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Does climate sensitivity differ across regions? : a varying–coefficient approach

Anderson, Heather M.; Gao, Jiti; Vahid, Farshid; Wei, Wei; … - 2023

Persistent link: https://www.econbiz.de/10014451334

The future of a fourth sector

Anderson, Heather M. - In: Generation next : becoming socially enterprising, (pp. 149-160). 2014

Persistent link: https://www.econbiz.de/10010402712

Organising practice : governance of the third sector

Anderson, Heather M. - In: Generation next : becoming socially enterprising, (pp. 111-126). 2014

Persistent link: https://www.econbiz.de/10010402719

Exploring the third sector of society

Anderson, Heather M. - In: Generation next : becoming socially enterprising, (pp. 81-100). 2014

Persistent link: https://www.econbiz.de/10010402724

Choosing lag lenghts in nonlinear dynamic models

Anderson, Heather M. - In: Contemporary issues in economics and econometrics : …, (pp. 176-204). 2004

Persistent link: https://www.econbiz.de/10002544751

Memoirs of "A cointegration analysis of treasury bill yields"

Anderson, Heather M. - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 172-173

Persistent link: https://www.econbiz.de/10008652242

Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?

Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10001427382

Choosing lag lengths in nonlinear dynamic models

Anderson, Heather M. - 2002

Persistent link: https://www.econbiz.de/10001722429

Transaction costs and non-linear adjustment towards equilibrium in the US treasury bill market

Anderson, Heather M. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 465-484

Persistent link: https://www.econbiz.de/10001234618

Random walk smooth transition autoregressive models

Anderson, Heather M.; Low, Chin Nam - In: Nonlinear time series analysis of business cycles, (pp. 247-281). 2006

This paper extends the family of smooth transition autoregressive (STAR) models by proposing a speci.cation in which the autoregressive parameters follow random walks. The random walks in the parameters capture permanent structural change within a regime switching framework, but in contrast to...

Persistent link: https://www.econbiz.de/10003309371