Anil K. Bera

2021-09-03T16:29:48Z

103.27.2.127:

{{Use dmy dates|date=June 2018}}
{{Use Indian English|date=June 2018}}
{{Infobox scientist
| name = Anil K. Bera
| image = File:Anil Bera image.png
| image_size = 225px
| birth_date = 1955
| birth_place = [[West Bengal]], [[India]]
| nationality = [[United States]]
| field = [[Economics]]
| work_institution = [[University of Illinois at Urbana-Champaign]] 1991-present [[American Statistical Association]] 1996-1998 [[Econometric Society]] since 1979
| alma_mater = [[Calcutta University]] (B.Sc.) [[Indian Statistical Institute]] (Master) [[Australian National University]] (Ph.D.)
| known_for = [[Jarque-Bera test]]
| prizes =
| religion =
| footnotes =
}}
'''Anil K. Bera''' (born 1955) is an Indian econometrician. He is Professor of Economics at [[University of Illinois at Urbana–Champaign|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]].<ref>{{cite journal | last1 = Bera | first1 = Anil K | year = 2003 | title = The ET interview: Professor C.R. RAO: Interviewed by Anil K. Bera, University of Illinois at Urbana-Champaign | journal = Econometric Theory | volume = 19 | issue = 2| pages = 331–400 | doi=10.1017/s0266466603192067| s2cid = 122667666 }}</ref>

==Early life==
Anil K. Bera was born in a remote village Paschimchak, [[West Bengal]], India. His father was a doctor who charged no formal fees from his patients and relied on voluntary contributions. Bera was living with his seven brothers and two sisters at that time. His mother never went to school but she appreciated and understood the importance of education. She always made sure that Bera never missed a day of school or arrived late.

==Education and career==
Bera attended his village schools, Narendrapur Ramkrishna Mission Residential College, and the [[Indian Statistical Institute]], Calcutta and Delhi. In 1971, he was admitted to Ramkrishna Mission Residential College, Narendrapur in 1971 to do an Honors in Statistics with Physics and Mathematics as auxiliary subjects.
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. Established and running a Free Learning Center for needy children in village Paschimchak (West Midnapore, India) under A. Bera Center for Development and Education (ABCDE), since January 2020. ABCDE now has 80 students and 10 teachers.

== Academic honors ==
*Keynote Speaker, International Conference on Empirical Economics and Social Sciences (ICEESS), December 12 – 13, 2020, Bandırma Onyedi Eylül University, Turkey.

*Diamond Jubilee Commemorative Webinar Lecture, RKMR College, October 16 2020, Narendrapur India.

*Keynote Speaker, International Seminar on Contemporary Issues of Development in the Backward Region of India, February 17 – 18, 2020, Department of Economics, Vidyasagar University, Midnapore, India.
*Public Lecture, 6th Professor Suresh Tendulkar Memorial Lecture, January 29, Symbiosis School of Economics (SSE), Pune, India.
*Invited speaker, International Conference on Strategic Management, Decision Theory and Data Science, January 4 – 6, 2020, Council of Scientific and Industrial Research (CSIR), Glass and Ceramic Research Institute, Calcutta, India.
*Keynote Speaker, International Conference on Recent Applications of Econometrics in Business and Social Sciences, January 13, 2020, Department of Economics, Pingla College, West Bengal, India
*Invited speaker, Special Session on Spatial Statistics, 2019 International Indian Statistical Association (IISA) Conference, December 26 – 30, 2019, Indian Institute of Technology (IIT), Bombay, India.
*Invited speaker, C.R. Rao Honorary Session, 2019 International Indian Statistical Association (IISA) Conference, December 26 – 30, 2019, Indian Institute of Technology (IIT), Bombay, India.
*Public Lecture, Professor T.D. Dwivedi Memorial Lecture, Department of Statistics, Concordia University, Canada, October 2019.
*Invited speaker, 4th workshop on Goodness-of-Fit, Change-Point and Related Problems(GOFCP2019), University of Trento, Italy, September 2019,.
*Keynote speaker, Workshop RED in Mexico: Challenges of a New Era, Universidad Panamericana and CIDE – RC, Aguascalientes, AGS, Mexico, June 2019.
*Keynote speaker, The 5th National Scientific Conference on Spatial Econometrics and Regional Economic Analysis, Lodz, Poland, June 2018.
*Invited speaker, International Conference in Statistics and Probability to Commemorate 125th birth Anniversary of Prasanta Chandra Mahalanobis (PCM 125), Indian Statistical Institute, Kolkata, India, January 2018.
*Keynote speaker, The XVIII International Symposium on Econometrics Operations Research and Statistics, Black Sea Technical University, Trabzon, Turkey, October, 2017.
*Invited speaker, The World Conference of the Spatial Econometrics Association, Singapore Management University (SMU), Singapore, June, 2017.
*Keynote speaker, International Conference on Econometrics, Turkish Economic Association, Bodrum, Turkey, October 2016.
*Keynote speaker, European Real Estate Society (ERES) 22nd Annual Conference, Istanbul, Turkey, June 2015.
*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 Award for Excellence in Graduate Teaching: 2003, 2004, 2008.
*Lansdowne Visitor, University of Victoria, Canada, March 2000.
*Japan Society for the Promotion of Science Fellowship, 1995.
*College of Commerce Alumni Association Outstanding Teaching Award for Graduate Teaching, 1991.

