Anil K. Bera | Academic Influence

Anil K. Bera's AcademicInfluence.com Rankings

Anil K. Bera

Economics

#1649

World Rank

#1894

Historical Rank

economics Degrees

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Economics

Anil K. Bera's Degrees

PhD Economics University of California, Berkeley
Masters Economics University of California, Berkeley
Bachelors Economics Delhi University

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Why Is Anil K. Bera Influential?

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According to Wikipedia, Anil K. Bera is an Indian-American econometrician. He is Professor of Economics at University of Illinois at Urbana–Champaign's Department of Economics. He is most noted for his work with Carlos Jarque on the Jarque–Bera test.

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Anil K. Bera's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Efficient tests for normality, homoscedasticity and serial independence of regression residuals (1980) (3358)
A test for normality of observations and regression residuals (1987) (2875)
Simple diagnostic tests for spatial dependence (1996) (1708)
Spatial Dependence in Linear Regression Models with an Introduction to Spatial Econometrics (1995) (1359)
On ARCH Models: Properties, Estimation and Testing (1993) (856)
Efficient tests for normality, homoscedasticity and serial independence of regression residuals: Monte Carlo Evidence (1981) (558)
A Class of Nonlinear ARCH Models (1992) (420)
Model specification tests: A simultaneous approach☆ (1982) (303)
An efficient large-sample test for normality of observations and regression residuals (1981) (216)
Testing the Normality Assumption in Limited Dependent Variable Models (1984) (205)
Maximum entropy autoregressive conditional heteroskedasticity model (2009) (204)
Specification Testing with Locally Misspecified Alternatives (1993) (158)
Optimal Portfolio Diversification Using the Maximum Entropy Principle (2008) (153)
Structure of the Flavivirus Helicase: Implications for Catalytic Activity, Protein Interactions, and Proteolytic Processing (2005) (153)
Rao's score, Neyman's C(α) and Silvey's LM tests: an essay on historical developments and some new results (2001) (141)
Testing Constancy of Correlation and Other Specifications of the BGARCH Model with an Application to International Equity Returns (2002) (136)
Robust deep learning based protein sequence design using ProteinMPNN (2022) (119)
Modeling Asymmetry and Excess Kurtosis in Stock Return Data (2000) (113)
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches (1997) (102)
Tests for the error component model in the presence of local misspecification (2001) (99)
Functional Characterization of cis and trans Activity of the Flavivirus NS2B-NS3 Protease* (2007) (94)
Further evidence on asymptotic tests for homogeneity and symmetry in large demand systems (1981) (92)
Estimating Production Uncertainty in Stochastic Frontier Production Function Models (1999) (91)
The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis (2002) (88)
In vitro protein folding by ribosomes from Escherichia coli, wheat germ and rat liver: the role of the 50S particle and its 23S rRNA. (1996) (85)
Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach (1992) (78)
A genetic overhaul of Saccharomyces cerevisiae 424A(LNH-ST) to improve xylose fermentation (2011) (72)
Tests for multivariate normality with Pearson alternatives (1983) (71)
A Test for Symmetry with Leptokurtic Financial Data (2005) (70)
ARCH and Bilinearity as Competing Models for Nonlinear Dependence (1997) (68)
CONDITIONAL HETEROSCEDASTICITY IN THE MARKET MODEL AND EFFICIENT ESTIMATES OF BETAS (1988) (60)
A Test for Normality of Observations and (1987) (60)
Establishment of l-arabinose fermentation in glucose/xylose co-fermenting recombinant Saccharomyces cerevisiae 424A(LNH-ST) by genetic engineering (2010) (58)
Detection of Orf Virus from an Outbreak in Goats and Its Genetic Relation with Other Parapoxviruses (2006) (55)
Alternative forms and properties of the score test (1986) (53)
A test for conditional heteroskedasticity in time series models (1992) (52)
Dual Role for the Glutamine Phosphoribosylpyrophosphate Amidotransferase Ammonia Channel (2000) (51)
Tests for Unbalanced Error-Components Models under Local Misspecification (2008) (46)
Information matrix test, parameter heterogeneity and arch : A synthesis (1993) (44)
Interest-Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages (1987) (43)
Adoption of high yielding rice varieties in Bangladesh: An econometric analysis (1990) (40)
Refolding of denatured lactate dehydrogenase by Escherichia coli ribosomes. (1994) (40)
