Heather M. Anderson

Monash University - Department of Economics

Professor

Wellington Road

Clayton, Victoria 3

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

419

CITATIONS

1

Scholarly Papers (3)

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 270 (111,385)
Citation 1

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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 (208,325)

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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.

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 (561,779)
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