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Estimating Functions and Equations : An Essay on Historical Developments with Applications to Econometrics
Bera, Anil K.; Bilias, Yannis; Simlai, Pradosh - 2006
The idea of using estimating functions goes a long way back, at least to Karl Pearson's introduction to the method of moment in 1894. It is now a very active area of research in the statistics literature. One aim of this chapter is to provide an account of the developments relating to the theory...
Persistent link: https://www.econbiz.de/10014063422
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Arch and bilinearity as competing models for nonlinear dependence
Bera, Anil K.; Higgins, Matthew Lawrence - 1993
Persistent link: https://www.econbiz.de/10000865972
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Information matrix test, parameter heterogeneity and arch : a synthesis
Bera, Anil K.; Lee, Sangkyu - 1991 - Rev.
Persistent link: https://www.econbiz.de/10000824219
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Tests for serial independence in limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489724
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ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
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Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10001124475
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ARCH effects and efficient estimation of hedge ratios for stock index futures
Bera, Anil K. - In: Advances in futures and options research : a research annual 6 (1993), pp. 313-328
Persistent link: https://www.econbiz.de/10001145832
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ARCH models : properties, estimation and testing
Bera, Anil K. - In: Journal of economic surveys 7 (1993) 4, pp. 305-366
Persistent link: https://www.econbiz.de/10001153314
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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