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Bera, Anil K.
Härdle, Wolfgang
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ECONIS (ZBW)
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1
Tests for serial independence in limited dependent variable models
Jarque, Carlos M.
;
Bera, Anil K.
-
1981
Persistent link: https://www.econbiz.de/10003489724
Saved in:
2
The use of linear approximation to nonlinear regression analysis
Bera, Anil K.
-
1981
Persistent link: https://www.econbiz.de/10003489741
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3
An efficient large-sample test for normality of observations and regression residuals
Bera, Anil K.
;
Jarque, Carlos M.
-
1981
Persistent link: https://www.econbiz.de/10003489441
Saved in:
4
Joint tests of non-nested models and general error specifications
Bera, Anil K.
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10000829592
Saved in:
5
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/10000753411
Saved in:
6
Joint tests of non-nested models and general error specifications
Bera, Anil K.
;
McAleer, Michael
;
Pesaran, M. Hashem
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000778211
Saved in:
7
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:
8
Linearized limited information estimation of nonlinear simultaneous equations systems
Bera, Anil K.
- In:
Journal of quantitative economics : official journal of …
6
(
1990
)
2
,
pp. 289-309
Persistent link: https://www.econbiz.de/10001100166
Saved in:
9
Joint tests of non-nested models and general error specifications
Bera, Anil K.
(
contributor
)
- In:
Econometric reviews
11
(
1992
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10001121979
Saved in:
10
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:
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