Anil K. Bera

Anil K. Bera (born 1955) is an 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.^[1][2][3]

Education and Career

Anil K. Bera was born in a remote village Paschimchak, West Bengal, India. He attended his village schools, Narendrapur Ramkrishna Mission College, and the Indian Statistical Institute, Calcutta and Delhi. Bera received a B.Sc. from Calcutta University in 1975 in Statistics (First Class), a master's degree from Indian Statistical Institute in 1977 in Econometrics and Planning (First Class), and a Ph.D. in 1983 from Australian National University (Phd Aspects of Econometric Modeling). He was also a CORE Fellow at the Université Catholique de Louvain, Belgium. Bera is named to the List of Teachers Rated as Excellent almost every semester he teaches. He received the Economics Graduate Students’ Organization (EGSO) Award for Excellence in Graduate Teaching eight times since 1989, the College of Commerce Alumni Association Outstanding Teaching Award for Graduate Teaching in 1991 and Honorable Mention of the Campus Award for Excellence in Graduate and Professional Teaching in 2005. He visits his hometown regularly, and is currently engaged in some development projects, such as building a Free Library and a Primary School building.^[1]

Academic honors

• Keynote Speaker, The 4th International Conference in Econometrics and Forecasting, Dongbei University of Finance and Economics, Dalian, China, July 2014.
• Keynote Speaker, The 3rd National Scientific Conference on Spatial Econometrics and Regional Economic Analysis, Lodz, Poland, June 2014.
• Keynote Speaker, The 2nd National Scientific Conference on Spatial Econometrics and Regional Economic Analysis, Lodz, Poland, June 2012.
• Keynote Speaker, Tsinghua International Conference in Econometrics, Beijing, China, May 2012.
• Invited Speaker, Advances in Econometrics Conference in Honor of Jerry Hausman, Louisiana State University, Baton Rouge, February 2012.
• Keynote Speaker, 12th International Symposium on Econometrics, Operations Research and Statistics, Denizli, Turkey, June 2011.
• Keynote Speaker, IVth World Conference of the Spatial Econometrics Association, Chicago, June 2010.
• Keynote Speaker, The 1st National Scientific Conference on Spatial Econometrics and Regional Economic Analysis, Lodz, Poland, June 2010.
• Fellow, Spatial Econometrics Association, 2007-current.
• Honorable Mention, Campus Award for Excellence in Graduate and Professional Teaching, 2005.
• Economics Graduate Students’ Organization (EGSO) Award for Excellence in Graduate Teaching: 2003, 2004, 2008.
• Lansdowne Visitor, University of Victoria, Canada, March 2000.
• Japan Society for the Promotion of Science (JSPS) Fellowship, 1995.
• College of Commerce Alumni Association Outstanding Teaching Award for Graduate Teaching, 1991.

Selected publications

Books

• Bera, Anil K., Ivliev, S. and Lillo, F. (2015) 'Financial Econometrics and Empirical Market Microstructure'. Springer International Publishing, 284 pages.
• Bera, Anil K. and Mukerjee R. (2001) 'Rao’s Score Test and Its Applications'. Journal of Statistical Planning and Inference, 97, 200 pages.

