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 1 8 384
A General Volatility Framework and the Generalised Historical Volatility Estimator 0 0 0 0 0 2 5 1,264
A Modified Fluctuation Test for Structural Change 0 0 0 0 0 2 4 507
A Test to Compare two Related Stationary Time Series 0 0 0 0 1 5 6 3,633
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 1 5 20 629
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 0 0 183 0 0 2 597
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 1 1 8 957
Does the Fisher Effect Apply in Australia? 0 0 0 0 0 2 4 26
Does the Fisher Effect Apply in Australia? 0 0 0 0 0 1 2 12
Economic growth and contraction and their impact on the poor 0 0 0 282 0 5 15 1,383
Estimating Daily Volatility in Financial Markets Utilizing Intraday Data 0 0 0 2 1 4 11 931
Estimating Daily Volatility in Financial Markets Utilizing Intraday Data 0 0 0 0 0 3 10 101
Forecasting Time Series from Clusters 0 0 0 399 0 1 10 1,059
Homogeneity of Variance Test for the Comparison of Two or More Spectra 0 0 0 0 0 3 7 1,492
Impact of Structural Change in Education, Industry and Infrastructure on Income Distribution in Sri Lanka 0 0 0 159 0 3 6 603
Measuring the cost of leaving care in Victoria 0 0 0 85 0 2 4 281
Migration and Unemployment in South Africa: When Motivation Surpasses the Theory 1 1 4 561 1 4 19 2,318
Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach 0 0 0 58 0 0 5 125
Testing Convergence in Economic Growth for OECD Countries 0 0 0 0 0 5 14 1,115
Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition 0 0 0 0 0 3 7 1,084
Yields spreads and Interest Rates Movements: A Cointegration Approach 0 0 0 0 2 3 3 23
Yields spreads and Interest Rates Movements: A Cointegration Approach 0 0 0 0 0 0 4 17
Total Working Papers 1 1 4 2,036 7 55 174 18,541
2 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 0 17 68
A New Test for Structural Change 0 0 0 0 0 5 5 287
An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables 0 0 0 9 1 4 17 41
Bayesian analysis of the error correction model 0 1 2 214 3 8 21 473
Diagnostic test for structural change in cointegrated regression models 0 0 2 68 2 6 18 168
Estimating daily volatility in financial markets utilizing intraday data 0 0 1 265 0 2 11 592
Estimating long-run relationships in economics: A comparison of different approaches 0 0 1 446 0 1 39 979
Evidence for the ineffectiveness of debt rescheduling as a policy instrument 0 0 0 17 1 3 8 280
Finite-sample power of tests for autocorrelation in models containing lagged dependent variables 0 0 1 19 0 1 8 65
Is Chinese provincial real GDP per capita nonstationary?: Evidence from multiple trend break unit root tests 0 0 0 139 0 2 10 658
Language and Labour Markets in South Africa 0 2 2 21 0 3 10 80
Long‐run Relationships Between World Vegetable Oil Prices 0 0 1 16 0 1 8 155
Simultaneity, Rationality and Price Determination in US Live Cattle 0 0 0 33 0 1 10 216
Testing convergence in economic growth for OECD countries 0 0 1 256 1 6 19 596
The Endowment Effect and the Role of Uncertainty 0 0 1 106 0 2 5 394
The information content of the term structure of interest rates 0 0 0 33 1 3 8 126
Total Journal Articles 0 3 12 1,654 9 48 214 5,178


Statistics updated 2026-06-04