== Selected publications ==
'''Books'''
*Bera, Anil K., Ivliev, S. and Lillo, F. (2015) '[https://www.springer.com/us/book/9783319099453 Financial Econometrics and Empirical Market Microstructure]'. ''Springer International Publishing'', 284 pages.
*Bera, Anil K. and Mukerjee, R. (2001) '[https://sites.google.com/site/anilkbera/publications Rao’s Score Test and Its Applications]'. ''Journal of Statistical Planning and Inference'', 97, 200 pages.

'''Papers'''

* Bera, Anil K; ''Taspinar'', S.; Dogan, O. ; & Chae, J. "[https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3104611 Bayesian Inference in Spatial Stochastic Volatility Models with an Application to House Price Returns in Chicago]”, ''Oxford Bulletin of Statistics & Economics, 2021,'' forthcoming

* Bera, Anil K; ''Taspinar'', S.; & Dogan, O. “[https://www.sciencedirect.com/science/article/pii/S0304407620303018 A Bayesian Robust Chi-squared Test for Testing Simple Hypotheses]” '', Journal of Econometrics'', 2021, forthcoming.

* Bera, Anil K; ''Taspinar'', S.; & Dogan, O. “[https://link.springer.com/article/10.1007/s42519-020-00137-0 Asymptotic Variance of Test Statistics in the ML and QML Frame works]” , ''Journal of Statistical Theory and Practice'', 2021, forthcoming.

* Doğan, O., Taşpınar, S. & Bera, A.K. “[https://link.springer.com/article/10.1007/s00181-020-01969-2 Bayesian Estimation of Stochastic Tail Index from High-Frequency Financial Data]” , ''Empirical Economics'', 2021, forthcoming.

*

* Bera, A. K.; & Ghosh, P. (2020). “[https://bhavana.org.in/glimpses-from-the-life-and-work-of-dr-c-r-rao/ Glimpses from the Life and Work of Dr. C.R. Rao: A Living Legend in Statistics]” , Bhāvanā The Mathematics Magazine, 2020, 4, pp. 1-11. Also reprinted in ''Centennial Volume of C.R. Rao'', Indian Statistical Institute and in ''A Tribute to the Legend of Professor C.R. Rao'', Chapter 7, 2020, Springer Nature.

* Montes – Rojas, G.; Bera, A. K.; Sosa – Escudero, W. ; & Alego, J. (2020). "[https://academic.oup.com/ectj/advance-article/doi/10.1093/ectj/utaa010/5835215 Tests for Nonlinear Restrictions under Local Misspecifications with an Application to Testing Rational Expectation Hypothesis]” , ''The Econometrics Journal''

* Arbia, G.; Bera, A. K.; Doğan, O.; & Taşpınar, S. (2020). [[doi:10.1177/0160017619826264|"Testing Impact Measures in Spatial Autoregressive Models"]], ''International Regional Science Review'', ''43''(1–2), 40–75.

* Bera, Anil K.; Billas, Y.; Dogan, O.; Taspinar, S.; & Yoon, M. (2020). [https://ssrn.com/abstract=3074781 “Adjustment of Rao’s Score Test for Distributional and Local Parametric Misspecifications”] , ''Journal of Econometrics Method.'' 9, pp. 1-29.
* Bera, A. K.; Uyar, U.; & Kangalli Uyar, S. G. (2019). [[doi:10.1016/j.qref.2019.09.014|"Analysis of the five-factor asset pricing model with wavelet multiscaling approach"]]. ''Quarterly Review of Economics and Finance''.
* Bera, A.K.; Dogan, O.; & Taspinar, S.; & Leiluo, Y. (2019). "[[doi:10.1016/j.regsciurbeco.2018.08.001|Robust LM tests for spatial dynamic panel data models]]", Regional Science and Urban Economics.
* Bera, A. K.; & Kangalli Uyar, S. G. (2019). "[https://experts.illinois.edu/en/publications/local-and-global-determinants-of-office-rents-in-istanbul-the-mix Local and Global Determinants of Office Rents in Istanbul: The Mixed Geographically Weighted Regression Approach]” , ''Journal of European Real Estate Research'', 12, pp. 227-249
* Bera, A.K.; Dogan, O.; & Taspinar, S. (2019). "[https://www.tandfonline.com/doi/abs/10.1080/17421772.2019.1549366?journalCode=rsea20 Heteroskedasticity-Consistent Covariance Matrix Estimators for GMME of Spatial Autoregressive Models]", ''Spatial Economic Analysis'', 14, pp. 241-268
* Bera, A.K.; Dogan, O.; & Taspinar, S. (2019). "[https://ssrn.com/abstract=3167555 Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices]" , ''Journal of Econometric Methods'', 8, pp. 1-33.

