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.

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.

• 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.

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., 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. 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., 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. 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. 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. 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., Anselin, L., Florax, R. and Yoon, M.J. (1996). 'Simple Diagnostic Tests for Spatial Dependence'. Regional Science and Urban Economics, 26, pp. 77–104.
•  
•  
•  
•  
• 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. and Higgins, M.L. (1993). 'ARCH Models: Properties, Estimation and Testing'. Journal of Economic Surveys, 7, pp. 305–366.
•  
•  
•  
• Bera, Anil K. and Higgins, M.L. (1992). 'A Class of Nonlinear ARCH Models'. International Economic Review, 33, pp. 137–158.
• 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.
•  
•  
•  
•  
•  
•  
•  
•  
• Jarque, C. M. and Bera, Anil K. (1987). 'Test for Normality of Observations and Regression Residuals'. International Statistical Review, 55, pp. 163–172.
•  
•  
•  
•  
•  
•  
•  
•  
• 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.
•  
•  
•  
•  
•  
•  
• Bera, Anil K. and Jarque, C.M. (1982). 'Model Specification Tests: A Simultaneous Approach'. Journal of Econometrics, 20, pp. 59–82.
•  
•  
•  
•  
•  
•