Similar Search Results - EconBiz

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

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

Testing constancy of correlation with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - 1996

Persistent link: https://www.econbiz.de/10000959739

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

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

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

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

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