*Bera, Anil K. and Park, S. (2018)."[https://drive.google.com/file/d/1ZtK-aRfNdjMnc0NP4mYWk0-u1TlsUiR8/view Information Theoretic Approaches to Density Estimation with an Application to the U.S. personal Income Data]". ''Journal of Income Inequality.'' '''16''' (4): 461–486. [[Digital object identifier|doi]]:[https://link.springer.com/article/10.1007/s10888-018-9377-y 10.1007/s10888-018-9377-y.]
*Bera, Anil K. and Kao, S. (2018). "[https://link.springer.com/content/pdf/10.1007%2Fs00181-018-1455-2.pdf Testing spatial regression models under nonregular conditions]". ''Empirical Economics''. '''55''' (1): 85–111. [[Digital object identifier|doi]]:[https://link.springer.com/article/10.1007%2Fs00181-018-1455-2 10.1007/s00181-018-1455-2].
*Bera, Anil K.; Dogan, O.; Taspinar, S. (2018). "[https://ssrn.com/abstract=3074790 Simple Tests for Endogeneity of Spatial Weight Matrices]". ''Regional Science and Urban Economics'', pp. 130–142.
*Bera, Anil K.; Dogan, O.; Taspinar, S. (2018). "Simple Test for Social Interaction Models with Network Structures". ''Spatial Economic Analysis.'' '''13''': 212-246. doi:[https://www.tandfonline.com/doi/full/10.1080/17421772.2017.1374550 10.1080/17421772.2017.1374550]
*Bera, Anil K.; Alejo, J.; Galvo, A.; Montes Rojas, G. and Xiao, Z. (2018). "[https://journals.sagepub.com/doi/pdf/10.1177/1536867X1601600412 Tests for Normality Based on the Quantile-mean Covariance]".''The Stata Journal''. '''16''' (4): 1039–1057. [[Digital object identifier|doi]]:[https://journals.sagepub.com/doi/10.1177/1536867X1601600412 10.1177/1536867x1601600412].
*Bera, Anil K.; Taspinar S.; Dogan, O. (2017). "[https://www.sciencedirect.com/science/article/pii/S0166046216302241?via%3Dihub GMM Gradient Tests for Spatial Dynamic Panel Data Models]". ''Regional Science and Urban Economics'', '''65''': 65-88.
*Bera, Anil K. and Lu, C. (2017). "Prasanta Chandra Mahalanobis: A Renaissance Man and Father of Statistics in India". ''Bhavana: A Publication of the Indian Mathematics Consortium'', pp. 1–17.
*Bera, Anil K.; Er, S.; Fidan-Keçeci, N. (2017). "Spatial Dependence in Financial Data: Importance of the Weight Matrix". ''Arthaniti-Journal of Economic Theory and Practice''. '''15''' (2): 29–42. [[Digital object identifier|doi]]:[https://journals.sagepub.com/doi/10.1177/0976747920160203 10.1177/0976747920160203]
*Bera, Anil K.; Montes-Rojas, G.; Sosa-Escudero, W. (2016). "Robustness of Validity and Efficiency of Rao’s Score Tests Under Local Misspecification", ''Communications in Statistics - Theory and Methods''.
*Bera, Anil K.; Galvo, A.; Wang, L.; Xiao, Z. (2016). "[https://www.cambridge.org/core/services/aop-cambridge-core/content/view/48A4BD4F9C80336247CC14248B8A0030/S026646661500016Xa.pdf/new_characterization_of_the_normal_distribution_and_test_for_normality.pdf A New Characterization of the Normal Distribution and Test for Normality]". ''Econometric Theory''. '''32''': 1216–1252. doi:[https://www.cambridge.org/core/journals/econometric-theory/article/new-characterization-of-the-normal-distribution-and-test-for-normality/48A4BD4F9C80336247CC14248B8A0030 10.1017/S026646661500016X]
*Bera, Anil K.; Galvo, A.; Montes Rojas, G.; Park, S. (2016). "[https://pdfs.semanticscholar.org/0393/e2e1dfc937a1df87084d07ca184c22b60d69.pdf Which Quantile is Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression]". ''Journal of Econometric Methods.'' doi:[https://www.researchgate.net/publication/228809572_Which_Quantile_is_the_Most_Informative_Maximum_Likelihood_Maximum_Entropy_and_Quantile_Regression 10.2139/ssrn.1695619]
*Bera, Anil K. and Premaratne, G. (2015). "[https://www.tandfonline.com/doi/pdf/10.1080/03610918.2014.988254 Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications]". ''Communications in Statistics, Simulation and Computation'', '''46''': 1-27. [[Digital object identifier|doi]]:[https://www.tandfonline.com/doi/full/10.1080/03610918.2014.988254 10.1080/03610918.2014.988254]
*Bera, Anil K. and Sen, M. (2014). "[https://web.archive.org/web/20150623111429/http://apps.olin.wustl.edu/MEGConference/Files/pdf/2010/25.pdf The Improbable Nature of Implied Correlation Matrix of Spatial Autoregressive Model]". ''Regional Statistics'', pp. 3–15.
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Galvo | first2 = A. | last3 = Wang | first3 = L. | year = 2014 | title = On Testing the Equality of Mean and Quantile Effects | journal = Journal of Econometric Methods | volume = 3 | pages = 47–62 | doi=10.1515/jem-2012-0003| s2cid = 124422340 }}
*{{cite journal|last1=Bera |first1=Anil K. |last2=Ghosh |first2=A. |last3=Xiao |first3=Z. |year=2014 |title=Testing Equality of Two Densities Using Neyman's Smooth Test |url=http://apps.olin.wustl.edu/MEGConference/Files/pdf/2010/52.pdf |journal=Econometric Theory |volume=29 |issue= 2|pages=419–446 |url-status=dead |archive-url=https://web.archive.org/web/20150713134230/http://apps.olin.wustl.edu/MEGConference/Files/pdf/2010/52.pdf |archive-date=2015-07-13 |doi=10.1017/S0266466612000370 |s2cid=122946281 }}
*{{cite journal | last1 = Bera | first1 = Anil K | year = 2013 | title = ET Interview with Professor George Judge | journal = Econometric Theory | volume = 29 | pages = 153–186 | doi=10.1017/s0266466612000242| s2cid = 119824159 }}
*{{Cite book| last1 = Bera | first1 = Anil K. | last2 = Sen | first2 = M. | last3 = Kao | first3 = Y. H. | year = 2012 | title = A Hausman Test for Spatial Regression Model | journal = Advances in Econometrics | volume = 29 | pages = 547–559 | doi=10.1108/S0731-9053(2012)0000029023| isbn = 978-1-78190-307-0 }}
*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.
