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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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Estimating long run relationships in economics : a comparison of different approaches
Inder, Brett A. - 1991
Persistent link: https://www.econbiz.de/10013392834
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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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Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy; Inder, Brett A. - 1993
Persistent link: https://www.econbiz.de/10000867623
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An empirical investigation of shock persistence in economic time series
Mayadunne, Geetha - In: The economic record : er 71 (1995) 213, pp. 145-156
Persistent link: https://www.econbiz.de/10001186624
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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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A new test for autocorrelation in the disturbances of the dynamic linear regression model
Inder, Brett A. - In: International economic review 31 (1990) 2, pp. 341-354
Persistent link: https://www.econbiz.de/10001087270
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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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Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy; Inder, Brett A. - 1993
Persistent link: https://www.econbiz.de/10000142821