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Testing for the regression coefficient stability

Bera, Anil K.; Ra, Sungsup - 1995

Persistent link: https://www.econbiz.de/10000924893

Specification test for a linear regression model with arch process

Bera, Anil K.; Zuo, Xiao-lei - 1993

Persistent link: https://www.econbiz.de/10000865937

Testing for the regression coefficient stability

Bera, Anil K. - In: Journal of quantitative economics : official journal of … 13 (1997) 1, pp. 17-35

Persistent link: https://www.econbiz.de/10001237603

On testing the equality of mean and quantile effects

Bera, Anil K.; Galvao, Antonio Fialho <Jr.>; Wang, Liang - In: Journal of econometric methods 3 (2014) 1, pp. 47-62

Persistent link: https://www.econbiz.de/10010242083

A Hausman test for spatial regression model

Sen, Monalisa; Bera, Anil K.; Kao, Yu-hsien - In: Essays in honor of Jerry Hausman, (pp. 547-559). 2012

Persistent link: https://www.econbiz.de/10009709121

Asymmetric laplace regression : maximum likelihood, maximum entropy and quantile regression

Bera, Anil K.; Galvao, Antonio Fialho <Jr.>; … - In: Journal of econometric methods 5 (2016) 1, pp. 79-101

Persistent link: https://www.econbiz.de/10011865041

Testing impact measures in spatial autoregressive models

Arbia, Giuseppe; Bera, Anil K.; Doğan, Osman; … - In: International regional science review : IRSR ; an … 43 (2020) 1/2, pp. 40-75

Persistent link: https://www.econbiz.de/10012183877

Estimation of random components and prediction in one and two-way error component regression models

Sharma, Subhash Chandra; Bera, Anil K. - In: Journal of quantitative economics 19 (2021), pp. 419-441

Persistent link: https://www.econbiz.de/10013441736

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

Spatial market inefficiency in housing market : a spatial quantile regression approach

Chae, Jiyoung; Bera, Anil K. - In: The journal of real estate finance and economics 69 (2024) 1, pp. 70-99

Persistent link: https://www.econbiz.de/10015080934