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Montes-Rojas | first2 = G. | last3 = Sosa-Escudero | first3 = W. | year = 2010 | title = General Specification Testing with Locally Misspecified Models | journal = Econometric Theory | volume = 26 | issue = 6| pages = 1838–1845 | doi=10.1017/s0266466609990818| s2cid = 67844099 | url = http://openaccess.city.ac.uk/12018/1/ET2412_secondrevision_2210.pdf }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Park | first2 = S. | year = 2009 | title = Maximum Entropy Autoregressive Conditional Heteroskedastic (MEARCH) Models | journal = Journal of Econometrics | volume = 150 | issue = 2| pages = 219–230 | citeseerx = 10.1.1.363.2206 | doi = 10.1016/j.jeconom.2008.12.014 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Montes-Rojas | first2 = G. | last3 = Sosa-Escudero | first3 = W. | year = 2009 | title = Testing Under Local Misspecification and Artificial Regression | url = http://econpapers.repec.org/article/eeeecolet/v_3a104_3ay_3a2009_3ai_3a2_3ap_3a66-68.htm| journal = Economics Letters | volume = 104 | issue = 2| pages = 66–68 | doi=10.1016/j.econlet.2009.04.005}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Park | first2 = S. | year = 2008 | title = Optimal Portfolio Diversification Using Maximum Entropy Principle | url = https://www.researchgate.net/publication/24079653| journal = Econometric Review | volume = 27 | issue = 4–6| pages = 484–512 | doi=10.1080/07474930801960394| s2cid = 154359769 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Sosa-Escudero | first2 = W. | year = 2008 | title = Tests for Unbalanced Error-Components Models Under Local Misspecification | url = http://www.stata-journal.com/sjpdf.html?articlenum=sg164_1| journal = The Stata Journal | volume = 8 | pages = 68–78 | doi = 10.1177/1536867X0800800105 | doi-access = free }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Bilias | first2 = Y. | last3 = Simlai | first3 = P. | year = 2006 | title = Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics | url = http://www.ucy.ac.cy/econ/documents/working_papers/4-2005.pdf| journal = Econometric Theory | volume = 1 | pages = 427–476 }}
*Bera, Anil K. and Premaratne, G. (2005). '[http://jfec.oxfordjournals.org/content/3/2/169.short A Test for Symmetry with Leptokurtic Financial Data]{{dead link|date=May 2021|bot=medic}}{{cbignore|bot=medic}}'. ''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.
*{{cite journal | last1 = Bera | first1 = Anil K | year = 2003 | title = ET Interview with Professor C. R. Rao | url = http://korora.econ.yale.edu/et/interview/rao.pdf| journal = Econometric Theory | volume = 19 | issue = 2| pages = 329–398 | doi=10.1017/s0266466603192067| s2cid = 122667666 }}
*Bera, Anil K., Sosa-Escudero, W. and Yoon, M. (2003). '[https://web.archive.org/web/20150923213618/http://www.depeco.econo.unlp.edu.ar/doctrab/doc22.pdf Test for Error Component Model in the Presence of Local Misspecification]'. ''Recent Development in the Econometrics of Panel Data''.
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Bilias | first2 = Y. | year = 2002 | title = The MM, ME, ML, EL, EF and GMM Approaches to Estimation: A Synthesis | url = http://www.ucy.ac.cy/econ/documents/working_papers/0109.pdf| journal = Journal of Econometrics | volume = 107 | issue = 1–2| pages = 51–86 | doi=10.1016/s0304-4076(01)00113-0| citeseerx = 10.1.1.25.34 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Kim | first2 = S. | year = 2002 | title = Testing Constancy of Correlation and Other Specifications of the BGARCH Model with an Application to International Equity Returns | journal = Journal of Empirical Finance | volume = 9 | issue = 2| pages = 171–195 | doi=10.1016/S0927-5398(01)00050-0}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Suprayitno | first2 = T. | last3 = Premaratne | first3 = G. | year = 2002 | title = On Some Heteroskedasticity-Robust Estimators of Variance-Covariance Matrix of the Least Squares Estimators | journal = Journal of Statistical Planning and Inference | volume = 108 | issue = 1–2| pages = 121–136 | doi=10.1016/S0378-3758(02)00274-4}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Pin | first2 = N.G. | year = 2002 | title = Robust Tests for Heteroskedasticity and Autocorrelation in the Multiple Regression Model | url = http://franke.nau.edu/the_working_paper_series/wps_02_05_robust_tests_for_heteroskedasticity_and_autocorrelation| journal = Journal of the Indian Society of Probability and Statistics | volume = 6 | pages = 78–96 }}
*Bera, Anil K. and Ghosh, A. (2002). '[https://ssrn.com/abstract=272888 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). '[https://ssrn.com/abstract=159085 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). '[http://www.stata-press.com/journals/stbcontents/stb61.pdf Specification Tests for Linear Panel Data Models]'. ''Stata Technical Bulletin'', STB-61, pp. 18–21.
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Bilias | first2 = Y. | year = 2001 | title = On Some Optimality Properties of Fisher-Rao Score Function in Testing and Estimation | journal = Communications in Statistics - Theory and Methods | volume = 30 | issue = 8–9| pages = 1533–1559 | doi=10.1081/STA-100105683| s2cid = 121892964 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Bilias | first2 = Y. | year = 2001 | title = Rao's Score, Neyman's C(α) and Silvey's LM Tests: An Essay on Historical Developments and Some New Results | journal = Journal of Statistical Planning and Inference | volume = 97 | pages = 9–44 | doi=10.1016/S0378-3758(00)00343-8}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Sosa-Escudero | first2 = W. | last3 = Yoon | first3 = M.J. | year = 2001 | title = Tests for the Error Component Model in the Presence of Local Misspecification | url = http://www.depeco.econo.unlp.edu.ar/doctrab/doc22.pdf | journal = Journal of Econometrics | volume = 101 | pages = 1–23 | doi = 10.1016/s0304-4076(00)00071-3 | citeseerx = 10.1.1.196.9614 | access-date = 26 June 2015 | archive-url = https://web.archive.org/web/20150923213618/http://www.depeco.econo.unlp.edu.ar/doctrab/doc22.pdf | archive-date = 23 September 2015 | url-status = dead | df = dmy-all }}
