On some heteroskedasticity-robust estimators of variance-covariance matrixAnil K. Bera · First published 1993Open the Tome
Specification test for a linear regression model with arch processAnil K. Bera · First published 1993Open the Tome
Estimation of time-varying hedge ratios for corn and soybeansAnil K. Bera · First published 1992Open the Tome
Tests for general error specifications and non-nested modelsAnil K. Bera · First published 1991Open the Tome
A test for conditional heteroskedasticity in time series modelsAnil K. Bera · First published 1990Open the Tome
Estimation of systematic risk using Bayesian analysis with hierarchical and non-normal priorsAnil K. Bera · First published 1989Open the Tome
Information matrix test, parameter heterogeneity and ARCHAnil K. Bera · First published 1989Open the Tome
Interaction between autocorrelation and conditional heteroskedasticityAnil K. Bera · First published 1989Open the Tome
Joint tests of non-nested models and general error specificationsAnil K. Bera · First published 1989Open the Tome
Linearized estimation of nonlinear simultaneous equation systemsAnil K. Bera · First published 1989Open the Tome
On the formulation of a general structure for conditional heteroskedasticityAnil K. Bera · First published 1989Open the Tome
Adoption of high yielding rice varieties in BangladeshAnil K. Bera · First published 1988Open the Tome
An adjustment procedure for predicting systematic riskAnil K. Bera · First published 1985Open the Tome
Nested and non-nested procedures for testing linear and log-linear regression modelsAnil K. Bera · First published 1985Open the Tome
