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Details about Brett Inder

Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Brett Inder.

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

Short-id: pin63


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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 Downloads

2008

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

2006

  1. 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 Downloads View citations (1)
  2. Measuring the cost of leaving care in Victoria
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2005

  1. Household Composition and Schooling of Rural South African Children: Sibling Synergy and Migrant Effects
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (3)

2004

  1. 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 Downloads View citations (1)
  2. 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 Downloads View citations (2)

2003

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

2000

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

1999

  1. Bayesian Trace Statistics for the Reduced Rank Regression Model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
    Working Papers, School of Economics, La Trobe University View citations (10)
    Also in Working Papers, School of Economics, La Trobe University (1999) View citations (8)

    See also Journal Article in Journal of Empirical Finance (2002)
  3. Forecasting Time Series from Clusters
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)

1998

  1. 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)
  2. 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 in Applied Economics (2002)

1997

  1. 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

  1. 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

  1. 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)
  2. 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

  1. 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 in Economics Letters (1996)

1993

  1. 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

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

Journal Articles

2008

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

2007

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

2006

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

2004

  1. Bayesian analysis of the error correction model
    Journal of Econometrics, 2004, 123, (2), 307-325 Downloads View citations (39)
  2. Is Chinese provincial real GDP per capita nonstationary?: Evidence from multiple trend break unit root tests
    China Economic Review, 2004, 15, (1), 1-24 Downloads View citations (31)

2003

  1. The Endowment Effect and the Role of Uncertainty
    Bulletin of Economic Research, 2003, 55, (3), 289-301 Downloads View citations (8)

2002

  1. Estimating daily volatility in financial markets utilizing intraday data
    Journal of Empirical Finance, 2002, 9, (5), 551-562 Downloads View citations (52)
    See also Working Paper (1999)
  2. Testing convergence in economic growth for OECD countries
    Applied Economics, 2002, 34, (16), 2011-2022 Downloads View citations (28)
    See also Working Paper (1998)

2001

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

1997

  1. Long‐run Relationships Between World Vegetable Oil Prices
    Australian Journal of Agricultural and Resource Economics, 1997, 41, (4), 16 Downloads View citations (9)

1996

  1. A New Test for Structural Change
    Empirical Economics, 1996, 21, (3), 475-82
  2. Diagnostic test for structural change in cointegrated regression models
    Economics Letters, 1996, 50, (2), 179-187 Downloads View citations (17)
    See also Working Paper (1994)

1995

  1. An Empirical Investigation of Shock Persistence in Economic Time Series
    The Economic Record, 1995, 71, (213), 145-56 View citations (8)

1993

  1. Estimating long-run relationships in economics: A comparison of different approaches
    Journal of Econometrics, 1993, 57, (1-3), 53-68 Downloads View citations (189)

1990

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

1986

  1. An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables
    Econometric Theory, 1986, 2, (3), 413-428 Downloads View citations (7)

1984

  1. Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
    Economics Letters, 1984, 14, (2-3), 179-185 Downloads View citations (6)
 
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