The following pages link to Anil K. Bera (Q174839):
Displaying 46 items.
- Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- Efficient specification tests for limited dependent variable models (Q373764) (← links)
- A note on the effects of linear approximation on hypothesis testing (Q374823) (← links)
- Testing under local misspecification and artificial regressions (Q1046214) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- On exact and asymptotic tests of non-nested models (Q1082755) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators (Q1866226) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- A Bayesian robust chi-squared test for testing simple hypotheses (Q2024459) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
- Testing spatial dependence in spatial models with endogenous weights matrices (Q2312976) (← links)
- A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS (Q2847589) (← links)
- A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY (Q2976208) (← links)
- GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS (Q2995424) (← links)
- Optimal Portfolio Diversification Using the Maximum Entropy Principle (Q3518459) (← links)
- Least Squares Approximations to Unknown Regression Functions: A Comment (Q3664280) (← links)
- Testing the Normality Assumption in Limited Dependent Variable Models (Q3702357) (← links)
- Tests for Serial Defendence in Limited Dependent Variable Models (Q3725413) (← links)
- A Class of Nonlinear Arch Models (Q3988473) (← links)
- A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS (Q4025279) (← links)
- Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis (Q4033909) (← links)
- (Q4203650) (← links)
- (Q4225887) (← links)
- (Q4351997) (← links)
- (Q4407798) (← links)
- ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION (Q4540674) (← links)
- THE ET INTERVIEW: PROFESSOR C.R. RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign (Q4561957) (← links)
- A Test for Normality of Observations and Regression Residuals (Q4725544) (← links)
- Linearized Estimation of Nonlinear Single Equation Functions (Q4749068) (← links)
- A test for the presence of conditional heteroskedasticity within arch-m framework (Q4860431) (← links)
- THE ET INTERVIEW: PROFESSOR GEORGE JUDGE (Q4917234) (← links)
- Adjusting the tests for skewness and kurtosis for distributional misspecifications (Q4976550) (← links)
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
- Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses (Q5083248) (← links)
- A Hausman Test for Spatial Regression Model (Q5133597) (← links)
- (Q5287460) (← links)
- (Q5308532) (← links)
- A new robust and most powerful test in the presence of local misspecification (Q5367297) (← links)
- On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)
- (Q5750229) (← links)
- Tests for the error component model in the presence of local misspecification (Q5931137) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
- A history of the delta method and some new results (Q6084698) (← links)