Functional Dissection of the Bacillus subtilis pur Operator Site (2003) (39)
Neyman's Smooth Test and its Applications in Econometrics (2001) (38)
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression (2015) (37)
Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics (2005) (35)
Nested and non-nested procedures for testing linear and log-linear regression models (1985) (31)
Unfolding and conformational studies on bovine adrenodoxin probed by engineered intrinsic tryptophan fluorescence. (2002) (29)
Spatial Regression : The Curious Case of Negative Spatial Dependence (2013) (29)
Least Squares Approximations to Unknown Regression Functions: A Comment (1983) (28)
Host Competence and Helicase Activity Differences Exhibited by West Nile Viral Variants Expressing NS3-249 Amino Acid Polymorphisms (2014) (24)
A test for the presence of conditional heteroskedasticity within ARCH-M framework (1995) (23)
Rao's Score Test in Econometrics (1991) (23)
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS (2013) (22)
An adjustment procedure for predicting systematic risk (1986) (22)
Interdomain Signaling in Glutamine Phosphoribosylpyrophosphate Amidotransferase* (1999) (21)
On some heteroskedasticity-robust estimators of variance–covariance matrix of the least-squares estimators (2002) (20)
ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION (2001) (20)
Robust LM Tests for Spatial Dynamic Panel Data Models (2018) (20)
The risk properties of a pre-test estimator for Zellner's seemingly unrelated regression model (1990) (19)
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY (2015) (19)
GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS (2010) (19)
GMM Gradient Tests for Spatial Dynamic Panel Data Models (2017) (18)
Efficient specification tests for limited dependent variable models (1982) (18)
Hypothesis Testing in the 20th Century with a Special Reference to Testing with Misspecified Models (1999) (17)
Refolding of denatured restriction endonucleases with ribosomal preparations from Methanosarcina barkeri. (1994) (16)
Adjusting the tests for skewness and kurtosis for distributional misspecifications (2001) (16)
On the formulation of a general structure for conditional heteroskedasticity (1989) (15)
GroEL-assisted refolding of adrenodoxin during chemical cluster insertion. (2001) (15)
Optimal Portfolio Diversification Using Maximum Entropy Principle 1 (2008) (14)
Alternative approaches to testing non-nested models with autocorrelated disturbances (1990) (14)
Specification test for a linear regression model with ARCH process (1993) (14)
On Testing the Equality of Mean and Quantile Effects (2013) (14)
Simple Tests for Endogeneity of Spatial Weights Matrices (2018) (13)
Molecular Insight into TdfH-Mediated Zinc Piracy from Human Calprotectin by Neisseria gonorrhoeae (2020) (13)
Testing under local misspecification and artificial regressions (2009) (13)
Financial econometrics and empirical market microstructure (2015) (13)
Tests for normality with stable alternatives (1986) (13)
Temperature-Dependent Function of the Glutamine Phosphoribosylpyrophosphate Amidotransferase Ammonia Channel and Coupling with Glycinamide Ribonucleotide Synthetase in a Hyperthermophile (2000) (13)
Testing Spatial Autoregressive Model and a Formulation of Spatial ARCH (SARCH) Model with Applications (2004) (13)
Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression (2010) (12)
Linearized Estimation of Nonlinear Single Equation Functions (1983) (11)
Tests for serial independence in limited dependent variable models (1985) (11)
A joint test for arch and bilinearity in the regression model (1998) (11)
De novo design of transmembrane beta-barrels (2021) (10)
Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications (2019) (10)
A step toward understanding the folding mechanism of bovine adrenodoxin. (1999) (9)
Additivity and separability of the Lagrange multiplier, likelihood ratio and Wald tests (1985) (9)
Protein folding by ribosome and its RNA (1994) (9)
Simple tests for social interaction models with network structures (2018) (9)
Testing Impact Measures in Spatial Autoregressive Models (2020) (8)
Specification testing with misspecified alternatives / 1991:123 (1991) (8)
Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models (2019) (8)
General Hypothesis Testing (2007) (7)
Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago (2019) (7)
Analysis of the five-factor asset pricing model with wavelet multiscaling approach (2020) (7)
GroEL-assisted and -unassisted refolding of mature and precursor adrenodoxin: the role of the precursor sequence. (1999) (7)
Tests for normality using estimated score function (1995) (6)
Specification tests for linear panel data models (2001) (6)