*Bera, Anil K. and Premaratne, G. (2001). '[http://onlinelibrary.wiley.com/doi/10.1002/9780470996249.ch3/summary General Hypothesis Testing]'. ''A Companion to Theoretical Econometrics'', pp. 38–61.
*Bera, Anil K. (2000). '[https://ssrn.com/abstract=179631 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.
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Sharma | first2 = S. | year = 1999 | title = Estimating Production Uncertainty in Stochastic Frontier Production Function Models | url = http://pages.stern.nyu.edu/~wgreene/FrontierModeling/Reference-Papers/Bera-Sharma-JPA1999-ProdUncert.pdf| journal = Journal of Productivity Analysis | volume = 12 | issue = 3| pages = 187–210 | doi = 10.1023/A:1007828521773 | s2cid = 30200295 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Garcia | first2 = P. | last3 = Roh | first3 = J.S. | year = 1998 | title = Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches | url = http://ofor.ace.illinois.edu/OFOR9706.pdf| journal = Sankhyā | volume = 59 | pages = 346–368 }}
*Bera, Anil K. and Higgins, M.L. (1998). '[http://www.cass.city.ac.uk/__data/assets/pdf_file/0009/78840/Bera26Higgings2028199329.pdf A Survey of ARCH Models]'. ''Volatility: New Techniques for Pricing Derivatives and Managing Financial Portfolios'', pp. 23–58.
*Bera, Anil K. and [[Luc Anselin|Anselin, L.]] (1998). '[https://books.google.com/books?hl=en&lr=&id=JxMj3UcSc_EC&oi=fnd&pg=PA237&dq=info:cZx2cJfF4L8J:scholar.google.com&ots=AUP_WCBB2f&sig=1n0PP28hD5jzvgzbchSAOoMykGo#v=onepage&q&f=true 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.
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Higgins | first2 = M.L. | year = 1997 | title = ARCH and Bilinearity as Competing Models for Nonlinear Dependence | journal = Journal of Business and Economic Statistics | volume = 15 | pages = 43–50 | doi=10.1080/07350015.1997.10524685| hdl = 2142/29151 | hdl-access = free }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Newbold | first2 = P. | year = 1998 | title = Checks of Model Adequacy for Univariate Time Series Models and Their Applications to Econometric Relationships: Comment | journal = Econometric Reviews | volume = 7 | pages = 43–48 | doi=10.1080/07474938808800139}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Ra | first2 = S. | year = 1997 | title = Testing for the Regression Coefficient Stability | journal = Journal of Quantitative Economics | volume = 13 | pages = 17–35 }}
*{{cite journal|title=Simple diagnostic tests for spatial dependence|journal= Regional Science and Urban Economics|doi=10.1016/0166-0462(95)02111-6|volume=26|issue=1|pages=77–104|year=1996|last1=Anselin|first1=Luc|last2=Bera|first2=Anil K|last3=Florax|first3=Raymond|last4=Yoon|first4=Mann J}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Higgins | first2 = M.L. | last3 = Lee | first3 = S. | year = 1996 | title = Random Coefficient Formulation of Conditional Heteroskedasticity and Augmented ARCH Models | jstor = 25052946| journal = Sankhyā | volume = 58 | issue = 2| pages = 199–220 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Zuo | first2 = X.L. | year = 1996 | title = Specification Test for a Linear Regression Model with ARCH Process | journal = Journal of Statistical Planning and Inference | volume = 50 | issue = 2| pages = 283–308 | doi=10.1016/0378-3758(95)00059-3}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Ng | first2 = P.T. | year = 1995 | title = Tests for Normality Using Estimated Score Function | journal = Journal of Statistical Computation and Simulation | volume = 52 | issue = 3| pages = 273–287 | doi=10.1080/00949659508811678}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Ra | first2 = S. | year = 1995 | title = A Test for the Presence of Conditional Heteroskedasticity within ARCH M Framework | journal = Econometric Reviews | volume = 14 | issue = 4| pages = 473–485 | doi=10.1080/07474939508800332}}
*Bera, Anil K. and Higgins, M.L. (1994). '[http://www.cass.city.ac.uk/__data/assets/pdf_file/0009/78840/Bera26Higgings2028199329.pdf 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.
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Lee | first2 = S. | year = 1993 | title = Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis |url=https://www.ideals.illinois.edu/bitstream/handle/2142/29901/informationmatri1568bera.pdf?sequence=2 | journal = Review of Economic Studies | volume = 60 | issue = 1| pages = 229–240 | doi=10.2307/2297820| jstor = 2297820 | hdl = 2142/29901 | hdl-access = free }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Yoon | first2 = M. J. | year = 1993 | title = Specification Testing with Locally Misspecified Alternatives | journal = Econometric Theory | volume = 9 | issue = 4| pages = 649–658 | doi=10.1017/s0266466600008021}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Ozcam | first2 = A. | last3 = Judge | first3 = G. | last4 = Yancey | first4 = T. | year = 1993 | title = Mean Square Error Comparison of Pretest and Other Estimators for Zellner's SURE Model | journal = Journal of Quantitative Economics | volume = 9 | pages = 41–52 }}
*Bera, Anil K. and Higgins, M.L. (1993). '[http://www.cass.city.ac.uk/__data/assets/pdf_file/0009/78840/Bera26Higgings2028199329.pdf ARCH Models: Properties, Estimation and Testing]'. ''Journal of Economic Surveys'', 7, pp. 305–366.<ref>{{cite journal| doi=10.1111/j.1467-6419.1993.tb00170.x|volume=7| issue=4|journal=Journal of Economic Surveys|pages=305–366|year = 1993|last1 = Bera|first1 = Anil K| title=Arch Models: Properties, Estimation and Testing| last2=Higgins| first2=Matthew L}}</ref>
