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Estimating long-run relationships in economics : a comparison of different approaches
Inder, Brett A. - In: Journal of econometrics 57 (1993) 1, pp. 53-68
Persistent link: https://www.econbiz.de/10001142532
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Testing convergence in economic growth for OECD countries
Nahar, Syfun; Inder, Brett A. - In: Applied economics 34 (2002) 16, pp. 2011-2022
Persistent link: https://www.econbiz.de/10001709498
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Bayesian analysis of stochastic and deterministic processes in the error correction model
Strachan, Rodney W.; Inder, Brett A. - 2001
Persistent link: https://www.econbiz.de/10001632670
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Trend stability and structural change : an extension to the M1 forecasting competition
Inder, Brett A. - 1997
Persistent link: https://www.econbiz.de/10000978696
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A new test for structural change : short paper
Inder, Brett A. - In: Empirical economics : a journal of the Institute for … 21 (1996) 3, pp. 475-482
Persistent link: https://www.econbiz.de/10001205389
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Bayesian maximum eigenvalue and trace statistics for the cointegration error correction model
Strachan, Rodney W.; Inder, Brett A. - 2000
Persistent link: https://www.econbiz.de/10001554440
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Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001440564
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Diagnostic test for structural change in cointegrated regression models
Hao, Kang - In: Economics letters 50 (1996) 2, pp. 179-187
Persistent link: https://www.econbiz.de/10001194693
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Testing convergence in economic growth for OECD countries
Nahar, Syfun - 1998
Persistent link: https://www.econbiz.de/10000995962
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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980