Heather Anderson

Heather Anderson

Monash University

H-index: 25

Oceania-Australia

About Heather Anderson

Heather Anderson, With an exceptional h-index of 25 and a recent h-index of 15 (since 2020), a distinguished researcher at Monash University, specializes in the field of applied macroeconometrics, applied finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS

Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach

Does Climate Sensitivity Differ Across Regions? A Varying-Coefficient Approach

Special issue of the Journal of Econometrics on “Econometric Estimation and Testing: Essays in Honour of Maxwell King”

High-dimensional predictive regression in the presence of cointegration

The effects of trade size and market depth on immediate price impact in a limit order book market

Sectoral employment dynamics in Australia and the COVID‐19 pandemic

Sectoral employment dynamics in Australia

Heather Anderson Information

University

Position

___

Citations(all)

4534

Citations(since 2020)

1315

Cited By

3740

hIndex(all)

25

hIndex(since 2020)

15

i10Index(all)

35

i10Index(since 2020)

19

Email

University Profile Page

Monash University

Google Scholar

View Google Scholar Profile

Heather Anderson Skills & Research Interests

applied macroeconometrics

applied finance

Top articles of Heather Anderson

Title

Journal

Author(s)

Publication Date

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS

Jeremy Piger

Heather Anderson

Robert A Becker

Hilde C Bjørnland

Francesco Ravazzolo

...

2024

Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach

Energy Economics

Heather M Anderson

Jiti Gao

Guido Turnip

Farshid Vahid

Wei Wei

2023/6/17

Does Climate Sensitivity Differ Across Regions? A Varying-Coefficient Approach

A Varying-Coefficient Approach (May 4, 2023)

Heather M Anderson

Jiti Gao

Farshid Vahid

Wei Wei

Yang Yang

2023/5/4

Special issue of the Journal of Econometrics on “Econometric Estimation and Testing: Essays in Honour of Maxwell King”

Journal of Econometrics

Jiti Gao

Heather Anderson

Tong Li

2020/12

High-dimensional predictive regression in the presence of cointegration

Journal of Econometrics

Bonsoo Koo

Heather M Anderson

Myung Hwan Seo

Wenying Yao

2020/12/1

The effects of trade size and market depth on immediate price impact in a limit order book market

Journal of Economic Dynamics and Control

Manh Cuong Pham

Heather Margot Anderson

Huu Nhan Duong

Paul Lajbcygier

2020/11/1

Sectoral employment dynamics in Australia and the COVID‐19 pandemic

Australian Economic Review

Heather Anderson

Giovanni Caggiano

Farshid Vahid

Benjamin Wong

2020/9

Sectoral employment dynamics in Australia

Heather M Anderson

Giovanni Caggiano

Farshid Vahid

Benjamin Wong

2020/5/15

See List of Professors in Heather Anderson University(Monash University)