Contact Information
225E DKH
1407 W Gregory Dr
M/C 707
Urbana, IL 61801
Research Areas
Additional Campus Affiliations
Professor, Finance
Professor, Agricultural and Consumer Economics
Professor, Statistics
Recent Publications
Bera, A. K., Doğan, O., & Taşpınar, S. (2021). Asymptotic Variance of Test Statistics in the ML and QML Frameworks. Journal of Statistical Theory and Practice, 15(1), [2]. https://doi.org/10.1007/s42519-020-00137-0
Bera, A. K., Galvao, A. F., & Wang, L. (2021). On testing the equality of mean and quantile effects. Journal of Econometric Methods, 3(1), 47-62. https://doi.org/10.1515/jem-2012-0003
Bera, A., Montes-Rojas, G., Sosa-Escudero, W., & Alejo, J. (2021). Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses. Econometrics Journal, 24(1), 41-57. https://doi.org/10.1093/ectj/utaa010
Doğan, O., Taşpınar, S., & Bera, A. K. (2021). A Bayesian robust chi-squared test for testing simple hypotheses. Journal of Econometrics, 222(2), 933-958. https://doi.org/10.1016/j.jeconom.2020.07.046
Taşpınar, S., DoĞan, O., Chae, J., & Bera, A. K. (Accepted/In press). Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago*. Oxford Bulletin of Economics and Statistics, 83(5), 1243-1272. https://doi.org/10.1111/obes.12425