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An efficient large-sample test for normality of observations and regression residuals
Bera, Anil K.; Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10003489441
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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003489412
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Joint tests of non-nested models and general error specifications
Bera, Anil K. (contributor) - 1991
Persistent link: https://www.econbiz.de/10000829592
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Joint tests of non-nested models and general error specifications
Bera, Anil K.; McAleer, Michael; Pesaran, M. Hashem - 1989 - Rev
Persistent link: https://www.econbiz.de/10000778211
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Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of US unemployment
McAleer, Michael; Pesaran, M. Hashem; Bera, Anil K. - 1990
Persistent link: https://www.econbiz.de/10000784294
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A test for the presence of conditional heteroskedasticity within ARCH-M framework
Bera, Anil K. - In: Econometric reviews 14 (1995) 4, pp. 473-485
Persistent link: https://www.econbiz.de/10001189078
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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
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Tests for serial dependence and other specification analysis in models of markets in disequilibrium
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 343-352
Persistent link: https://www.econbiz.de/10001069377
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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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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