| Year |
Citation |
Score |
| 2020 |
Arbia G, Bera AK, Doğan O, Taşpınar S. Testing Impact Measures in Spatial Autoregressive Models International Regional Science Review. 2019: 40-75. DOI: 10.1177/0160017619826264 |
0.348 |
|
| 2020 |
Bera A, Montes-Rojas G, Sosa-Escudero W, Alejo J. Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses Econometrics Journal. DOI: 10.1093/Ectj/Utaa010 |
0.457 |
|
| 2020 |
Bera AK, Uyar U, Uyar SGK. Analysis of the five-factor asset pricing model with wavelet multiscaling approach The Quarterly Review of Economics and Finance. 76: 414-423. DOI: 10.1016/J.Qref.2019.09.014 |
0.308 |
|
| 2020 |
Doğan O, Taşpınar S, Bera AK. A Bayesian robust chi-squared test for testing simple hypotheses Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.07.046 |
0.54 |
|
| 2019 |
Taşpınar S, Doğan O, Bera AK. Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models Spatial Economic Analysis. 14: 241-268. DOI: 10.1080/17421772.2019.1549366 |
0.43 |
|
| 2019 |
Bera AK, Doğan O, Taşpınar S, Leiluo Y. Robust LM tests for spatial dynamic panel data models Regional Science and Urban Economics. 76: 47-66. DOI: 10.1016/J.Regsciurbeco.2018.08.001 |
0.518 |
|
| 2018 |
Doğan O, Taṣpınar S, Bera AK. Simple tests for social interaction models with network structures Spatial Economic Analysis. 13: 212-246. DOI: 10.1080/17421772.2017.1374550 |
0.519 |
|
| 2018 |
Bera AK, Doğan O, Taşpınar S. Simple tests for endogeneity of spatial weights matrices Regional Science and Urban Economics. 69: 130-142. DOI: 10.1016/J.Regsciurbeco.2018.01.007 |
0.477 |
|
| 2018 |
Park SY, Bera AK. Information theoretic approaches to income density estimation with an application to the U.S. income data Journal of Economic Inequality. 16: 461-486. DOI: 10.1007/S10888-018-9377-Y |
0.302 |
|
| 2018 |
Kao SYH, Bera AK. Testing spatial regression models under nonregular conditions Empirical Economics. 55: 85-111. DOI: 10.1007/S00181-018-1455-2 |
0.526 |
|
| 2017 |
Bera AK, Montes-Rojas G, Sosa-Escudero W. A new robust and most powerful test in the presence of local misspecification Communications in Statistics-Theory and Methods. 46: 8187-8198. DOI: 10.1080/03610926.2016.1177077 |
0.461 |
|
| 2017 |
Taşpınar S, Doğan O, Bera AK. GMM Gradient Tests for Spatial Dynamic Panel Data Models Regional Science and Urban Economics. 65: 65-88. DOI: 10.1016/J.Regsciurbeco.2017.04.008 |
0.509 |
|
| 2016 |
K R, Savant S, Giri H, Ghosh A, Fisslthaler B, Fleming I, Ram U, Bera AK, Augustin HG, Dixit M. Angiopoietin-2 mediates thrombin-induced monocyte adhesion and endothelial permeability. Journal of Thrombosis and Haemostasis : Jth. PMID 27241812 DOI: 10.1111/Jth.13376 |
0.344 |
|
| 2016 |
Alejo J, Bera A, Galvao A, Montes-Rojas G, Xiao Z. Tests for normality based on the quantile-mean covariance Stata Journal. 16: 1039-1057. DOI: 10.1177/1536867X1601600412 |
0.463 |
|
| 2015 |
Premaratne G, Bera AK. Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications Communications in Statistics - Simulation and Computation. 46: 3599-3613. DOI: 10.2139/Ssrn.304465 |
0.506 |
|
| 2015 |
Bera AK, Galvao AF, Wang L, Xiao Z. A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY Econometric Theory. DOI: 10.1017/S026646661500016X |
0.488 |
|
| 2013 |
Bera AK, Ghosh A, Xiao Z. A smooth test for the equality of distributions Econometric Theory. 29: 419-446. DOI: 10.1017/S0266466612000370 |
0.602 |
|
| 2012 |
Sen M, Bera AK, Kao YH. A Hausman test for spatial regression model Advances in Econometrics. 29: 547-559. DOI: 10.1108/S0731-9053(2012)0000029023 |
0.334 |
|
| 2010 |
Bera AK, Montes-Rojas G, Sosa-Escudero W. General specification testing with locally misspecified models Econometric Theory. 26: 1838-1845. DOI: 10.1017/S0266466609990818 |
0.496 |
|
| 2009 |
Park SY, Bera AK. Maximum entropy autoregressive conditional heteroskedasticity model Journal of Econometrics. 150: 219-230. DOI: 10.1016/J.Jeconom.2008.12.014 |
0.391 |
|
| 2009 |
Bera AK, Montes-Rojas G, Sosa-Escudero W. Testing under local misspecification and artificial regressions Economics Letters. 104: 66-68. DOI: 10.1016/J.Econlet.2009.04.005 |
0.497 |
|
| 2008 |
