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Spatial dependence in linear regression models with an introduction to spatial econometrics
Anselin, Luc; Bera, Anil K. - 1996
Persistent link: https://www.econbiz.de/10000954357
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Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.; Sharma, Subhash Chander - 1996
Persistent link: https://www.econbiz.de/10000957329
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Robust tests for heteroskedasticity and autocorrelation using score function
Bera, Anil K.; Ng, Pin T. - 1992
Persistent link: https://www.econbiz.de/10000848771
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Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches
Bera, Anil K.; García, Philip; Roh, Jae-sun - 1998
Persistent link: https://www.econbiz.de/10000988606
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Rao's score, Neyman's C (a [alpha]) and Silvey's LM tests : an essay on historical developments and some new results
Bera, Anil K.; Bilias, Yannis - 1997
Persistent link: https://www.econbiz.de/10000968422
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Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000753411
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Rao's score test in econometrics
Bera, Anil K.; Ullah, Aman - 1991
Persistent link: https://www.econbiz.de/10000821164
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Information matrix tests for the composed error frontier model
Bera, Anil K.; Mallick, Naresh C. - 1999
Persistent link: https://www.econbiz.de/10001376760
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Information matrix test, parameter heterogeneity and ARCH : a synthesis
Bera, Anil K. - In: The review of economic studies 60 (1993) 1, pp. 229-240
Persistent link: https://www.econbiz.de/10001137213
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Joint tests of non-nested models and general error specifications
Bera, Anil K. (contributor) - In: Econometric reviews 11 (1992) 1, pp. 97-117
Persistent link: https://www.econbiz.de/10001121979