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Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?
Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59
Persistent link: https://www.econbiz.de/10001427382
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Memoirs of "A cointegration analysis of treasury bill yields"
Anderson, Heather M. - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 172-173
Persistent link: https://www.econbiz.de/10008652242
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Market architecture and nonlinear dynamics of Australian stock and future indices
Anderson, Heather M.; Vahid, Farshid - 2001
Persistent link: https://www.econbiz.de/10001586610
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Treasury bill yield curves and cointegration
Anderson, Heather M.; Granger, C. W.; Hall, Anthony D. - 1990
Persistent link: https://www.econbiz.de/10000129170
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Market architecture and nonlinear dynamics of Australian stock and futures indices
Anderson, Heather M.; Vahid, Farshid - In: Australian economic papers 40 (2001) 4, pp. 541-566
Persistent link: https://www.econbiz.de/10001982968
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Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.; Low, Chin Nam; Snyder, Ralph D. - 2004
Persistent link: https://www.econbiz.de/10002474772
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Vars, Cointegration, and Common Cycle Restrictions
Anderson, Heather M.; Vahid, Farshid - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882038
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VARs, cointegration and common cycle restrictions
Anderson, Heather M.; Vahid, Farshid - 2010
Persistent link: https://www.econbiz.de/10008662304
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Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.; Low, Chin Nam; Snyder, Ralph D. - In: Economics letters 91 (2006) 1, pp. 104-109
Persistent link: https://www.econbiz.de/10003315118
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How do shocks to domestic factors affect real exchange rates of Asian developing countries?
Dumrongrittikul, Taya; Anderson, Heather M. - 2015
Persistent link: https://www.econbiz.de/10011781138