Narrow search
Showing 1 - 8 of 8
Cover Image
A Test for the Presence of Conditional Heteroskedasticity Within Arch-M Framework
Bera, A.K.; Ra, S. - In: Econometric reviews 14 (1995) 4, pp. 473-486
Persistent link: https://www.econbiz.de/10006935619
Cover Image
Rao's Score Test in Econometrics.
Bera, A.K.; Ullah, A. - CentER for Economic Research, Universiteit van Tilburg - 1991
Persistent link: https://www.econbiz.de/10005775384
Cover Image
Robust tests for Heteroskedasticity and Autocorrelation Using Score Function.
Bera, A.K.; Ng, P.T. - CentER for Economic Research, Universiteit van Tilburg - 1992
Persistent link: https://www.econbiz.de/10005775455
Cover Image
Information matrix test, parameter heterogeneity and arch : A synthesis
Bera, A.K.; Lee, S. - Tilburg University, Center for Economic Research - 1991
Persistent link: https://www.econbiz.de/10011090468
Cover Image
Robust tests for heteroskedasticity and autocorrelation using score function
Bera, A.K.; Ng, P.T. - Tilburg University, Center for Economic Research - 1992
Persistent link: https://www.econbiz.de/10011091186
Cover Image
The risk properties of a pre-test estimator for Zellner's seemingly unrelated regression model
Özcam, A.; Judge, G.; Bera, A.K.; Yancey, T. - Tilburg University, Center for Economic Research - 1991
Persistent link: https://www.econbiz.de/10011091940
Cover Image
RAO's Score Test in Econometrics
Bera, A.K.; Ullah, A. - Tilburg University, Center for Economic Research - 1991
Persistent link: https://www.econbiz.de/10011092381
Cover Image
Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment
McAleer, M.; Pesaran, M.H.; Bera, A.K. - Tilburg University, Center for Economic Research - 1990
Persistent link: https://www.econbiz.de/10011092499