THE ET INTERVIEW: PROFESSOR C.R. RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign (2003) (6)
A Bayesian robust chi-squared test for testing simple hypotheses (2020) (6)
Some Exact Tests for Model Specification (1983) (6)
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium (1989) (6)
A note on testing demand homogeneity (1982) (6)
Robust tests for Heteroskedasticity and Autocorrelation Using Score Function (1992) (5)
A new test for normality (1982) (5)
Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices (2018) (5)
An efficient large-sample test for normality and homoscedasticity of regression residuals (1981) (5)
Simple diagnostic tests for spatial dependence / 1993:103 (1993) (5)
A class of nonlinear arch models : properties, testing and applications / 1554 (1989) (5)
THE ET INTERVIEW: PROFESSOR C.R. RAO (2002) (4)
Smooth Test for Density Forecast Evaluation (2005) (4)
Model specification tests against non-nested alternatives : comment (1982) (4)
The improbable nature of the implied correlation matrix from spatial regression models (2014) (4)
Density forecast evaluation for dependent financial data: Theory and applications (2015) (4)
A Test for Asymmetry with Leptokurtic Financial Data (2001) (3)
A note on the effects of linear approximation on hypothesis testing (1983) (3)
Information Matrix Tests for the Composed Error Frontier Model (1999) (3)
On exact and asymptotic tests of non-nested models (1987) (3)
Tests for serial difference in limited dependent variable models (1985) (3)
The use of linear approximation to nonlinear regression analysis (1981) (3)
BINDING AND CONFORMATION OF DENATURED HORSERADISH PEROXIDASE DURING E. COLI RIBOSOME MEDIATED FOLDING (1999) (3)
Local and global determinants of office rents in Istanbul (2019) (3)
Tests for Normality Based on the Quantile-mean Covariance (2016) (3)
A Hausman Test for Spatial Regression Model (2012) (2)
TdfH selectively binds metal-loaded tetrameric calprotectin for zinc import (2022) (2)
Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications (2019) (2)
Checks of model adequacy for univariate time series models and their applications to econometric relationships: Comment (1998) (2)
Hallucinating protein assemblies (2022) (2)
Immunohistochemical detection of New Castle Disease virus antigen in proventriculus of persistently infected broilers (2004) (2)
Spatial Dependence in Financial Data: Importance of the Weights Matrix (2016) (2)
Asymptotic Variance of Test Statistics in the ML and QML Frameworks (2019) (2)
A new robust and most powerful test in the presence of local misspecification (2017) (2)
Neyman's smooth test and its use in econometrics (2001) (2)
FRACTILE GRAPHICAL ANALYSIS AND NON-PARAMETRIC REGRESSION IN A NEW PERSPECTIVE (2006) (2)
Heteroskedasticity Consistent Covariance Matrix Estimators for Spatial Autoregressive Models (2018) (1)
Information theoretic approaches to income density estimation with an application to the U.S. income data (2018) (1)
Specification Testing for Panel Spatial Models * (2011) (1)
Aspects of econometric modelling (1982) (1)
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses (2020) (1)
Joint Test Of Non-Nested Models And General Erro Specifications (1989) (1)
Smooth Test of Density Forecast Evaluation with Independent and Serially Dependent Data (2004) (1)
GMM Based Tests for Locally Misspecified Models (2006) (1)
Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models (2021) (1)
Maximum Entropy Income Densities (MEIDs) with an Application to the U.S. Personal Income Data (2007) (1)
Spatial Market Inefficiency in Housing Market: A Spatial Quantile Regression Approach (2022) (1)
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES (2004) (1)
A scalar measure of volatility and dependence for the financial markets ∗ (2005) (1)
Conditional and unconditional heteroscedasticity in the market model (1986) (1)
Testing skewness, kurtosis and normality under parameter uncertainty for time series data (2021) (0)
Testing for spatial dependence in a spatial autoregressive (SAR) model in the presence of endogenous regressors (2022) (0)
On some heteroskedasticity-robust estimators of variance-covariance matrix / 1993:105 (1993) (0)
998 Lukacs Symposium Abstracts Categorical Data Analysis in the Twenty--rst Century Asymptotic Theory for Random Permutations with Applications to Genetics Start-up Demonstration Testing and Applications (2007) (0)
Which Quantile is the Most Informative ? Maximum Entropy Quantile Regression ∗ (2009) (0)
Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches / BEBR 92-0140 (1992) (0)
Specification tests for spatial panel data models (2017) (0)
