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Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
Agiakloglou, Christos N.; Bera, Anil K.; Deligiannakis, … - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 535-552
Persistent link: https://www.econbiz.de/10013442210
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On some heteroskedasticity-robust estimators of variance-covariance matrix of the least squares estimators
Bera, Anil K.; Suprayitno, Totok; Premaratne, Gamini - 2000
Persistent link: https://www.econbiz.de/10001545282
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Heteroskedasticity Consistent Covariance Matrix Estimators for Spatial Autoregressive Models
Taspinar, Suleyman - 2018
In the presence of heteroskedasticity, conventional test statistics based on the ordinary least square estimator lead to incorrect inference results for the linear regression model. Given that heteroskedasticity is common in cross-sectional data, the test statistics based on various forms of...
Persistent link: https://www.econbiz.de/10012931988
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Testing for the regression coefficient stability
Bera, Anil K. - In: Journal of quantitative economics : official journal of … 13 (1997) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001237603
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Testing for the regression coefficient stability
Bera, Anil K.; Ra, Sungsup - 1995
Persistent link: https://www.econbiz.de/10000924893
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Testing constancy of correlation with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - 1996
Persistent link: https://www.econbiz.de/10000959739
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Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - In: Journal of empirical finance 9 (2002) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10001655807
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Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - 2001 - Rev.
Persistent link: https://www.econbiz.de/10001626756
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Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - 2000
Persistent link: https://www.econbiz.de/10001534279
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Specification test for a linear regression model with arch process
Bera, Anil K.; Zuo, Xiao-lei - 1993
Persistent link: https://www.econbiz.de/10000865937