Anil Bera
University of Illinois at Urbana-Champaign
H-index: 38
North America-United States
Top articles of Anil Bera
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Testing Homoskedasticity in Spatial Panel Data Models | Econometrics and Statistics | Bülent Güloğlu Süleyman Taşpınar Osman Doğan Anil K Bera | 2024/4/17 |
Glimpses from the Life and Work of Dr. CR Rao | Resonance | Anil Bera Priyasmita Ghosh | 2024/2 |
Dr. CR Rao, As I Knew Him: A Half A Century Account (1973–2023) | Resonance | Anil K Bera Rong Yuwen Yice Zhang Wenqi Zeng | 2024/2 |
To use, or not to use the spatial Durbin model?–that is the question | Spatial Economic Analysis | Malabika Koley Anil K Bera | 2024/1/2 |
A new test for non-linear hypotheses under distributional and local parametric misspecification | Studies in Nonlinear Dynamics & Econometrics | Anil K Bera Osman Doğan Süleyman Taşpınar | 2023/12/22 |
A History of the Delta Method and Some New Results | Anil K Bera Malabika Koley | 2023/11 | |
Spatial and Spatiotemporal Volatility Models: A Review | Philipp Otto Osman Doğan Süleyman Taşpınar Wolfgang Schmid Anil K Bera | 2023/8/24 | |
Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets | Journal of Risk and Financial Management | Sangwhan Kim Anil K Bera | 2023/3/27 |
Spatial market inefficiency in housing market: a spatial quantile regression approach | The Journal of Real Estate Finance and Economics | Jiyoung Chae Anil K Bera | 2022/10/18 |
Fractile graphical analysis in finance: A new perspective with applications | Journal of Risk and Financial Management | Anil K Bera Aurobindo Ghosh | 2022/9/19 |
Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation | Journal of Economics and Finance | Christos Agiakloglou Anil Bera Emmanouil Deligiannakis | 2022/7 |
Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality | Hacettepe Journal of Mathematics and Statistics | BERA Anil Osman Doğan Suleyman Taspinar | 2022/1/1 |
Testing for spatial dependence in a spatial autoregressive (SAR) model in the presence of endogenous regressors | Journal of Spatial Econometrics | Malabika Koley Anil K Bera | 2022/12 |
Glimpses from the Life and Work of Dr. CR Rao: A Living Legend in Statistics | A Tribute to the Legend of Professor CR Rao: The Centenary Volume | Anil Bera Priyasmita Ghosh | 2021 |
Bayesian estimation of stochastic tail index from high-frequency financial data | Empirical Economics | Osman Doğan Süleyman Taşpınar Anil K Bera | 2021/11 |
Acknowledgment to Reviewers of Econometrics in 2020 | Aaron K Hoshide Daniel Francois Meyer Abdelmonaem Jornaz Daniela Cialfi Abiola Ayopo Babajide | 2022 | |
Bayesian inference in spatial stochastic volatility models: An application to house price returns in Chicago | Oxford Bulletin of Economics and Statistics | Süleyman Taşpınar Osman DoĞan Jiyoung Chae Anil K Bera | 2021/10 |
A Bayesian robust chi-squared test for testing simple hypotheses | Journal of econometrics | Osman Doğan Süleyman Taşpınar Anil K Bera | 2021/6/1 |
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses | The Econometrics Journal | Anil Bera Gabriel Montes-Rojas Walter Sosa-Escudero Javier Alejo | 2021/1 |
Asymptotic variance of test statistics in the ML and QML frameworks | Journal of Statistical Theory and Practice | Anil K Bera Osman Doğan Süleyman Taşpınar | 2021/3 |
Co-Authors
M. Hashem Pesaran, M H Pesaran, Mohammad H Pesaran, Mohammad Pesaran, M. Pesaran
University of Southern California
