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A smooth test for the equality of distributions
Bera, Anil K.; Ghosh, Aurobindo; Xiao, Zhijie - In: Econometric theory 29 (2013) 2, pp. 419-446
Persistent link: https://www.econbiz.de/10009759997
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Neyman's smooth test and its applications in econometrics
Bera, Anil K.; Ghosh, Aurobindo - In: Handbook of applied econometrics and statistical inference, (pp. 177-230). 2002
Persistent link: https://www.econbiz.de/10001701974
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Fractile graphical analysis in finance : a new perspective with applications
Bera, Anil K.; Ghosh, Aurobindo - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-20
Fractile Graphical Analysis (FGA) was proposed by Prasanta Chandra Mahalanobis in 1961 as a method for comparing two distributions at two different points (of time or space) controlling for the rank of a covariate through fractile groups. We use bootstrap techniques to formalize the heuristic...
Persistent link: https://www.econbiz.de/10013401813
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[Rezension von: Specification analysis in the linear model, ed. by Maxwell L. King ..]
Bera, Anil K. - In: Journal of economic literature 27 (1989) 2, pp. 620-622
Persistent link: https://www.econbiz.de/10001343686
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[Rezension von: Quandt, Richard E., The econometrics of disequilibrium]
Bera, Anil K. - In: Journal of economic literature 29 (1991) 4, pp. 1746-1748
Persistent link: https://www.econbiz.de/10001345011
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Hypothesis testing in the 20th century with a special reference to testing with missspecified models
Bera, Anil K. - 1999
Persistent link: https://www.econbiz.de/10001407048
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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
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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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Simple diagnostic tests for spatial dependence
Bera, Anil K.; Yoon, Mann J. - 1993
Persistent link: https://www.econbiz.de/10000865999
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On some heteroskedasticity-robust estimators of variance-covariance matrix
Bera, Anil K.; Suprayitno, Totok - 1993
Persistent link: https://www.econbiz.de/10000866004