Papers

• Bera, Anil K. and Sen, M. (2014). 'The Improbable Nature of Implied Correlation Matrix of Spatial Autoregressive Model'. Regional Statistics, pp. 3–15.
• Bera, Anil K.; Galvo, A.; Wang, L. (2014). "On Testing the Equality of Mean and Quantile Effects". Journal of Econometric Methods. 3: 47–62. doi:10.1515/jem-2012-0003. 
• Bera, Anil K.; Ghosh, A.; Xiao, Z. (2014). "Testing Equality of Two Densities Using Neyman's Smooth Test" (PDF). Econometric Theory. 29: 419–446. 
• Bera, Anil K (2013). "ET Interview with Professor George Judge". Econometric Theory. 29: 153–186. doi:10.1017/s0266466612000242. 
• Bera, Anil K.; Sen, M.; Kao, Y. H. (2012). "A Hausman Test for Spatial Regression Model". Advances in Econometrics. 29: 547–559. doi:10.1108/S0731-9053(2012)0000029023. 
• Bera, Anil K., Ghosh, J.K. and Maiti, P. (2011). History of the Indian Statistical Institute – Numbers and Beyond (1931-1947), Science and Modern India: An Industrial History: 1784-1947, pp. 1013–1056.
• Bera, Anil K.; Montes-Rojas, G.; Sosa-Escudero, W. (2010). "General Specification Testing with Locally Misspecified Models". Econometric Theory. 26: 1838–1845. doi:10.1017/s0266466609990818. 
• Bera, Anil K.; Park, S. (2009). "Maximum Entropy Autoregressive Conditional Heteroskedastic (MEARCH) Models". Journal of Econometrics. 150: 219–230. 
• Bera, Anil K.; Montes-Rojas, G.; Sosa-Escudero, W. (2009). "Testing Under Local Misspecification and Artificial Regression". Economics Letters. 104: 66–68. doi:10.1016/j.econlet.2009.04.005. 
• Bera, Anil K.; Park, S. (2008). "Optimal Portfolio Diversification Using Maximum Entropy Principle". Econometric Review. 27: 484–512. doi:10.1080/07474930801960394. 
• Bera, Anil K.; Sosa-Escudero, W. (2008). "Tests for Unbalanced Error-Components Models Under Local Misspecification". The Stata Journal. 8: 68–78. 
• Bera, Anil K.; Bilias, Y.; Simlai, P. (2006). "Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics" (PDF). Econometric Theory. 1: 427–476. 
• Bera, Anil K. and Premaratne, G. (2005). 'A Test for Symmetry with Leptokurtic Financial Data'. Journal of Financial Econometrics, pp. 169–187.
• Bera, Anil K. and Park, S. (2004). Financial Data Analysis Using Maximum Entropy Approach, Proceedings of the International Statistical Conference, pp. 89–105.
• Bera, Anil K (2003). "ET Interview with Professor C. R. Rao" (PDF). Econometrics Theory. 19: 329–398. doi:10.1017/s0266466603192067. 
• Bera, Anil K., Sosa-Escudero, W. and Yoon, M. (2003). 'Test for Error Component Model in the Presence of Local Misspecification'. Recent Development in the Econometrics of Panel Data.
• Bera, Anil K.; Bilias, Y. (2002). "The MM, ME, ML, EL, EF and GMM Approaches to Estimation: A Synthesis" (PDF). Journal of Econometrics. 107: 51–86. doi:10.1016/s0304-4076(01)00113-0. 
• Bera, Anil K.; Kim, S. (2002). "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. 
• Bera, Anil K.; Suprayitno, T.; Premaratne, G. (2002). "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. 
• Bera, Anil K.; Pin, N.G. (2002). "Robust Tests for Heteroskedasticity and Autocorrelation in the Multiple Regression Model". Journal of the Indian Society of Probability and Statistics. 6: 78–96. 
• Bera, Anil K. and Ghosh, A. (2002). 'Neyman’s Smooth Test and Its Applications in Econometrics'. Handbook of Applied Econometrics and Statistical Inference, pp. 177–230.
• Bera, Anil K. and Mallick, N.C. (2002). 'Information Matrix Tests for the Composed Error Frontier Model'. Advances on Methodological and Applied Aspects of Probability and Statistics, pp. 575–596.
• Bera, Anil K. and Sosa-Escudero, W. (2001). 'Specification Tests for Linear Panel Data Models'. Stata Technical Bulletin, STB-61, pp. 18–21.
• Bera, Anil K.; Bilias, Y. (2001). "On Some Optimality Properties of Fisher-Rao Score Function in Testing and Estimation". Communications in Statistics, Theory and Method. 30: 1533–1559. doi:10.1081/STA-100105683. 
• Bera, Anil K.; Bilias, Y. (2001). "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. 
• Bera, Anil K.; Sosa-Escudero, W.; Yoon, M.J. (2001). "Tests for the Error Component Model in the Presence of Local Misspecification" (PDF). Journal of Econometrics. 101: 1–23. doi:10.1016/s0304-4076(00)00071-3. 
• Bera, Anil K. and Premaratne, G. (2001). 'General Hypothesis Testing'. A Companion to Theoretical Econometrics, pp. 38–61.
• Bera, Anil K. (2000). 'Hypothesis Testing in the 20th Century with a Special Reference to Testing with Misspecified Models'. Statistics for the 21st Century: Methodologies for Applications of the Future, pp. 33–92.