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Higgins | first2 = M.L. | last3 = Lee | first3 = S. | year = 1992 | title = Interaction Between Autocorrelation and Autoregressive Conditional Heteroskedasticity: A Random Coefficient Approach | jstor = 1391672| journal = Journal of Business and Economic Statistics | volume = 10 | issue = 2| pages = 133–142 | doi=10.1080/07350015.1992.10509893}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Higgins | first2 = M.L. | year = 1992 | title = A Test for Conditional Heteroskedasticity in Time Series Models | journal = Journal of Time Series Analysis | volume = 13 | issue = 6| pages = 501–519 | doi=10.1111/j.1467-9892.1992.tb00123.x| hdl = 2142/30049 | url = https://ir.lib.uwo.ca/economicsresrpt/486 | hdl-access = free }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = McAleer | first2 = M. | last3 = Pesaran | first3 = H. | last4 = Yoon | first4 = M. | year = 1992 | title = Joint Tests of Non-Nested Models and General Error Specification | journal = Econometric Reviews | volume = 11 | pages = 97–117 | doi=10.1080/07474939208800223| citeseerx = 10.1.1.224.7372 }}
*Bera, Anil K. and Higgins, M.L. (1992). '[https://www.jstor.org/stable/2526988?seq=1#page_scan_tab_contents A Class of Nonlinear ARCH Models]'. ''International Economic Review'', 33, pp. 137–158.<ref>{{Cite journal|jstor = 2526988|title = A Class of Nonlinear Arch Models|journal = International Economic Review|volume = 33|issue = 1|pages = 137–158|last1 = Higgins|first1 = M. L|last2 = Bera|first2 = A. K|year = 1992|doi = 10.2307/2526988}}</ref>
*Bera, Anil K. and Machado, J. (1992). '[https://drive.google.com/file/d/0B4WtSfmJ5uqYR01NQ2ZYRXRscGM/view Bayesian Estimation of Systematic Risk Using Hierarchical and Nonnormal Priors]'. ''Readings in Econometrics in Honor of George Judge'', pp. 143–157.
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Ullah | first2 = A. | year = 1991 | title = Rao's Score Test in Econometrics |url=https://www.ideals.illinois.edu/bitstream/handle/2142/32297/raosscoretestine91132bera.pdf?sequence=2 | journal = Journal of Quantitative Economics | volume = 7 | pages = 189–220 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = McAleer | first2 = M. | last3 = Pesaran | first3 = H. | year = 1990 | title = Alternative Approaches to Testing Non-Nested Models with Autocorrelated Disturbances |url=https://www.ideals.illinois.edu/bitstream/handle/2142/29235/alternativeappro1635mcal.pdf?sequence=1 | journal = Communications in Statistics - Theory and Methods | volume = 19 | issue = 10| pages = 3619–3644 | doi = 10.1080/03610929008830401 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Byron | first2 = R.P. | year = 1990 | title = Linearised Estimation of Nonlinear Simultaneous Equation Systems |url=https://www.ideals.illinois.edu/bitstream/handle/2142/29876/linearizedestima1555bera.pdf?sequence=2 | journal = Journal of Quantitative Economics | volume = 6 | pages = 289–309 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Kelley | first2 = T. | year = 1990 | title = Adoption of High Yielding Rice Varieties in Bangladesh: An Econometric Analysis |url=https://www.ideals.illinois.edu/bitstream/handle/2142/29201/adoptionofhighyi1451bera.pdf?sequence=1 | journal = Journal of Development Economics | volume = 33 | issue = 2| pages = 263–285 | doi=10.1016/0304-3878(90)90024-6}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = McAleer | first2 = M. | year = 1989 | title = Nested and Non-nested Procedures for Testing Linear and Log-Linear Regression Models | jstor = 25052588| journal = Sankhyā | volume = 50 | issue = 2| pages = 212–224 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Robinson | first2 = P.M. | year = 1989 | title = Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium | journal = Journal of Business and Economic Statistics | volume = 7 | issue = 3| pages = 343–352 | jstor=1391531 | doi=10.1080/07350015.1989.10509743| hdl = 2142/29103 | hdl-access = free }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Higgins | first2 = M.L. | year = 1989 | title = A Joint Test for ARCH and Bilinearity in the Regression Model |url=https://www.ideals.illinois.edu/bitstream/handle/2142/29076/jointtestforarch1410higg.pdf?sequence=1 | journal = Econometric Reviews | volume = 7 | pages = 171–181 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Bubnys | first2 = E. | last3 = Park | first3 = H.Y. | year = 1988 | title = Conditional and Unconditional Heteroscedasticity in the Market Model |url=https://www.ideals.illinois.edu/bitstream/handle/2142/28855/conditionaluncon1218bera.pdf?sequence=1 | journal = Financial Review | volume = 23 | issue = 2| pages = 203–214 | doi=10.1111/j.1540-6288.1988.tb00786.x}}
*Jarque, C. M. and Bera, Anil K. (1987). '[https://www.jstor.org/stable/1403192?seq=1#page_scan_tab_contents Test for Normality of Observations and Regression Residuals]'. ''International Statistical Review'', 55, pp. 163–172.<ref>{{Cite journal|jstor = 1403192|title = A Test for Normality of Observations and Regression Residuals|journal = International Statistical Review / Revue Internationale de Statistique|volume = 55|issue = 2|pages = 163–172|last1 = Jarque|first1 = Carlos M|last2 = Bera|first2 = Anil K|year = 1987}}</ref>
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Park | first2 = H.Y. | year = 1987 | title = Interest Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages | journal = Journal of the American Real Estate & Urban Economics Association | volume = 15 | issue = 2| pages = 79–97 | doi=10.1111/1540-6229.00420}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = McAleer | first2 = M. | year = 1987 | title = On Exact and Asymptotic Tests of Non-Nested Models | journal = Statistics and Probability Letters | volume = 5 | pages = 19–22 | doi=10.1016/0167-7152(87)90020-4| hdl = 2142/29349 | hdl-access = free }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = McKenzie | first2 = C. R. | year = 1987 | title = Additivity and Separability of the Lagrange Multiplier, Likelihood Ratio and Wald Tests |url=https://www.ideals.illinois.edu/handle/2142/29219 | journal = Journal of Qualitative Economics | volume = 3 | pages = 53–63 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Kannan | first2 = S. | year = 1986 | title = An Adjustment Procedure for Predicting