Details about Brett Inder

Access statistics for papers by Brett Inder.

Last updated 2015-10-07. Update your information in the RePEc Author Service.

Short-id: pin63

Working Papers

2012

1. Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2008

2. COFFEE COMMODITY CHAIN
   Monash Economics Working Papers, Monash University, Department of Economics

2006

3. Impact of Structural Change in Education, Industry and Infrastructure on Income Distribution in Sri Lanka
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
4. Measuring the cost of leaving care in Victoria
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2005

5. Household Composition and Schooling of Rural South African Children: Sibling Synergy and Migrant Effects
   Monash Economics Working Papers, Monash University, Department of Economics View citations (4)

2004

6. Economic growth and contraction and their impact on the poor
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
7. Migration and Unemployment in South Africa: When Motivation Surpasses the Theory
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)

2003

8. Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model
   Royal Economic Society Annual Conference 2003, Royal Economic Society

2000

9. Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model
   Working Papers, University of Liverpool, Department of Economics

1999

10. Bayesian Trace Statistics for the Reduced Rank Regression Model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
11. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
    Working Papers, School of Economics, La Trobe University View citations (7)
    Also in Working Papers, School of Economics, La Trobe University (1999) View citations (9)
    See also Journal Article Estimating daily volatility in financial markets utilizing intraday data, Journal of Empirical Finance, Elsevier (2002) View citations (64) (2002)
12. Forecasting Time Series from Clusters
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)

1998

13. A General Volatility Framework and the Generalised Historical Volatility Estimator
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
14. Testing Convergence in Economic Growth for OECD Countries
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article Testing convergence in economic growth for OECD countries, Applied Economics, Taylor & Francis Journals (2002) View citations (43) (2002)

1997

15. Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

1996

16. A Test to Compare two Related Stationary Time Series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

1995

17. A Modified Fluctuation Test for Structural Change
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
18. Homogeneity of Variance Test for the Comparison of Two or More Spectra
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

1994

19. A Diagnostic Test for Structural Change in Cointegrated Regression Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
    See also Journal Article Diagnostic test for structural change in cointegrated regression models, Economics Letters, Elsevier (1996) View citations (21) (1996)

1993

20. Yields spreads and Interest Rates Movements: A Cointegration Approach
    Working Papers, School of Economics, La Trobe University View citations (1)
    Also in Working Papers, School of Economics, La Trobe University (1993) View citations (1)

1992

21. Does the Fisher Effect Apply in Australia?
    Working Papers, School of Economics, La Trobe University View citations (3)
    Also in Working Papers, School of Economics, La Trobe University (1992)

Journal Articles

2008

1. Language and Labour Markets in South Africa
   Journal of African Economies, 2008, 17, (3), 490-525 View citations (3)

2007

2. Evidence for the ineffectiveness of debt rescheduling as a policy instrument
   Applied Economics, 2007, 39, (17), 2269-2278

2006

3. The information content of the term structure of interest rates
   Applied Economics, 2006, 38, (1), 33-45 View citations (9)

2004

4. Bayesian analysis of the error correction model
   Journal of Econometrics, 2004, 123, (2), 307-325 View citations (65)
5. Is Chinese provincial real GDP per capita nonstationary?: Evidence from multiple trend break unit root tests
   China Economic Review, 2004, 15, (1), 1-24 View citations (36)

2003

6. The Endowment Effect and the Role of Uncertainty
   Bulletin of Economic Research, 2003, 55, (3), 289-301 View citations (13)

2002

7. Estimating daily volatility in financial markets utilizing intraday data
   Journal of Empirical Finance, 2002, 9, (5), 551-562 View citations (64)
   See also Working Paper Estimating Daily Volatility in Financial Markets Utilizing Intraday Data, Working Papers (1999) View citations (7) (1999)
8. Testing convergence in economic growth for OECD countries
   Applied Economics, 2002, 34, (16), 2011-2022 View citations (43)
   See also Working Paper Testing Convergence in Economic Growth for OECD Countries, Monash Econometrics and Business Statistics Working Papers (1998) View citations (3) (1998)

2001

9. Simultaneity, Rationality and Price Determination in US Live Cattle
   Australian Economic Papers, 2001, 40, (4), 500-519

1997

10. Long‐run Relationships Between World Vegetable Oil Prices
    Australian Journal of Agricultural and Resource Economics, 1997, 41, (4), 16 View citations (12)

1996

11. A New Test for Structural Change
    Empirical Economics, 1996, 21, (3), 475-82
12. Diagnostic test for structural change in cointegrated regression models
    Economics Letters, 1996, 50, (2), 179-187 View citations (21)
    See also Working Paper A Diagnostic Test for Structural Change in Cointegrated Regression Models, Monash Econometrics and Business Statistics Working Papers (1994) View citations (1) (1994)

1993

13. Estimating long-run relationships in economics: A comparison of different approaches
    Journal of Econometrics, 1993, 57, (1-3), 53-68 View citations (222)

1990

14. A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model
    International Economic Review, 1990, 31, (2), 341-54 View citations (4)

1986

15. An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables
    Econometric Theory, 1986, 2, (3), 413-428 View citations (9)

1984

16. Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
    Economics Letters, 1984, 14, (2-3), 179-185 View citations (10)