• Bera, Anil K.; Sharma, S. (1999). "Estimating Production Uncertainty in Stochastic Frontier Production Function Models" (PDF). Journal of Productivity Analysis. 12: 187–210. 
• Bera, Anil K.; Garcia, P.; Roh, J.S. (1998). "Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches" (PDF). Sankhyā. 59: 346–368. 
• Bera, Anil K. and Higgins, M.L. (1998). 'A Survey of ARCH Models'. Volatility: New Techniques for Pricing Derivatives and Managing Financial Portfolios, pp. 23–58.
• Bera, Anil K. and Anselin, L. (1998). 'Spatial Dependence in Linear Regression Models with an Introduction to Spatial Econometrics'. The Handbook of Applied Economic Statistics, pp. 237–289.
• Bera, Anil K., Ra, S. and Sarkar, N. (1998). Hypothesis Testing for Some Nonregular Cases in Econometrics, Econometrics: Theory and Practice, pp. 319–351.
• Bera, Anil K.; Higgins, M.L. (1997). "ARCH and Bilinearity as Competing Models for Nonlinear Dependence". Journal of Business and Economic Statistics. 15: 43–50. doi:10.1080/07350015.1997.10524685. 
• Bera, Anil K.; Newbold, P. (1998). "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. 
• Bera, Anil K.; Ra, S. (1997). "Testing for the Regression Coefficient Stability". Journal of Quantitative Economics. 13: 17–35. 
• Bera, Anil K., Anselin, L., Florax, R. and Yoon, M.J. (1996). 'Simple Diagnostic Tests for Spatial Dependence'. Regional Science and Urban Economics, 26, pp. 77–104.^[4]
• Bera, Anil K.; Higgins, M.L.; Lee, S. (1996). "Random Coefficient Formulation of Conditional Heteroskedasticity and Augmented ARCH Models". Sankhyā. 58: 199–220. JSTOR 25052946. 
• Bera, Anil K.; Zuo, X.L. (1996). "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. 
• Bera, Anil K.; Ng, P.T. (1995). "Tests for Normality Using Estimated Score Function". Journal of Statistical Computation and Simulation. 52: 273–287. doi:10.1080/00949659508811678. 
• Bera, Anil K.; Ra, S. (1995). "A Test for the Presence of Conditional Heteroskedasticity within ARCH M Framework". Econometric Reviews. 14: 473–485. doi:10.1080/07474939508800332. 
• Bera, Anil K. and Higgins, M.L. (1994). 'ARCH Models: Properties Estimation and Testing'. Survey in Econometrics, pp. 215–272.
• Bera, Anil K., Park, H. and Bubnys, E. (1993). The ARCH Effects and Efficient Estimation of Hedge Ratios for Stock Index Futures, Advances in Futures and Options Research, pp. 313–328.
• Bera, Anil K.; Lee, S. (1993). "Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis" (PDF). Review of Economic Studies. 60: 229–240. doi:10.2307/2297820. 
• Bera, Anil K.; Yoon, M. J. (1993). "Specification Testing with Locally Misspecified Alternatives". Econometric Theory. 9: 649–658. doi:10.1017/s0266466600008021. 
• Bera, Anil K.; Ozcam, A.; Judge, G.; Yancey, T. (1993). "Mean Square Error Comparison of Pretest and Other Estimators for Zellner's SURE Model". Journal of Quantitative Economics. 9: 41–52. 
• Bera, Anil K. and Higgins, M.L. (1993). 'ARCH Models: Properties, Estimation and Testing'. Journal of Economic Surveys, 7, pp. 305–366.^[5]
• Bera, Anil K.; Higgins, M.L.; Lee, S. (1992). "Interaction Between Autocorrelation and Autoregressive Conditional Heteroskedasticity: A Random Coefficient Approach". Journal of Business and Economic Statistics. 10: 133–142. doi:10.1080/07350015.1992.10509893. JSTOR 1391672. 
• Bera, Anil K.; Higgins, M.L. (1992). "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. 
• Bera, Anil K.; McAleer, M.; Pesaran, H.; Yoon, M. (1992). "Joint Tests of Non-Nested Models and General Error Specification". Econometric Reviews. 11: 97–117. doi:10.1080/07474939208800223. 
• Bera, Anil K. and Higgins, M.L. (1992). 'A Class of Nonlinear ARCH Models'. International Economic Review, 33, pp. 137–158.^[6]
• Bera, Anil K. and Machado, J. (1992). 'Bayesian Estimation of Systematic Risk Using Hierarchical and Nonnormal Priors'. Readings in Econometrics in Honor of George Judge, pp. 143–157.
• Bera, Anil K.; Ullah, A. (1991). "Rao's Score Test in Econometrics" (PDF). Journal of Quantitative Economics. 7: 189–220. 
• Bera, Anil K.; McAleer, M.; Pesaran, H. (1990). "Alternative Approaches to Testing Non-Nested Models with Autocorrelated Disturbances" (PDF). Communications in Statistics, Theory and Method. 19: 3619–3644. 
• Bera, Anil K.; Byron, R.P. (1990). "Linearised Estimation of Nonlinear Simultaneous Equation Systems" (PDF). Journal of Quantitative Economics. 6: 289–309. 