Systematic Risk | journal = Journal of Applied Econometrics | volume = 1 | issue = 4| pages = 317–332 | doi=10.1002/jae.3950010403| citeseerx = 10.1.1.224.4994 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = McKenzie | first2 = C. R. | year = 1986 | title = Testing Normality with Stable Alternatives |url=https://www.ideals.illinois.edu/bitstream/handle/2142/28947/testsfornormalit1145bera.pdf?sequence=1 | journal = Journal of Statistical Computation and Simulation | volume = 25 | issue = 1–2| pages = 37–52 | doi=10.1080/00949658608810923| hdl = 2142/28947 | hdl-access = free }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = McKenzie | first2 = C. R. | year = 1986 | title = Alternative Forms and Properties of the Score Test |url=https://www.ideals.illinois.edu/bitstream/handle/2142/29023/alternativeforms1005bera.pdf?sequence=1 | journal = Journal of Applied Statistics | volume = 13 | pages = 13–25 | doi=10.1080/02664768600000002| hdl = 2142/29023 | hdl-access = free }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Robinson | first2 = P.M. | last3 = Jarque | first3 = C.M. | year = 1985 | title = Tests for Serial Independence in Limited Dependent Variable Models |url=https://www.ideals.illinois.edu/bitstream/handle/2142/28929/testsforserialde980robi.pdf?sequence=1 | journal = International Economic Review | volume = 26 | issue = 3| pages = 629–638 | doi = 10.2307/2526708 | jstor = 2526708 }}
*{{cite journal | last1 = Bera | first1 = Anil K | year = 1984 | title = The Use of Linear Approximation to Nonlinear Regression Analysis | jstor = 25052353| journal = Sankhyā | volume = 46 | issue = 3| pages = 285–290 }}
*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.<ref>{{Cite journal|jstor = 2526219|title = Testing the Normality Assumption in Limited Dependent Variable Models|journal = International Economic Review|volume = 25|issue = 3|pages = 563–578|last1 = Bera|first1 = Anil K|last2 = Jarque|first2 = Carlos M|last3 = Lee|first3 = Lung-Fei|year = 1984|doi = 10.2307/2526219}}</ref>
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Byron | first2 = R.P. | year = 1983 | title = A Note on the Effects of Linear Approximation on Hypothesis Testing | journal = Economics Letters | volume = 12 | issue = 3–4| pages = 251–254 | doi=10.1016/0165-1765(83)90045-9}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = John | first2 = S. | year = 1983 | title = Tests for Multivariate Normality with Pearson Alternatives | journal = Communications in Statistics | volume = A12 | pages = 103–117 | doi=10.1080/03610928308828444}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Byron | first2 = R.P. | year = 1983 | title = Least Squares Approximations to Unknown Regression Functions: A Comment | jstor = 2526127| journal = International Economic Review | volume = 24 | issue = 1| pages = 255–260 | doi = 10.2307/2526127 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = McAleer | first2 = M. | year = 1983 | title = Some Exact Tests for Model Specification | jstor = 1924505| journal = Review of Economics and Statistics | volume = 65 | issue = 2| pages = 351–354 | doi=10.2307/1924505}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = McAleer | first2 = M. | year = 1983 | title = Model Specification Tests Against Non-Nested Alternatives: Comment | url = http://qed.econ.queensu.ca/working_papers/papers/qed_wp_573.pdf| journal = Econometric Reviews | volume = 2 | pages = 121–130 | doi = 10.1080/07311768308800034 }}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Byron | first2 = R.P. | year = 1983 | title = Linearised Estimation of Nonlinear Single Equation Functions | jstor = 2526125| journal = International Economic Review | volume = 24 | issue = 1| pages = 237–248 | doi = 10.2307/2526125 }}
*Bera, Anil K. and Jarque, C.M. (1982). '[http://www.sciencedirect.com/science/article/pii/0304407682901038 Model Specification Tests: A Simultaneous Approach]'. ''Journal of Econometrics'', 20, pp. 59–82.<ref>{{cite journal|title=Model specification tests: A simultaneous approach|journal= Journal of Econometrics|doi=10.1016/0304-4076(82)90103-8|volume=20|issue=1|pages=59–82|year=1982|last1=Bera|first1=Anil K|last2=Jarque|first2=Carlos M}}</ref>
*{{cite journal | last1 = Bera | first1 = Anil K | year = 1982 | title = A New Test for Normality | journal = Economics Letters | volume = 9 | issue = 3| pages = 263–268 | doi=10.1016/0165-1765(82)90161-6}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Jarque | first2 = C.M. | year = 1982 | title = Efficient Specification Tests for Limited Dependent Variable Models | journal = Economics Letters | volume = 9 | issue = 2| pages = 153–160 | doi = 10.1016/0165-1765(82)90007-6 }}
*{{cite journal | last1 = Bera | first1 = Anil K | year = 1982 | title = A Note on Testing Demand Homogeneity | journal = Journal of Econometrics | volume = 18 | issue = 2| pages = 291–294 | doi=10.1016/0304-4076(82)90044-6}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Byron | first2 = R.P. | last3 = Jarque | first3 = C.M. | year = 1981 | title = Further Evidence on Asymptotic Tests for Homogeneity and Symmetry in Large Demand Systems | journal = Economics Letters | volume = 8 | issue = 2| pages = 101–105 | doi=10.1016/0165-1765(81)90001-X}}
*{{cite journal | last1 = Bera | first1 = Anil K. | last2 = Jarque | first2 = C.M. | year = 1981 | title = Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals: Some Monte Carlo Evidence | url = https://www.researchgate.net/publication/222450984 | journal = Economics Letters | volume = 7 | issue = 4| pages = 313–318 |doi=10.1016/0165-1765(81)90035-5}}
*{{cite journal | last1 = Carlos | first1 = M. | last2 = Bera | first2 = Anil K. | year = 1980 | title = Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals | url = https://www.researchgate.net/publication/222444966| journal = Economics Letters | volume = 6 | issue = 3| pages = 255–259 | doi = 10.1016/0165-1765(80)90024-5 }}

