Heather M. Anderson

Monash University - Department of Economics

Professor

Wellington Road

Clayton, Victoria 3

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

523

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

High-Dimensional Predictive Regression in the Presence of Cointegration

Number of pages: 46 Posted: 15 Oct 2016 Last Revised: 01 Mar 2019
Bonsoo Koo, Heather M. Anderson, Myung Hwan Seo and Wenying Yao
Monash Business School, Monash University - Department of Economics, Seoul National University - School of Economics and Deakin University - Department of Economics
Downloads 333 (102,390)
Citation 4

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return predictability, predictive regression, cointegration, LASSO

Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach

Number of pages: 50 Posted: 04 Mar 2009
Heather M. Anderson, H. Chan, Robert W. Faff and Yew Kee Ho
Monash University - Department of Economics, University of Melbourne - Department of Finance, University of Queensland and National University of Singapore (NUS) - Department of Accounting
Downloads 137 (237,966)
Citation 2

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Analyst's forecasts, Reported earnings, Granger causality, Information flows

Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach

Australian Journal of Management, Vol. 37, No. 3, 2012
Posted: 19 Dec 2012
Robert W. Faff, Heather M. Anderson, H. Chan and Yew Kee Ho
University of Queensland, Monash University - Department of Economics, University of Melbourne - Department of Finance and National University of Singapore (NUS) - Department of Accounting

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analyst forecasts, granger causality, information flows, reported earnings

3.

Sectoral Employment Dynamics in Australia

CAMA Working Paper No. 51/2020
Number of pages: 20 Posted: 15 May 2020
Heather M. Anderson, Giovanni Caggiano, Farshid Vahid and Benjamin Wong
Monash University - Department of Economics, Department of Economics, Monash University, Monash University - Department of Econometrics and Business Statistics and Monash University - Department of Econometrics & Business Statistics
Downloads 41 (471,313)

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4.

Nonlinear Correlograms and Partial Autocorrelograms

Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 957-982, December 2005
Number of pages: 26 Posted: 03 Feb 2006
Heather M. Anderson and Farshid Vahid
Monash University - Department of Economics and Monash University - Department of Econometrics and Business Statistics
Downloads 12 (639,211)
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5.

Sectoral Employment Dynamics in Australia and the Covid‐19 Pandemic

Australian Economic Review, Vol. 53, Issue 3, pp. 402-414, 2020
Number of pages: 13 Posted: 06 Oct 2020
Heather M. Anderson, Giovanni Caggiano, Farshid Vahid and Benjamin Wong
Monash University - Department of Economics, Department of Economics, Monash University, Monash University - Department of Econometrics and Business Statistics and Monash University - Department of Econometrics & Business Statistics
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