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A new characterization of the normal distribution and test for normality

Bera, Anil K.; Galvão Júnior, Antônio Fialho; Wang, Liang - In: Econometric theory 32 (2016) 5, pp. 1216-1252

Persistent link: https://www.econbiz.de/10011661739

Bayesian estimation of stochastic tail index from high-frequency financial data

Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2685-2711

Persistent link: https://www.econbiz.de/10012664628

Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications

Bera, Anil K.; Premaratne, Gamini - 2002

The standard root-b1 test is widely used for testing skewness. However, several studies have demonstrated that this test is not reliable for discriminating between symmetric and asymmetric distributions in the presence of excess kurtosis. The main reason for the failure of the standard root-b1...

Persistent link: https://www.econbiz.de/10014119176

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

Bera, Anil K.; McAleer, Michael - 1988

Persistent link: https://www.econbiz.de/10000124649

Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of US unemployment

McAleer, Michael; Pesaran, M. Hashem; Bera, Anil K. - 1990

Persistent link: https://www.econbiz.de/10000130928

A test for the presence of conditional heteroskedasticity within ARCH-M framework

Bera, Anil K.; Ra, Sungsup - 1994

Persistent link: https://www.econbiz.de/10000899057

Tests for normality using estimated score function

Bera, Anil K.; Ng, Pin T. - 1994

Persistent link: https://www.econbiz.de/10000903219

Arch and bilinearity as competing models for nonlinear dependence

Bera, Anil K.; Higgins, Matthew Lawrence - 1994

Persistent link: https://www.econbiz.de/10000909583

Random coefficient formulation of conditional heteroskedasticity and augmented Arch models

Bera, Anil K.; Higgins, Matthew Lawrence; Lee, Sangkyu - 1995

Persistent link: https://www.econbiz.de/10000911331

A large sample normality test

Bera, Anil K.; Ng, Pin T. - 1993

Persistent link: https://www.econbiz.de/10000880794

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