18	Paper
A test for the presence of conditional heteroskedasticity within arch-m framework	1996-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q5287460	1994-01-31	Paper
Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis	1993-05-16	Paper
A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS	1993-02-18	Paper
A Class of Nonlinear Arch Models	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q4203650	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5750229	1988-01-01	Paper
On exact and asymptotic tests of non-nested models	1987-01-01	Paper
A Test for Normality of Observations and Regression Residuals	1987-01-01	Paper
Tests for Serial Defendence in Limited Dependent Variable Models	1985-01-01	Paper
Testing the Normality Assumption in Limited Dependent Variable Models	1984-01-01	Paper
Least Squares Approximations to Unknown Regression Functions: A Comment	1983-01-01	Paper
Linearized Estimation of Nonlinear Single Equation Functions	1983-01-01	Paper
Model specification tests. A simultaneous approach	1982-01-01	Paper

Research outcomes over time

Doctoral students

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