← All authors Anil K. Bera University of Illinois Urbana-Champaign (from arXiv:2603.22599, 2026) · ORCID · OpenAlex
65 papers in scope · 63 published · 3 on the econ.EM arXiv · 7,599 citations · h-index 22 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Philipp Otto Süleyman Taşpınar Osman Doğan Raffaele Mattera Bing Su Zhu Ke Fukang Zhu Fayçal Djebari Kahina Mehidi Khelifa Mazouz Wolfgang Schmid Andrea Bucci Matthias Eckardt Graziano Moramarco Yannis Bilias Igor Kheifets Giuseppe Cavaliere Pentti Saikkonen Matteo Barigozzi Mika Meitz Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 65)
working paper 2026 · arXiv
A matrix exponential approach to spatial panel data models: An application to carbon emissions
published 2025 · Econometrics and Statistics
working paper 2024 · arXiv
published 2024 · Journal of Economic Surveys · 9 citations · first circulated 2023
Testing Homoskedasticity in Spatial Panel Data Models
published 2024 · Econometrics and Statistics · 2 citations
To use, or not to use the spatial Durbin model? – that is the question
published 2023 · Spatial Economic Analysis · 40 citations · first circulated 2022
with Malabika Koley
A History of the Delta Method and Some New Results
published 2023 · Sankhya B · 13 citations
with Malabika Koley
Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets
published 2023 · Journal of risk and financial management · 2 citations
with Sangwhan Kim
A new test for non-linear hypotheses under distributional and local parametric misspecification
published 2022 · Studies in Nonlinear Dynamics and Econometrics · first circulated 2017
Spatial Market Inefficiency in Housing Market: A Spatial Quantile Regression Approach
published 2022 · The Journal of Real Estate Finance and Economics · 5 citations
with Jiyoung Chae
Testing for spatial dependence in a spatial autoregressive (SAR) model in the presence of endogenous regressors
published 2022 · Journal of Spatial Econometrics · 5 citations
with Malabika Koley
Fractile Graphical Analysis in Finance: A New Perspective with Applications
published 2022 · Journal of risk and financial management
with Aurobindo Ghosh
Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
published 2022 · Journal of Economics and Finance · 2 citations
with Christos Agiakloglou, Emmanouil Deligiannakis
Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models
published 2021 · Journal of Quantitative Economics · 2 citations
with Subhash C. Sharma
The Effect of Financial Neighborhood on Finance-Growth Nexus: A Spatial Econometric Perspective
published 2021 · Symposium on Experimental and Efficient Algorithms
no link
Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago*
published 2021 · Oxford Bulletin of Economics and Statistics · 26 citations · first circulated 2018
Bayesian estimation of stochastic tail index from high-frequency financial data
published 2020 · Empirical Economics · 2 citations
A Bayesian robust chi-squared test for testing simple hypotheses
published 2020 · Journal of Econometrics · 14 citations
Specification tests for spatial panel data models
published 2020 · Journal of Spatial Econometrics · 2 citations · first circulated 2017
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
published 2020 · Econometrics Journal · 1 citations
Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications
published 2019 · Journal of Econometric Methods · 8 citations · first circulated 2017
Local and global determinants of office rents in Istanbul
published 2019 · Journal of European real estate research · 13 citations
with Sinem Güler Kangallı Uyar
Testing Impact Measures in Spatial Autoregressive Models
published 2019 · International Regional Science Review · 22 citations
Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models
published 2018 · Spatial Economic Analysis · 14 citations · first circulated 2017
Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices
published 2018 · Journal of Econometric Methods · 6 citations
Robust LM tests for spatial dynamic panel data models
published 2018 · Regional Science and Urban Economics · 27 citations · first circulated 2017
Testing spatial regression models under nonregular conditions
published 2018 · Empirical Economics
with Sheena Yu-Hsien Kao
Simple tests for endogeneity of spatial weights matrices
published 2018 · Regional Science and Urban Economics · 16 citations · first circulated 2017
Simple tests for social interaction models with network structures
published 2017 · Spatial Economic Analysis · 13 citations
GMM gradient tests for spatial dynamic panel data models
published 2017 · Regional Science and Urban Economics · 25 citations
Spatial Dependence in Financial Data: Importance of the Weights Matrix
published 2016 · Arthaniti-Journal of Economic Theory and Practice · 2 citations
with Neslihan Fidan Keçeci
A new robust and most powerful test in the presence of local misspecification
