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The risk properties of a pre-t...
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1
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model.
Ozcam, A.
;
Judge, G.
;
Bera, A.
;
Yancey, T.
-
CentER for Economic Research, Universiteit van Tilburg
-
1991
Persistent link: https://www.econbiz.de/10005660528
Saved in:
2
Information matrix test, parameter heterogeneity and arch : A synthesis
Bera, A.K.
;
Lee, S.
-
Tilburg University, Center for Economic Research
-
1991
Persistent link: https://www.econbiz.de/10011090468
Saved in:
3
Robust tests for heteroskedasticity and autocorrelation using score function
Bera, A.K.
;
Ng, P.T.
-
Tilburg University, Center for Economic Research
-
1992
Persistent link: https://www.econbiz.de/10011091186
Saved in:
4
RAO's Score Test in Econometrics
Bera, A.K.
;
Ullah, A.
-
Tilburg University, Center for Economic Research
-
1991
Persistent link: https://www.econbiz.de/10011092381
Saved in:
5
Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment
McAleer, M.
;
Pesaran, M.H.
;
Bera, A.K.
-
Tilburg University, Center for Economic Research
-
1990
Persistent link: https://www.econbiz.de/10011092499
Saved in:
6
A Test for the Presence of Conditional Heteroskedasticity Within Arch-M Framework
Bera, A.K.
;
Ra, S.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 473-486
Persistent link: https://www.econbiz.de/10006935619
Saved in:
7
Simple diagnostic tests for spatial dependence
Anselin, L.
;
Bera, A.K.
;
Florax, R.
;
Yoon, M.J.
- In:
Regional science & urban economics
26
(
1996
)
1
,
pp. 77
Persistent link: https://www.econbiz.de/10007826856
Saved in:
8
Rao's Score Test in Econometrics.
Bera, A.K.
;
Ullah, A.
-
CentER for Economic Research, Universiteit van Tilburg
-
1991
Persistent link: https://www.econbiz.de/10005775384
Saved in:
9
Robust tests for Heteroskedasticity and Autocorrelation Using Score Function.
Bera, A.K.
;
Ng, P.T.
-
CentER for Economic Research, Universiteit van Tilburg
-
1992
Persistent link: https://www.econbiz.de/10005775455
Saved in:
10
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS.
BERA, A.K.
;
MCALEER, M.
;
PESARAN, M.H.
-
Department of Economics, University of California-Los …
-
1989
Persistent link: https://www.econbiz.de/10005777158
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