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On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity
Anderson, Heather M. - In: Economics letters 60 (1998) 3, pp. 291-296
Persistent link: https://www.econbiz.de/10001251676
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Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.; Vahid, Farshid - 2003
Persistent link: https://www.econbiz.de/10001854503
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Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.; Vahid, Farshid - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 957-982
Persistent link: https://www.econbiz.de/10003229059
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Sectoral employment dynamics in Australia
Anderson, Heather M.; Caggiano, Giovanni; Vahid, Farshid; … - 2020
Persistent link: https://www.econbiz.de/10012607689
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Vars, Cointegration, and Common Cycle Restrictions
Anderson, Heather M.; Vahid, Farshid - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882038
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Common non-linearities in multiple series of stock market volatility
Anderson, Heather M.; Vahid, Farshid - 2013
Persistent link: https://www.econbiz.de/10009701603
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Modeling nonlinearity over the business cycle
Granger, C. W. J. - In: Business cycles, indicators, and forecasting, (pp. 311-325). 1993
Persistent link: https://www.econbiz.de/10001314197
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[Rezension] Maddala, G. S., ..., Unit roots, cointegration, and structural change : Cambridge Univ. Press, 1998
Anderson, Heather M. - In: The economic record : er 75 (1999), pp. 439-441
Persistent link: https://www.econbiz.de/10001441060
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Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam; Anderson, Heather M.; Snyder, Ralph D. - 2006
Persistent link: https://www.econbiz.de/10003346796
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Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam; Anderson, Heather M.; Snyder, Ralph D. - 2006
Persistent link: https://www.econbiz.de/10003365301