Anil K. Bera

• A large sample normality test
• A note on the arch effects in hedge ratio estimation
• A test for conditional heteroskedasticity in time series models
• Additivity and separability of the Lagrange multiplier, likelihood ratio and Wald tests
• Adoption of high yielding rice varieties in Bangladesh
• Alternative forms and properties of the score test
• An adjustment procedure for predicting systematic risk
• Arch and bilinearity as competing models for nonlinear dependence
• Conditional and unconditional heteroscedasticity in the market model
• Estimation of systematic risk using Bayesian analysis with hierarchical and non-normal priors
• Estimation of time-varying hedge ratios for corn and soybeans
• Financial Econometrics and Empirical Market Microstructure