Anil K. Bera
Statistics and Probability · 2000–2015
A researcher in the Science corpus: 7 papers; trusts 19 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 29 citations into it; #6,832 of 12,932 by trust here, #4,371 by citations
- Economics and Econometrics — 15 citations into it; #7,052 of 23,481 by trust here, #8,678 by citations
- Finance — 7 citations into it; #3,265 of 10,518 by trust here, #4,165 by citations
- Information Theory — 5 citations into it
Whom Anil K. Bera trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Philippe Huber
- Victor Chernozhukov
- Lars Peter Hansen
- Tim Bollerslev
- Art B. Owen
- James O. Berger
- A. Rényi
- Anthony Shorrocks
- Roger W. Koenker
- Amos Golan
Who trusts Anil K. Bera overall
- Nour Meddahi
- Annastiina Silvennoinen
- John Antonakis
- Eric Jondeau
- K. Herrmann
- C. Bontemps
- Timo Teräsvirta
- R. House
- Michael Rockinger
- S. Y. Park
Papers from Anil K. Bera's perspective
Ordered by how strongly the researchers Anil K. Bera trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Empirical Likelihood Ratio Confidence Regions
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- The behavior of maximum likelihood estimates under nonstandard conditions
- Regression Shrinkage and Selection via the Lasso
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Bayesian quantile regression
- The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables
- A Mathematical Theory of Communication
Their papers
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis (2002) — 96 citations
- Testing Constancy of Correlation and Other Specifications of the BGARCH Model with an Application to International Equity Returns (2002) — 135 citations
- Maximum entropy autoregressive conditional heteroskedasticity model (2009) — 227 citations
- Rao's score, Neyman's C(α) and Silvey's LM tests: an essay on historical developments and some new results (2001) — 143 citations
- Tests for the error component model in the presence of local misspecification (2001) — 93 citations
- Modeling Asymmetry and Excess Kurtosis in Stock Return Data (2000) — 117 citations
- Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression (2015) — 76 citations