Sosa-Escudero W, Bera AK. Tests for unbalanced error-components models under local misspecification Stata Journal. 8: 68-78. DOI: 10.1177/1536867X0800800105 |
0.489 |
|
| 2008 |
Bera AK, Park SY. Optimal portfolio diversification using the maximum entropy principle Econometric Reviews. 27: 484-512. DOI: 10.1080/07474930801960394 |
0.332 |
|
| 2007 |
Bera AK, Premaratne G. General Hypothesis Testing A Companion to Theoretical Econometrics. 38-61. DOI: 10.1002/9780470996249.ch3 |
0.367 |
|
| 2005 |
Premaratne G, Bera AK. A test for symmetry with leptokurtic financial data Journal of Financial Econometrics. 3: 169-187. DOI: 10.1093/Jjfinec/Nbi009 |
0.511 |
|
| 2002 |
Bera AK, Kim S. Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns Journal of Empirical Finance. 9: 171-195. DOI: 10.1016/S0927-5398(01)00050-0 |
0.353 |
|
| 2002 |
Bera AK, Suprayitno T, Premaratne G. On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators Journal of Statistical Planning and Inference. 108: 121-136. DOI: 10.1016/S0378-3758(02)00274-4 |
0.336 |
|
| 2002 |
Bera AK, Bilias Y. The MM, ME, ML, EL, EF and GMM approaches to estimation: A synthesis Journal of Econometrics. 107: 51-86. DOI: 10.1016/S0304-4076(01)00113-0 |
0.379 |
|
| 2001 |
Bera AK, Bilias Y. On some optimality properties of fisher-rao score function in testing and estimation Communications in Statistics - Theory and Methods. 30: 1533-1559. DOI: 10.1081/Sta-100105683 |
0.436 |
|
| 2001 |
Bera AK, Bilias Y. Rao's score, Neyman's C(α) and Silvey's LM tests: An essay on historical developments and some new results Journal of Statistical Planning and Inference. 97: 9-44. DOI: 10.1016/S0378-3758(00)00343-8 |
0.464 |
|
| 2001 |
Bera AK, Sosa-Escudero W, Yoon M. Tests for the error component model in the presence of local misspecification Journal of Econometrics. 101: 1-23. DOI: 10.1016/S0304-4076(00)00071-3 |
0.514 |
|
| 1999 |
Bera AK, Sharma SC. Estimating Production Uncertainty in Stochastic Frontier Production Function Models Journal of Productivity Analysis. 12: 187-210. DOI: 10.1023/A:1007828521773 |
0.351 |
|
| 1998 |
Higgins ML, Bera AK. A joint test for arch and bilinearity in the regression model Econometric Reviews. 7: 171-181. DOI: 10.1080/07474938808800151 |
0.511 |
|
| 1998 |
Bera AK, Newbold P. Checks of model adequacy for univariate time series models and their applications to econometric relationships: Comment Econometric Reviews. 7: 43-48. DOI: 10.1080/07474938808800139 |
0.303 |
|
| 1997 |
Bera AK, Higgins ML. ARCH and bilinearity as competing models for nonlinear dependence Journal of Business and Economic Statistics. 15: 43-50. DOI: 10.1080/07350015.1997.10524685 |
0.437 |
|
| 1996 |
Bera AK, Zuo XL. Specification test for a linear regression model with ARCH process Journal of Statistical Planning and Inference. 50: 283-308. DOI: 10.1016/0378-3758(95)00059-3 |
0.53 |
|
| 1996 |
Anselin L, Bera AK, Florax R, Yoon MJ. Simple diagnostic tests for spatial dependence Regional Science and Urban Economics. 26: 77-104. DOI: 10.1016/0166-0462(95)02111-6 |
0.457 |
|
| 1995 |
Bera AK, Ra S. A test for the presence of conditional heteroskedasticity within arch-m framework Econometric Reviews. 14: 473-485. DOI: 10.1080/07474939508800332 |
0.446 |
|
| 1995 |
Bera AK, Ng PT. Tests for normality using estimated score function Journal of Statistical Computation and Simulation. 52: 273-287. DOI: 10.1080/00949659508811678 |
0.474 |
|
| 1993 |
Bera AK, Lee S. Information matrix test parameter heterogeneity and arch a synthesis Review of Economic Studies. 60: 229-240. DOI: 10.2307/2297820 |
0.487 |
|
| 1993 |
Bera AK, Higgins ML. ARCH Models: Properties, Estimation and Testing Journal of Economic Surveys. 7: 305-366. DOI: 10.1111/J.1467-6419.1993.Tb00170.X |
0.396 |
|
| 1993 |
Bera AK, Yoon MJ. Specification testing with locally misspecified alternatives Econometric Theory. 9: 649-658. DOI: 10.1017/S0266466600008021 |
0.506 |
|
| 1992 |
Higgins ML, Bera AK. A Class of Nonlinear ARCH Models International Economic Review. 33: 137-158. DOI: 10.2307/2526988 |
0.413 |
|
| 1992 |
Bera AK, Higgins ML. A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS Journal of Time Series Analysis. 13: 501-519. DOI: 10.1111/J.1467-9892.1992.Tb00123.X |
