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Bera, Anil K.
Phillips, Peter C. B.
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ECONIS (ZBW)
73
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Tests for normality using estimated score function
Bera, Anil K.
;
Ng, Pin T.
-
1994
Persistent link: https://www.econbiz.de/10000903219
Saved in:
5
Arch and bilinearity as competing models for nonlinear dependence
Bera, Anil K.
;
Higgins, Matthew Lawrence
-
1994
Persistent link: https://www.econbiz.de/10000909583
Saved in:
6
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
Saved in:
7
A large sample normality test
Bera, Anil K.
;
Ng, Pin T.
-
1993
Persistent link: https://www.econbiz.de/10000880794
Saved in:
8
Spatial dependence in linear regression models with an introduction to spatial econometrics
Anselin, Luc
;
Bera, Anil K.
-
1996
Persistent link: https://www.econbiz.de/10000954357
Saved in:
9
Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.
;
Sharma, Subhash Chander
-
1996
Persistent link: https://www.econbiz.de/10000957329
Saved in:
10
Robust tests for heteroskedasticity and autocorrelation using score function
Bera, Anil K.
;
Ng, Pin T.
-
1992
Persistent link: https://www.econbiz.de/10000848771
Saved in:
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