Overview
Anil K. Bera is an econometrician (University of Illinois at Urbana-Champaign) known for specification and diagnostic testing — the Jarque–Bera normality test, surveys of Rao's score (Lagrange multiplier) test, and the Bera–Yoon adjustment for testing in the presence of locally misspecified alternatives.
Key Contributions / Features
- Bera–Yoon (1993) adjustment: a modified LM/score test that recenters the score and adjusts its variance to remain valid when a nuisance parameter is locally misspecified — the engine behind the robust spatial tests of Anselin-Bera-Florax-Yoon (1996).
- Jarque–Bera test: LM test for normality based on sample skewness and kurtosis.
- Expository work on Rao's score test in econometrics (Bera–Ullah 1991).
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