Projects per year
Personal profile
Biography
Heather Anderson is the Maureen Brunt Professor of Economics and Econometrics, in the Department of Econometrics and Business Statistics.
She is also an elected fellow of the Academy of Social Sciences in Australia, an elected fellow of the International Association of Applied Econometrics and on the editorial boards of the Journal of Applied Econometrics, the Journal of Business and Economic Statistics, the Economic Record and Studies in Nonlinear Dynamics and Econometrics. In addition, she is the Replications Editor for the Journal of Applied Econometrics.
Link to CV
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research area keywords
- econometrics
- nonlinear time series analysis
- empirical finance
- macro-econometrics
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
Community Music Radio: Building the Music-Media Ecosystem
Homan, S., Forde, S. & Anderson, H.
Australian Research Council (ARC)
26/01/23 → 25/01/26
Project: Research
-
New methods for modelling complex trends in climate and energy time series
Anderson, H., Gao, J., Vahid-Araghi, F., Wei, W., Phillips, P. C. B., Linton, O. B. & Lunde, A.
3/08/20 → 31/12/23
Project: Research
-
How do company announcements affect trading frequency in stocks?
Australian Research Council (ARC)
1/01/04 → …
Project: Research
-
Forecasting when model stability is uncertain
Anderson, H., Koo, B. & Seo, M.
Australian Research Council (ARC), Monash University, London School of Economics and Political Science
1/01/15 → 30/06/21
Project: Research
-
-
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach
Anderson, H. M., Gao, J., Turnip, G., Vahid, F. & Wei, W., Sept 2023, In: Energy Economics. 125, 12 p., 106798.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile1 Citation (Scopus) -
High-dimensional predictive regression in the presence of cointegration
Koo, B., Anderson, H. M., Seo, M. H. & Yao, W., Dec 2020, In: Journal of Econometrics. 219, 2, p. 456-477 22 p.Research output: Contribution to journal › Article › Research › peer-review
11 Citations (Scopus) -
Sectoral employment dynamics in Australia and the COVID-19 pandemic
Anderson, H., Caggiano, G., Vahid, F. & Wong, B., Sept 2020, In: The Australian Economic Review. 53, 3, p. 402-414 13 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Special issue of the Journal of Econometrics on “Econometric Estimation and Testing: Essays in Honour of Maxwell King”
Gao, J., Anderson, H. & Li, T., Dec 2020, In: Journal of Econometrics. 219, 2, p. 201-203 3 p.Research output: Contribution to journal › Editorial › Other › peer-review
1 Citation (Scopus) -
The effects of trade size and market depth on immediate price impact in a limit order book market
Pham, M. C., Anderson, H. M., Duong, H. N. & Lajbcygier, P., Nov 2020, In: Journal of Economic Dynamics and Control. 120, 27 p., 103992.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus)