Heather M. Anderson

发表

Chapter 23. Scientific Explanation in Econometrics: A Case Study

Geir Storvik, Heather M. Anderson, Bernt P. Stigum, 2003 .

Transaction Costs and Nonlinear Adjustment Towards Equilibrium in the US Treasury Bill Market

Heather M. Anderson, H. Anderson, 1997 .

A cointegration analysis of treasury bill yields

Clive W. J. Granger, Heather M. Anderson, Anthony Hall, 1992 .

PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS

Farshid Vahid, Heather M. Anderson, Farshid Vahid, 2001, Macroeconomic Dynamics.

Forecast combinations under structural break uncertainty

Heather M. Anderson, H. Anderson, Jing Tian, 2014 .

A Cointegration Analysis of Treasury Bill Yields

Clive W. J. Granger, Heather M. Anderson, Anthony Hall, 1992 .

Financial integration and the construction of historical financial data for the Euro Area

Farshid Vahid, Heather M. Anderson, Denise R. Osborn, 2011 .

U.S. and Canadian industrial production indices as coupled oscillators

James B. Ramsey, Heather M. Anderson, J. B. Ramsey, 2002 .

Does beta react to market conditions? Estimates of ‘bull’ and ‘bear’ betas using a nonlinear market model with an endogenous threshold parameter

Heather M. Anderson, George Woodward, H. Anderson, 2009 .

Modeling Nonlinearity over the Business Cycle

Timo Teräsvirta, Clive W. J. Granger, Heather M. Anderson, 1993 .

Testing multiple equation systems for common nonlinear components

Farshid Vahid, Heather M. Anderson, Farshid Vahid, 1998 .

Forecasting the Volatility of Australian Stock Returns

Farshid Vahid, Heather M. Anderson, Farshid Vahid, 2007 .