University of Illinois Urbana-Champaign

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Showing 1–30 of 183 items
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 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 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 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 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 Rao's score test in econometrics / 1991:132
Rao's score test in econometrics / 1991:132
Bera, Anil K.; Ullah, Aman

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.