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Graduate Dissertations and Theses at Illinois 134
College of Liberal Arts and Sciences 98
Dept. of Economics 93
College of Business 28
Research publications from UIUC 28
Bureau of Economic and Business Research 20
College of Agricultural, Consumer and Environmental Sciences (ACES) 19
Dept. of Agricultural and Consumer Economics 17
College of Fine and Applied Arts 5
Dept. of Finance 5

Collection

Graduate Dissertations and Theses at Illinois 134
Dissertations and Theses - Economics 93
Research publications from the University of Illinois at Urbana-Champaign 28
Faculty Working Paper - Bureau of Economic and Business Research 18
Dissertations - Agricultural and Consumer Economics 16
Dissertations and Theses - Finance 5
Dissertations and Theses - Urban and Regional Planning 5
Dissertations and Theses - Geography and Geographic Information Science 3
Dissertations and Theses - Business Administration 2
Dissertations and Theses - Education 2

Author(s)

Bera, Anil K. 34
Higgins, M.L. 5
McAleer, Michael 5
Lee, Sangkyu 4
Bubnys, Edward Leo 2
Garcia, Philip 2
Islam, Faridul 2
Ng, Pin T. 2
Pesaran, M. Hashem 2
Abbasi, Hossein A. 1

Keyword(s)

Economics, General 27
Economics, Theory 21
Economics, Finance 20
Economics, Agricultural 10
Statistics 10
Economics, Commerce-Business 5
Economics. 5
Economics, Labor 4
Business 3
Economics 3

Type of Resource

text 157
Thesis 9
video 1

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Showing 1–30 of 182 items

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Thumbnail for The use of linear approximation to nonlinear regression analysis

The use of linear approximation to nonlinear regression analysis

Bera, Anil K.

Thumbnail for An adjustment procedure for predicting systematic risk / 1184

An adjustment procedure for predicting systematic risk / 1184

Bera, Anil K.

Thumbnail for Interaction between autocorrelation and conditional heteroskedasticity : a random coefficient approach

Interaction between autocorrelation and conditional heteroskedasticity : a random coefficient approach

Bera, Anil K.; Lee, Sangkyu

Thumbnail for Alternative forms and properties of the score test

Alternative forms and properties of the score test

Bera, Anil K.; McKenzie, Colin

Thumbnail for Arch and bilinearity as competing models for nonlinear dependence / 93-116

Arch and bilinearity as competing models for nonlinear dependence / 93-116

Bera, Anil K.; Higgins, M.L.

Thumbnail for Information matrix test, parameter heterogeneity and ARCH : a synthesis

Information matrix test, parameter heterogeneity and ARCH : a synthesis

Bera, Anil K.; Lee, Sangkyu

Thumbnail for On exact and asymptotic tests of non-nested models

On exact and asymptotic tests of non-nested models

Bera, Anil K.; McAleer, Michael

Thumbnail for On the formulation of a general structure for conditional heteroskedasticity

On the formulation of a general structure for conditional heteroskedasticity

Bera, Anil K.; Lee, Sangkyu

Thumbnail for Linearized estimation of nonlinear simultaneous equation systems

Linearized estimation of nonlinear simultaneous equation systems

Bera, Anil K.; Byron, Ray P.

Thumbnail for Rao's score test in econometrics / 1991:132

Rao's score test in econometrics / 1991:132

Bera, Anil K.; Ullah, Aman

Thumbnail for On some heteroskedasticity-robust estimators of variance-covariance matrix / 1993:105

On some heteroskedasticity-robust estimators of variance-covariance matrix / 1993:105

Bera, Anil K.; Suprayitno, Totok

Thumbnail for Tests for normality with stable alternatives

Tests for normality with stable alternatives

Bera, Anil K.; McKenzie, Colin R.

Thumbnail for Nested and non-nested procedures for testing linear and log-linear regression models

Nested and non-nested procedures for testing linear and log-linear regression models

Bera, Anil K.; McAleer, Michael

Thumbnail for A test for conditional heteroskedasticity in time series models

A test for conditional heteroskedasticity in time series models

Bera, Anil K.; Higgins, M.L.

Thumbnail for Simple diagnostic tests for spatial dependence / 1993:103

Simple diagnostic tests for spatial dependence / 1993:103

Bera, Anil K.; Yoon, Mann J.

Thumbnail for Adoption of high yielding rice varieties in Bangladesh : an econometric analysis / 1451

Adoption of high yielding rice varieties in Bangladesh : an econometric analysis / 1451

Bera, Anil K.; Kelley, Timothy G.

Thumbnail for A large sample normality test

A large sample normality test

Bera, Anil K.; Ng, Pin T.

Thumbnail for Specification testing with misspecified alternatives / 1991:123

Specification testing with misspecified alternatives / 1991:123

Bera, Anil K.; Yoon, Mann J.

Thumbnail for Robust tests for heteroskedasticity and autocorrelation using score function

Robust tests for heteroskedasticity and autocorrelation using score function

Bera, Anil K.; Ng, Pin T.

Thumbnail for Estimation of systematic risk using Bayesian analysis with hierarchical and non-normal priors / 1567

Estimation of systematic risk using Bayesian analysis with hierarchical and non-normal priors / 1567

Bera, Anil K.; Machado, José A.F.

Thumbnail for Specification test for a linear regression model with arch process / 1993:112

Specification test for a linear regression model with arch process / 1993:112

Bera, Anil K.; Zuo, Xiao-Lei

Thumbnail for Tests for serial dependence and other specification analysis in models of markets in disequilibrium / 1176

Tests for serial dependence and other specification analysis in models of markets in disequilibrium / 1176

Bera, Anil K.; Robinson, Peter M.

Thumbnail for Joint tests of non-nested models and general error specifications

Joint tests of non-nested models and general error specifications

Bera, Anil K.; McAleer, Michael; Pesaran, M. Hashem

Thumbnail for Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches / BEBR 92-0140

Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches / BEBR 92-0140

Bera, Anil K.; Roh, Jae Sun; Garcia, Philip

Thumbnail for Conditional and unconditional heteroscedasticity in the market model

Conditional and unconditional heteroscedasticity in the market model

Bera, Anil K.; Bubnys, Edward Leo; Park, Hun

Thumbnail for Tests for serial dependence in limited dependent variable models / 980

Tests for serial dependence in limited dependent variable models / 980

Robinson, P.M.; Bera, Anil K.; Jarque, Carlos M.

Thumbnail for A note on the arch effects in hedge ratio estimation : stock index futures

A note on the arch effects in hedge ratio estimation : stock index futures

Bera, Anil K.; Park, Hun; Bubnys, Edward Leo

Thumbnail for The risk properties of a pre-test estimator for Zellner's seemingly unrelated regression model / BEBR No.1668

The risk properties of a pre-test estimator for Zellner's seemingly unrelated regression model / BEBR No.1668

Özçam, Ahmet; Judge, George G.; Bera, Anil K.; Yancey, Thomas A.

Thumbnail for Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment / 1635

Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment / 1635

McAleer, Michael; Pesaran, M. Hashem; Bera, Anil K.

Thumbnail for Tests for general error specifications and non-nested models : a simultaneous approach / 1991:136

Tests for general error specifications and non-nested models : a simultaneous approach / 1991:136

Bera, Anil K.; McAleer, Michael; Pesaran, M. Hashem; Yoon, Mann J.

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