== Community ==

'''Community Services in U.S.A
'''
* Delivered Commencement Address, University High, 2010.
* Parent Faculty Organization (PFO) Board Member, University High School, 2008-2009, 2009-2010.
* Invited for a talk, “A Century of Micro-banking: 1905-2006: From Tagore to Yunus,” at the Unitarian-Universalist Church, Urbana, November 2006. The talk helped raising funds for the Foundation for International Community Assistance (FINCA), 2007.
* Principal Organizer, Tagore Festival, Urbana, 2005, 2006.
* Member of the Tagore Festival Committee, Urbana, 2003, 2004.
* Vice President, Board of Directors, Robeson Meadow Homeowners Association, Champaign, Illinois, 1995-1996.
* President, East-Central Illinois Bengali Association, 1994-1995.
* Member of the Board of Directors, Robeson Meadow Homeowners Association, Champaign, Illinois, 1993-1995.
* Founding Member and Secretary-Treasurer of the East-Central Illinois Bengali Association, 1987-1989.
* Secretary-Treasurer of the Indian Cultural Society of Urbana-Champaign, 1986.

'''Community Services in India
'''
* Established and running a Free Learning Center for needy children in my village Paschimchak (West Midnapore, India) under A. Bera Center for Development and Education (ABCDE), since January 2020.
* Built classrooms for the Paschimchak Primary School, Midnapore, 2003-2005.
* Built Dr. H.P. Bera Memoria Free Library in Jalchak, Midnapore, India, May 2004.

== References ==
{{Reflist}}
7. Bera, Anil K. "Paschimchak to Champaign: A Long Journey". Mimeo.

== External links ==
* [http://www.economics.illinois.edu/people/abera/ University of Illinois at Urbana-Champaign: Bera, Anil K homepage] (Accessed July 2011)

{{Authority control}}

{{DEFAULTSORT:Bera, Anil K.}}
[[Category:20th-century Indian economists]]
[[Category:Living people]]
[[Category:1955 births]]
[[Category:Econometricians]]
[[Category:University of Calcutta alumni]]
[[Category:University of Illinois at Urbana–Champaign faculty]]

IndianPedia - User contributions [en]

Anil K. Bera