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On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands

Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498

Persistent link: https://www.econbiz.de/10001336657

On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity

Anderson, Heather M. - In: Economics letters 60 (1998) 3, pp. 291-296

Persistent link: https://www.econbiz.de/10001251676

Predicting the probability of a recession with nonlinear autoregressive leading-indicator models

Anderson, Heather M.; Vahid, Farshid - In: Macroeconomic dynamics 5 (2001) 4, pp. 482-505

Persistent link: https://www.econbiz.de/10001625154

The decline in income growth volatility in the United States : evidence from regional data

Anderson, Heather M.; Vahid, Farshid - 2003

Persistent link: https://www.econbiz.de/10001892127

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

Transaction costs and non-linear adjustment towards equilibrium in the US treasury bill market

Anderson, Heather M. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 465-484

Persistent link: https://www.econbiz.de/10001234618

[Rezension] Maddala, G. S., ..., Unit roots, cointegration, and structural change : Cambridge Univ. Press, 1998

Anderson, Heather M. - In: The economic record : er 75 (1999), pp. 439-441

Persistent link: https://www.econbiz.de/10001441060

A cointegration analysis of treasury bill yields

Hall, Anthony D. - In: The review of economics and statistics 74 (1992) 1, pp. 116-126

Persistent link: https://www.econbiz.de/10001123476

US and Canadian industrial production indices as coupled oscillators

Anderson, Heather M.; Ramsey, James B. - In: Journal of economic dynamics & control 26 (2002) 1, pp. 33-67

Persistent link: https://www.econbiz.de/10001617067

Forecasting under structural break uncertainty

Tian, Jing; Anderson, Heather M. - 2011

This paper proposes two new weighting schemes that average forecasts using different estimation windows to account for structural change. We let the weights reflect the probability of each time point being the most-recent break point, and we use the reversed ordered Cusum test statistics to...

Persistent link: https://www.econbiz.de/10009406379