• Bera, Anil K.; Kelley, T. (1990). "Adoption of High Yielding Rice Varieties in Bangladesh: An Econometric Analysis" (PDF). Journal of Development Economics. 33: 263–285. doi:10.1016/0304-3878(90)90024-6. 
• Bera, Anil K.; McAleer, M. (1989). "Nested and Non-nested Procedures for Testing Linear and Log-Linear Regression Models". Sankhyā. 50: 212–224. JSTOR 25052588. 
• Bera, Anil K.; Robinson, P.M. (1989). "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. JSTOR 1391531. 
• Bera, Anil K.; Higgins, M.L. (1989). "A Joint Test for ARCH and Bilinearity in the Regression Model" (PDF). Econometric Reviews. 7: 171–181. 
• Bera, Anil K.; Bubnys, E.; Park, H.Y. (1988). "Conditional and Unconditional Heteroscedasticity in the Market Model" (PDF). Financial Review. 23: 203–214. doi:10.1111/j.1540-6288.1988.tb00786.x. 
• Jarque, C. M. and Bera, Anil K. (1987). 'Test for Normality of Observations and Regression Residuals'. International Statistical Review, 55, pp. 163–172.^[7]
• Bera, Anil K. and Park, H.Y. (1987). 'Interest Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages'. Journal of the American Real Estate & Urban Economics Association, 15, pp. 79–97.
• Bera, Anil K.; McAleer, M. (1987). "On Exact and Asymptotic Tests of Non-Nested Models". Statistics and Probability Letters. 5: 19–22. doi:10.1016/0167-7152(87)90020-4. 
• Bera, Anil K.; McKenzie, C. R. (1987). "Additivity and Separability of the Lagrange Multiplier, Likelihood Ratio and Wald Tests". Journal of Qualitative Economics. 3: 53–63. 
• Bera, Anil K.; Kannan, S. (1986). "An Adjustment Procedure for Predicting Systematic Risk" (PDF). Journal of Applied Econometrics. 1: 317–332. doi:10.1002/jae.3950010403. 
• Bera, Anil K.; McKenzie, C. R. (1986). "Testing Normality with Stable Alternatives" (PDF). Journal of Statistical Computation and Simulation. 25: 37–52. doi:10.1080/00949658608810923. 
• Bera, Anil K.; McKenzie, C. R. (1986). "Alternative Forms and Properties of the Score Test" (PDF). Journal of Applied Statistics. 13: 13–25. doi:10.1080/02664768600000002. 
• Bera, Anil K.; Robinson, P.M.; Jarque, C.M. (1985). "Tests for Serial Independence in Limited Dependent Variable Models" (PDF). International Economic Review. 26: 629–638. 
• Bera, Anil K (1984). "The Use of Linear Approximation to Nonlinear Regression Analysis". Sankhyā. 46: 285–290. JSTOR 25052353. 
• Bera, Anil K., Jarque, C.M. and Lee, L.F. (1984). Testing for the Normality Assumption in Limited Dependent Variable Models, International Economic Review, 25, pp. 563–578.^[8]
• Bera, Anil K.; Byron, R.P. (1983). "A Note on the Effects of Linear Approximation on Hypothesis Testing". Economics Letters. 12: 251–254. doi:10.1016/0165-1765(83)90045-9. 
• Bera, Anil K.; John, S. (1983). "Tests for Multivariate Normality with Pearson Alternatives". Communications in Statistics. A12: 103–117. doi:10.1080/03610928308828444. 
• Bera, Anil K.; Byron, R.P. (1983). "Least Squares Approximations to Unknown Regression Functions: A Comment". International Economic Review. 24: 255–260. JSTOR 2526127. 
• Bera, Anil K.; McAleer, M. (1983). "Some Exact Tests for Model Specification". Review of Economics and Statistics. 65: 351–354. doi:10.2307/1924505. JSTOR 1924505. 
• Bera, Anil K.; McAleer, M. (1983). "Model Specification Tests Against Non-Nested Alternatives: Comment" (PDF). Econometric Reviews. 2: 121–130. 
• Bera, Anil K.; Byron, R.P. (1983). "Linearised Estimation of Nonlinear Single Equation Functions". International Economic Review. 24: 237–248. JSTOR 2526125. 
• Bera, Anil K. and Jarque, C.M. (1982). 'Model Specification Tests: A Simultaneous Approach'. Journal of Econometrics, 20, pp. 59–82.^[9]
• Bera, Anil K (1982). "A New Test for Normality". Economics Letters. 9: 263–268. doi:10.1016/0165-1765(82)90161-6. 
• Bera, Anil K. and Jarque, C.M. (1982). 'Efficient Specification Tests for Limited Dependent Variable Models'. Economics Letters, 9, pp. 153–160.
• Bera, Anil K (1982). "A Note on Testing Demand Homogeneity". Journal of Econometrics. 18: 291–294. doi:10.1016/0304-4076(82)90044-6. 
• Bera, Anil K.; Byron, R.P.; Jarque, C.M. (1981). "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. 
• Bera, Anil K.; Jarque, C.M. (1981). "Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals: Some Monte Carlo Evidence". Economics Letters. 7: 313–318. doi:10.1016/0165-1765(81)90035-5. 
• Carlos, M.; Bera, Anil K. (1980). "Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals". Economics Letters. 1980: 255–259. 

References

External links

• University of Illinois at Urbana-Champaign: Bera, Anil K homepage (Accessed July 2011)