Access Statistics for Brett Inder

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Diagnostic Test for Structural Change in Cointegrated Regression Models 0 0 0 0 0 0 8 384
A General Volatility Framework and the Generalised Historical Volatility Estimator 0 0 0 0 0 1 6 1,265
A Modified Fluctuation Test for Structural Change 0 0 0 0 0 0 4 507
A Test to Compare two Related Stationary Time Series 0 0 0 0 0 1 7 3,634
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 0 0 20 629
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 0 0 8 957
COFFEE COMMODITY CHAIN 0 0 0 391 1 1 1 1,251
Does the Fisher Effect Apply in Australia? 0 0 0 0 0 0 4 26
Does the Fisher Effect Apply in Australia? 0 0 0 0 0 0 2 12
Economic growth and contraction and their impact on the poor 0 0 0 282 1 1 16 1,384
Estimating Daily Volatility in Financial Markets Utilizing Intraday Data 0 0 0 2 2 3 12 934
Estimating Daily Volatility in Financial Markets Utilizing Intraday Data 0 0 0 0 2 3 13 104
Forecasting Time Series from Clusters 1 1 1 400 1 2 12 1,061
Homogeneity of Variance Test for the Comparison of Two or More Spectra 0 0 0 0 0 1 8 1,493
Household Composition and Schooling of Rural South African Children: Sibling Synergy and Migrant Effects 0 0 1 39 0 0 7 166
Impact of Structural Change in Education, Industry and Infrastructure on Income Distribution in Sri Lanka 0 0 0 159 0 2 8 605
Measuring the cost of leaving care in Victoria 0 0 0 85 0 1 4 282
Migration and Unemployment in South Africa: When Motivation Surpasses the Theory 0 0 3 561 2 4 22 2,322
Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach 0 0 0 58 1 3 8 128
Testing Convergence in Economic Growth for OECD Countries 0 0 0 0 1 2 16 1,117
Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition 0 0 0 0 1 1 8 1,085
Yields spreads and Interest Rates Movements: A Cointegration Approach 0 0 0 0 0 0 3 23
Yields spreads and Interest Rates Movements: A Cointegration Approach 0 0 0 0 0 0 4 17
Total Working Papers 1 1 5 2,284 12 26 201 19,386
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model 0 0 0 12 0 2 19 70
A New Test for Structural Change 0 0 0 0 0 0 5 287
An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables 0 0 0 9 1 1 17 42
Bayesian analysis of the error correction model 0 0 2 214 2 3 24 476
Diagnostic test for structural change in cointegrated regression models 0 0 1 68 0 0 17 168
Estimating daily volatility in financial markets utilizing intraday data 0 0 1 265 1 1 8 593
Estimating long-run relationships in economics: A comparison of different approaches 0 0 1 446 0 1 38 980
Evidence for the ineffectiveness of debt rescheduling as a policy instrument 0 0 0 17 1 3 11 283
Finite-sample power of tests for autocorrelation in models containing lagged dependent variables 0 0 1 19 0 0 6 65
Is Chinese provincial real GDP per capita nonstationary?: Evidence from multiple trend break unit root tests 0 0 0 139 0 1 11 659
Language and Labour Markets in South Africa 0 0 2 21 0 1 8 81
Long‐run Relationships Between World Vegetable Oil Prices 0 0 1 16 2 2 9 157
Simultaneity, Rationality and Price Determination in US Live Cattle 0 0 0 33 1 1 11 217
Testing convergence in economic growth for OECD countries 0 0 1 256 1 1 17 597
The Endowment Effect and the Role of Uncertainty 0 0 1 106 4 6 11 400
The information content of the term structure of interest rates 0 0 0 33 1 3 11 129
Total Journal Articles 0 0 11 1,654 14 26 223 5,204


Statistics updated 2026-09-10