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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
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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
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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
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Tests for normality using estimated score function
Bera, Anil K.; Ng, Pin T. - 1994
Persistent link: https://www.econbiz.de/10000903219
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Arch and bilinearity as competing models for nonlinear dependence
Bera, Anil K.; Higgins, Matthew Lawrence - 1994
Persistent link: https://www.econbiz.de/10000909583
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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
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A large sample normality test
Bera, Anil K.; Ng, Pin T. - 1993
Persistent link: https://www.econbiz.de/10000880794
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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
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Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.; Sharma, Subhash Chander - 1996
Persistent link: https://www.econbiz.de/10000957329
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Robust tests for heteroskedasticity and autocorrelation using score function
Bera, Anil K.; Ng, Pin T. - 1992
Persistent link: https://www.econbiz.de/10000848771