Institutional Knowledge at Singapore Management University A Formal Test of Density Forecast Evaluation (2019) (0)
Digitized by the Internet Archive in 2011 with Funding from Conditional Extremes and Near-extremes Conditional Extremes and Near-extremes Conditional Extremes and Near-extremes Discussions and from Whom I Learned a Great Deal; and Also Friends (2011) (0)
Bayesian Inference for Spatial Stochastic Volatility Models ∗ (2019) (0)
Bayesian estimation of stochastic tail index from high-frequency financial data (2020) (0)
THE ET INTERVIEW: PROFESSOR GEORGE JUDGE (2013) (0)
LM Tests for Non-Linear Hypotheses Under Distributional and Local Parametric Misspecifications (2019) (0)
Fractile Graphical Analysis in Finance: A New Perspective with Applications (2022) (0)
Econometric Theory MS #2412 General Specification Testing with Locally Misspecified Models (2017) (0)
Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets (2023) (0)
“ A Flexible Model for Spatial Volatility with an Application to the Chicago Metropolitan Housing Market (2019) (0)
A note on the arch effects in hedge ratio estimation : stock index futures (1986) (0)
A large sample normality test (1993) (0)
Neyman's smooth test and its use in statistics and Econometrics (2001) (0)
Rao's score test in econometrics / 1991:132 (1991) (0)
Testing Skewness and Kurtosis Under Distributional Misspecification (2017) (0)
FRACTILES ON QUANTILE REGRESSION WITH APPLICATIONS (2011) (0)
To Use, or Not to Use the Spatial Durbin Model? – that is the Question (2022) (0)
Glimpses from the Life and Work of Dr. C.R. Rao: A Living Legend in Statistics (2021) (0)
Density Forecast Evaluation for Dependent Data (2014) (0)
Robust tests for heteroskedasticity and autocorrelation in the multiple regression model: Working paper series--02-05 (2002) (0)
Asymptotic Distribution of Test Statistics: The Estimating Equation Approach and the Delta Method (2017) (0)
Testing spatial regression models under nonregular conditions (2018) (0)
Molecular Insight into TdfH-Mediated Zinc Piracy from Human Calprotectin by <named-content content-type='genus-species'>Neisseria gonorrhoeae</named-content> (2020) (0)
HRAS G12S in complex with GDP (2020) (0)
Crystal Structure of the PurR complexed with cPRPP (2003) (0)
Crystal structure of KRAS A146T-GDP demonstrating open switch 1 conformation (2019) (0)
Crystal structure of beta sheet heterodimer LHD29 (2021) (0)
Crystal structure of human KRAS P34R mutant in complex with GNP and Phosphate (2020) (0)
Crystal structure of the human tyrosine receptor phosphate gamma in complex with vanadate (2006) (0)
Crystal structure of human KRAS P34R mutant in complex with GNP (2020) (0)
Crystal structure of protein APE2225 from Aeropyrum pernix K1, Pfam COXG (2006) (0)
Sequence alignment of NS3-235–282 and helicase structure. (2014) (0)
Histone deacetylases complex with peptide macrocycles (2021) (0)
Genetic and geographic distribution of NS3-249 polymorphisms (2014) (0)
GDP-bound KRAS P34R mutant (2020) (0)
crystal structure of yellow fever virus NS3 helicase complexed with ADP (2005) (0)
Crystal structure of KRAS V14I-GDP demonstrating open switch 1 conformation - Form 1 (2019) (0)
Crystal structure of putative transferase from Campylobacter jejuni subsp. jejuni NCTC 11168 (2006) (0)
Crystal structure of human KRAS A59G mutant in complex with GCP (2018) (0)
Structural basis of impaired hydrolysis in KRAS Q61H mutant (2020) (0)
Crystal structure of KRAS V14I-GDP demonstrating disorder switch 1 conformation - Form 2 (2019) (0)
Phylogenetic analyses of genomic WNV strains. (2014) (0)
Antimicrobial resistance (AMR): Differential drivers across the ecosystem (2020) (0)
KRAS P34R mutant structure in complex with GTP analogue (2020) (0)
Fatty liver in Garole sheep (2004) (0)
Crystal structure of yellow fever virus NS3 helicase (2005) (0)
Specification tests for spatial panel data models (2020) (0)
Linearised estimation of nonlinear simultaneous equation system (1981) (0)
A History of the Delta Method and Some New Results (2023) (0)
Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation (2022) (0)
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model (1991) (0)
Tests for general error specifications and non-nested models : a simultaneous approach / 1991:136 (1991) (0)
Information theoretic approaches to income density estimation with an application to the U.S. income data (2018) (0)
Testing spatial regression models under nonregular conditions (2018) (0)
A new test for non-linear hypotheses under distributional and local parametric misspecification (2022) (0)
ESTIMATION OF SYSTEMATIC RISK USING BAYESIAN ANALYSIS WITH HIERARCHICAL AND NON-NORMAL PRIORS (1990) (0)

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