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Heather Anderson

Heather Anderson

Monash University

H-index: 25

Oceania-Australia

Contact Heather Anderson

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

Google Scholar

Heather Anderson Skills & Research Interests

applied macroeconometrics

applied finance

Top articles of Heather Anderson

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS

2024

Jeremy Piger
Jeremy Piger

H-Index: 20

Heather Anderson
Heather Anderson

H-Index: 17

Francesco Ravazzolo
Francesco Ravazzolo

H-Index: 25

Yoosoon Chang
Yoosoon Chang

H-Index: 14

Cees Diks
Cees Diks

H-Index: 23

Massimo Guidolin
Massimo Guidolin

H-Index: 22

Tae-Hwy Lee
Tae-Hwy Lee

H-Index: 17

Jun Ma
Jun Ma

H-Index: 25

Bruce Mizrach
Bruce Mizrach

H-Index: 13

Stefan Mittnik
Stefan Mittnik

H-Index: 21

Philip Rothman
Philip Rothman

H-Index: 11

Gerhard Sorger
Gerhard Sorger

H-Index: 17

Dick Van Dijk
Dick Van Dijk

H-Index: 31

Anastasios Xepapadeas
Anastasios Xepapadeas

H-Index: 26

Jess Benhabib
Jess Benhabib

H-Index: 39

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

Energy Economics

2023/6/17

Wei Wei
Wei Wei

H-Index: 5

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

A Varying-Coefficient Approach (May 4, 2023)

2023/5/4

Wei Wei
Wei Wei

H-Index: 5

Yang Yang
Yang Yang

H-Index: 9

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

Journal of Econometrics

2020/12

Heather Anderson
Heather Anderson

H-Index: 17

Tong Li
Tong Li

H-Index: 15

High-dimensional predictive regression in the presence of cointegration

Journal of Econometrics

2020/12/1

Bonsoo Koo
Bonsoo Koo

H-Index: 7

Myung Hwan Seo
Myung Hwan Seo

H-Index: 12

Wenying Yao
Wenying Yao

H-Index: 5

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

Journal of Economic Dynamics and Control

2020/11/1

Huu Nhan Duong
Huu Nhan Duong

H-Index: 10

Sectoral employment dynamics in Australia and the COVID‐19 pandemic

Australian Economic Review

2020/9

Heather Anderson
Heather Anderson

H-Index: 17

Giovanni Caggiano
Giovanni Caggiano

H-Index: 14

Benjamin Wong
Benjamin Wong

H-Index: 2

Sectoral employment dynamics in Australia

2020/5/15

Giovanni Caggiano
Giovanni Caggiano

H-Index: 14

Benjamin Wong
Benjamin Wong

H-Index: 2

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