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
Taşpӏnar, 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. https://doi.org/10.1111/obes.12425
Arbia, G., Bera, A. K., Doğan, O., & Taşpınar, S. (2020). Testing Impact Measures in Spatial Autoregressive Models. International Regional Science Review, 43(1-2), 40-75. https://doi.org/10.1177/0160017619826264
Bera, A. K., Uyar, U., & Kangalli Uyar, S. G. (2020). Analysis of the five-factor asset pricing model with wavelet multiscaling approach. Quarterly Review of Economics and Finance, 76, 414-423. https://doi.org/10.1016/j.qref.2019.09.014