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Heather M. Anderson

Global rank #5619 93%

Institution: Monash University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://research.monash.edu/en/persons/heather-anderson

First Publication: 1992

Most Recent: 2025

RePEc ID: pan164 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.90 0.00 0.00 1.81
Last 10 Years 0.00 2.41 1.51 0.00 6.67
All Time 0.00 4.76 7.54 0.00 18.48

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 15.21

Publications (18)

Year Article Journal Tier Authors
2025 Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning Energy Economics A 4
2023 Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach Energy Economics A 5
2020 The effects of trade size and market depth on immediate price impact in a limit order book market Journal of Economic Dynamics and Control B 4
2020 High-dimensional predictive regression in the presence of cointegration Journal of Econometrics A 4
2019 The global effects of productivity gains in Asian emerging economies Economic Modeling C 3
2019 Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices Journal of Banking & Finance B 2
2016 How do shocks to domestic factors affect real exchange rates of Asian developing countries? Journal of Development Economics A 2
2014 Forecast combinations under structural break uncertainty International Journal of Forecasting B 2
2014 How does public information affect the frequency of trading in airline stocks? Journal of Banking & Finance B 2
2011 Financial integration and the construction of historical financial data for the Euro Area Economic Modeling C 4
2006 Single source of error state space approach to the Beveridge Nelson decomposition Economics Letters C 3
2006 Common features Journal of Econometrics A 3
2005 Nonlinear Correlograms and Partial Autocorrelograms* Oxford Bulletin of Economics and Statistics B 2
2002 U.S. and Canadian industrial production indices as coupled oscillators Journal of Economic Dynamics and Control B 2
1998 On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity Economics Letters C 2
1998 Testing multiple equation systems for common nonlinear components Journal of Econometrics A 2
1997 Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market. Oxford Bulletin of Economics and Statistics B 1
1992 A Cointegration Analysis of Treasury Bill Yields. Review of Economics and Statistics A 3