published 2016 · Communication in Statistics-Theory and Methods · 3 citations
The Improbable Nature of the Implied Correlation Matrix from Spatial Regression Models
published 2014 · Regional Statistics · 5 citations
with Monalisa Sen
On Testing the Equality of Mean and Quantile Effects
published 2013 · Journal of Econometric Methods · 9 citations
GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
published 2010 · Econometric Theory · 22 citations
Testing under local misspecification and artificial regressions
published 2009 · Economics Letters · 11 citations
Maximum entropy autoregressive conditional heteroskedasticity model
published 2009 · Journal of Econometrics · 219 citations
with Sung Y. Park
Tests for Unbalanced Error-Components Models under Local Misspecification
published 2008 · The Stata Journal Promoting communications on statistics and Stata · 24 citations · first circulated 2002
THE ET INTERVIEW: PROFESSOR C.R. RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign
published 2003 · Econometric Theory · 13 citations
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
published 2002 · Journal of Empirical Finance · 144 citations · first circulated 2000
with Sangwhan Kim
ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
published 2001 · Communication in Statistics-Theory and Methods · 11 citations · first circulated 2000
Tests for the error component model in the presence of local misspecification
published 2001 · Journal of Econometrics · 89 citations · first circulated 1998
Specification tests for linear panel data models
published 2001 · Stata technical bulletin · 4 citations
no link
Estimating Production Uncertainty in Stochastic Frontier Production Function Models
published 1999 · Journal of Productivity Analysis · 79 citations
with Subhash C. Sharma
ARCH and Bilinearity as Competing Models for Nonlinear Dependence
published 1997 · Journal of Business and Economic Statistics · 62 citations
with Matthew Higgins
Specification test for a linear regression model with ARCH process
published 1996 · Journal of Statistical Planning and Inference · 13 citations
with Xiaochen Zuo
Simple diagnostic tests for spatial dependence
published 1996 · Regional Science and Urban Economics · 1840 citations
with Luc Anselin, Raymond J.G.M. Florax, Mann J. Yoon
A test for the presence of conditional heteroskedasticity within arch-m framework
published 1995 · Econometric Reviews · 17 citations
with Sungsup Ra
ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
published 1993 · Journal of Economic Surveys · 800 citations
with Matthew Higgins
Specification Testing with Locally Misspecified Alternatives
published 1993 · Econometric Theory · 179 citations
with Mann J. Yoon
Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis
published 1993 · The Review of Economic Studies · 25 citations · first circulated 1989
with Sangkyu Lee
A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
published 1992 · Journal of Time Series Analysis · 47 citations
with Matthew Higgins
Interaction Between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach
published 1992 · Journal of Business and Economic Statistics · 76 citations
with Matthew Higgins, Sangkyu Lee
A Class of Nonlinear Arch Models
published 1992 · International Economic Review · 415 citations
with Matthew Higgins
Joint tests of non-nested models and general error specifications
published 1992 · Econometric Reviews · 3 citations · first circulated 1989
Adoption of high yielding rice varieties in Bangladesh
published 1990 · Journal of Development Economics · 35 citations
with Timothy Kelley
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium
published 1989 · Journal of Business and Economic Statistics · 7 citations
with Peter M. Robinson
CONDITIONAL HETEROSCEDASTICITY IN THE MARKET MODEL AND EFFICIENT ESTIMATES OF BETAS
published 1988 · Financial Review · 49 citations
with Edward Leo Bubnys, Hun Park
A joint test for arch and bilinearity in the regression model
published 1988 · Econometric Reviews · 14 citations
with Matthew Higgins
A Test for Normality of Observations and Regression Residuals
published 1987 · International Statistical Review · 2971 citations
with Carlos M. Jarque
Interest‐Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages
published 1987 · Real Estate Economics · 37 citations
with Hun Y. Park
A note on the effects of linear approximation on hypothesis testing
published 1983 · Economics Letters · 3 citations
with Ray Byron, Â Ray Byron
Comment
published 1983 · Econometric Reviews · 2 citations
with Michael McAleer
A note on testing demand homogeneity
published 1982 · Journal of Econometrics · 6 citations
Further evidence on asymptotic tests for homogeneity and symmetry in large demand systems
published 1981 · Economics Letters · 94 citations
with R. P. Byron, Carlos M. Jarque
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