0.465 |
|
| 1992 |
Bera AK, McAleer M, Pesaran MH, Yoon MJ. Joint Tests of Non-Nested Models and General Error Specifications Econometric Reviews. 11: 97-117. DOI: 10.1080/07474939208800223 |
0.479 |
|
| 1992 |
Bera AK, Higgins ML, Lee S. Interaction between autocorrelation and conditional heteroscedasticity: A random-coefficient approach Journal of Business and Economic Statistics. 10: 133-142. DOI: 10.1080/07350015.1992.10509893 |
0.437 |
|
| 1990 |
McAleer M, Bera AK, Hashem Pesaran M. Alternative approaches to testing non—nested models with auto correlated disturbances Communications in Statistics - Theory and Methods. 19: 3619-3644. DOI: 10.1080/03610929008830401 |
0.448 |
|
| 1989 |
Bera AK, Robinson PM. Tests for serial dependence and other specification analysis in models of markets in disequilibrium Journal of Business and Economic Statistics. 7: 343-352. DOI: 10.1080/07350015.1989.10509743 |
0.509 |
|
| 1988 |
Bera A, Bubnys E, Park H. Conditional Heteroscedasticity In The Market Model And Efficient Estimates Of Betas The Financial Review. 23: 201-214. DOI: 10.1111/J.1540-6288.1988.Tb00786.X |
0.34 |
|
| 1987 |
Jarque CM, Bera AK. A test for normality of observations and regression residuals International Statistical Review. 55: 163-172. DOI: 10.2307/1403192 |
0.503 |
|
| 1987 |
Park HY, Bera AK. Interest-Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages Real Estate Economics. 15: 79-97. DOI: 10.1111/1540-6229.00420 |
0.354 |
|
| 1987 |
Bera AK, McAleer M. On exact and asymptotic tests of non-nested models Statistics and Probability Letters. 5: 19-22. DOI: 10.1016/0167-7152(87)90020-4 |
0.484 |
|
| 1986 |
Bera AK, Mckenzie CR. Alternative forms and properties of the score test Journal of Applied Statistics. 13: 13-25. DOI: 10.1080/02664768600000002 |
0.465 |
|
| 1986 |
Bera AK, McKenzie CR. Tests for Normality with Stable Alternatives Journal of Statistical Computation and Simulation. 25: 37-52. DOI: 10.1080/00949658608810923 |
0.353 |
|
| 1986 |
Bera AK, Kannan S. An adjustment procedure for predicting systematic risk Journal of Applied Econometrics. 1: 317-332. DOI: 10.1002/Jae.3950010403 |
0.325 |
|
| 1985 |
Robinson P, Bera A, Jarque CM. Tests for Serial Dependence in Limited Dependent Variable Models International Economic Review. 26: 629-638. DOI: 10.2307/2526708 |
0.442 |
|
| 1984 |
Bera AK, Jarque CM, Lee L. Testing the Normality Assumption in Limited Dependent Variable Models International Economic Review. 25: 563-578. DOI: 10.2307/2526219 |
0.418 |
|
| 1983 |
Bera AK, John S. Tests for multivariate normality with Pearson alternatives Communications in Statistics-Theory and Methods. 12: 103-117. DOI: 10.1080/03610928308828444 |
0.492 |
|
| 1983 |
Bera AK, Byron R. A note on the effects of linear approximation on hypothesis testing Economics Letters. 12: 251-254. DOI: 10.1016/0165-1765(83)90045-9 |
0.422 |
|
| 1982 |
Bera AK, Jarque CM. Model specification tests. A simultaneous approach Journal of Econometrics. 20: 59-82. DOI: 10.1016/0304-4076(82)90103-8 |
0.524 |
|
| 1982 |
Bera AK. A note on testing demand homogeneity Journal of Econometrics. 18: 291-294. DOI: 10.1016/0304-4076(82)90044-6 |
0.505 |
|
| 1982 |
Bera AK. A new test for normality Economics Letters. 9: 263-268. DOI: 10.1016/0165-1765(82)90161-6 |
0.307 |
|
| 1982 |
Jarque CM, Bera AK. Efficient specification tests for limited dependent variable models Economics Letters. 9: 153-160. DOI: 10.1016/0165-1765(82)90007-6 |
0.457 |
|
| 1981 |
Bera AK, Jarque CM. Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Monte Carlo Evidence Economics Letters. 7: 313-318. DOI: 10.1016/0165-1765(81)90035-5 |
0.424 |
|
| 1981 |
Bera AK, Byron RP, Jarque CM. Further evidence on asymptotic tests for homogeneity and symmetry in large demand systems Economics Letters. 8: 101-105. DOI: 10.1016/0165-1765(81)90001-X |
0.483 |
|
| 1980 |
Jarque CM, Bera AK. Efficient tests for normality, homoscedasticity and serial independence of regression residuals Economics Letters. 6: 255-259. DOI: 10.1016/0165-1765(80)90024-5 |
0.468 |
|
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