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Tests for the error component model in the presence of local misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - In: Journal of econometrics 101 (2001) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001545101
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The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.; Bilias, Yannis - In: Journal of econometrics 107 (2002) 1/2, pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
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Maximum entropy autoregressive conditional heteroskedasticity model
Park, Sung Y.; Bera, Anil K. - In: Journal of econometrics 150 (2009) 2, pp. 219-230
Persistent link: https://www.econbiz.de/10003858581
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A Bayesian robust chi-squared test for testing simple hypotheses
Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Journal of econometrics 222 (2021) 2, pp. 933-958
Persistent link: https://www.econbiz.de/10012619808
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The effects of autocorrelation among errors on the consistency property of OLS variance estimator
Sharma, Subhash Chandra - In: Journal of econometrics 27 (1985) 3, pp. 335-361
Persistent link: https://www.econbiz.de/10002800553
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Robustness to nonnormality of regression F-tests
Ali, Mukhtar M. - In: Journal of econometrics 71 (1996) 1, pp. 175-205
Persistent link: https://www.econbiz.de/10001194737
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Robustness to nonnormality of the Durbin-Watson test for autocorrelation
Ali, Mukhtar M. - In: Journal of econometrics 57 (1993) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10001142529
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A note on testing demand homogeneity
Bera, Anil K. - In: Journal of econometrics 18 (1982) 2, pp. 291-294
Persistent link: https://www.econbiz.de/10001895931
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Robustness to nonnormality of regression F-tests
Ali, Mukhtar M.; Sharma, Subhash C. - In: Journal of econometrics 71 (1996) 1-2, pp. 175-206
Persistent link: https://www.econbiz.de/10006794480
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Robustness to nonnormality of the Durbin-Watson test for autocorrelation
Ali, Mukhtar M.; Sharma, Subhash C. - In: Journal of econometrics 57 (1993) 1-3, pp. 117-136
Persistent link: https://www.econbiz.de/10006805295