1980 …2019
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Misspecification Mathematics
Testing Mathematics
Autoregressive Conditional Heteroscedasticity Mathematics
Econometrics Mathematics
Alternatives Mathematics
Test Statistic Mathematics
Linear Regression Model Mathematics
Normality Mathematics

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Research Output 1980 2019

Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications

Bera, A. K., Bilias, Y., Yoon, M. J., Taşplnar, S. & Doǧan, O., Jan 1 2019, (Accepted/In press) In : Journal of Econometric Methods. 20170022.

Research output: Contribution to journalArticle

Rao's Score Test
Probability density function

Analysis of the five-factor asset pricing model with wavelet multiscaling approach

Bera, A. K., Uyar, U. & Kangalli Uyar, S. G., Jan 1 2019, (Accepted/In press) In : Quarterly Review of Economics and Finance.

Research output: Contribution to journalArticle

Asset pricing models
Risk factors
Time scales

Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models

Taşpınar, S., Doğan, O. & Bera, A. K., Apr 3 2019, In : Spatial Economic Analysis. 14, 2, p. 241-268 28 p.

Research output: Contribution to journalArticle

Spatial Model
Autoregressive Model
Covariance matrix

Local and global determinants of office rents in Istanbul: The mixed geographically weighted regression approach

Bera, A. K. & Kangalli Uyar, S. G., Aug 8 2019, In : Journal of European Real Estate Research. 12, 2, p. 227-249 23 p.

Research output: Contribution to journalArticle

Geographically weighted regression
Office markets
Design methodology
Statistical significance

Robust LM tests for spatial dynamic panel data models

Bera, A. K., Doğan, O., Taşpınar, S. & Leiluo, Y., May 2019, In : Regional Science and Urban Economics. 76, p. 47-66 20 p.

Research output: Contribution to journalArticle

panel data