Heather M. Anderson : Citation Profile

Are you Heather M. Anderson?

Monash University

12

H index

16

i10 index

1530

Citations

RESEARCH PRODUCTION:

29

Articles

37

Papers

3

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   32 years (1990 - 2022). See details.
   Cites by year: 47
   Journals where Heather M. Anderson has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 24 (1.54 %)

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   Permalink: http://citec.repec.org/pan164
   Updated: 2023-11-04    RAS profile: 2023-07-09    
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Relations with other researchers

Works with:

Vahid, Farshid (5)

Caggiano, Giovanni (3)

Wong, Benjamin (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Heather M. Anderson.

Is cited by:

JAWADI, Fredj (33)

Mignon, Valérie (28)

Franses, Philip Hans (27)

Osborn, Denise (25)

van Dijk, Dick (20)

Balcilar, Mehmet (19)

Swanson, Norman (18)

Clements, Michael (18)

Hecq, Alain (18)

Ferrara, Laurent (17)

Bec, Frédérique (17)

Cites to:

Pesaran, Mohammad (48)

Engle, Robert (33)

Campbell, John (31)

Vahid, Farshid (24)

Dees, Stephane (23)

Smith, L. Vanessa (21)

Watson, Mark (21)

Bollerslev, Tim (21)

Diebold, Francis (19)

Holly, Sean (19)

Stock, James (17)

Main data

Where Heather M. Anderson has published?

Journals with more than one article published# docs
Journal of Applied Econometrics4
Journal of Econometrics3
Economic Modelling2
Economics Letters2
Oxford Bulletin of Economics and Statistics2
Journal of Economic Dynamics and Control2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics23
Econometric Society 2004 Australasian Meetings / Econometric Society2

Recent works citing Heather M. Anderson (2023 and 2022)

YearTitle of citing document
2023.

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2022Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

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2022A restricted eigenvalue condition for unit-root non-stationary data. (2022). Wijler, Etienne. In: Papers. RePEc:arx:papers:2208.12990.

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2022On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2022A smooth transition autoregressive model for matrix-variate time series. (2022). Bucci, Andrea. In: Papers. RePEc:arx:papers:2212.08615.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Longevity, Fertility, and the Real Exchange Rate. (2023). Zhang, Jing ; Zhou, Zhihao ; Liu, Xiaohui. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:2:p:26-57.

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2022What goes up must come down: Theory and model specification of threshold dynamics. (2022). Philips, Andrew Q ; Paul, Hannah L. In: Social Science Quarterly. RePEc:bla:socsci:v:103:y:2022:i:5:p:1273-1289.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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2022On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723.

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2022On LASSO for predictive regression. (2022). Shi, Zhentao ; Gao, Zhan ; Lee, Ji Hyung. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:322-349.

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2022Global temperatures and greenhouse gases: A common features approach. (2022). Vahid, Farshid ; Gao, Jiti ; Chen, LI. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:240-254.

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2023Forward-selected panel data approach for program evaluation. (2023). Huang, Jingyi ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:512-535.

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2022Excess shocks can limit the economic interpretation. (2022). Robinson, Tim ; pagan, adrian. In: European Economic Review. RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000599.

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2022Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach. (2022). Nefzi, Nourhaine ; Melki, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002993.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach. (2022). JAWADI, Fredj ; Rozin, Philippe ; Bourghelle, David. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:294-306.

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2022Artificial intelligence and unemployment:An international evidence. (2022). Vo, Duc Hong ; Nguyen, Quoc Phu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:63:y:2022:i:c:p:40-55.

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2022Flexible Average Inflation Targeting: How Much Is U.S. Monetary Policy Changing?. (2022). Martinez-Garcia, Enrique ; Duncan, Roberto ; Coulter, Jarod. In: Globalization Institute Working Papers. RePEc:fip:feddgw:94541.

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2023The Effects of Volatility on Liquidity in the Treasury Market. (2023). Sokolinskiy, Oleg ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-28.

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2022A Conversation with Søren Johansen. (2022). Paruolo, Paolo ; Mosconi, Rocco. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:21-:d:793005.

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2022The Effect of Index Option Trading on Stock Market Volatility in China: An Empirical Investigation. (2022). Wu, Kai ; Liu, YI ; Feng, Weiyang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:150-:d:778684.

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2023.

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2023Nonlinear Effects of Eco-Industrial Parks on Sulfur Dioxide and Carbon Dioxide Emissions—Estimation Based on Nonlinear DID. (2023). Dai, Yue ; Zhu, Yuanyuan ; Cao, Kairui ; Xu, Qunfang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1988-:d:1042264.

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2022Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation. (2022). Diebolt, Claude ; Chikhi, Mohamed. In: Post-Print. RePEc:hal:journl:hal-03778331.

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2022Investment dynamics in Central and Eastern Europe: Why doesn’t the sun always rise from the east?. (2022). Cuestas, Juan ; Mourelle, Estefania. In: Working Papers. RePEc:jau:wpaper:2022/02.

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2022Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation. (2022). Diebolt, Claude ; Chikhi, Mohamed. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2022:v:13:p:228-253.

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2022Exchange Rate Regimes and Business Cycle Synchronization. (2022). Knaze, Jakub ; Hou, Jia. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:3:d:10.1007_s11079-021-09648-0.

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2022Procyclical volatility in Chinese stock markets. (2022). Liu, Xiaoquan ; Jiang, Ying ; Fei, Tianlun ; Deschamps, Bruno. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01020-0.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-2.

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2022Is the ESG portfolio less turbulent than a market benchmark portfolio?. (2022). Ouchen, Abdessamad. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00077-4.

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2023The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide. (2023). Skare, Marinko ; Qin, Yong ; Fan, Xuecheng ; Xu, Zeshui ; Lv, Shengnan. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:11-47.

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2023Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2023). Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:116819.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2022Using structural break inference for forecasting time series. (2022). Osborn, Denise R ; Altansukh, Gantungalag. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02137-w.

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2022Nonlinear responses of consumption to wealth, income, and interest rate shocks. (2022). Coskun, Esra Alp ; Apergis, Nicholas. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02171-8.

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2023Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. (2023). Li, Weiping ; Ma, Feng ; Cao, Yangli ; Qiao, Gaoxiu. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02248-y.

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2023Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. (2023). Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine ; Papana, Angeliki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9.

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2023Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8.

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2023Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5.

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2022Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners. (2022). Helali, Kamel. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00740-x.

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2023Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216.

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2022Is the relationship between corruption, government stability and non?performing loans non?linear? A threshold analysis for the MENA region. (2022). Boussaada, Rim ; Hakimi, Abdelaziz ; Karmani, Majdi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4383-4398.

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2022Time?varying roles of housing risk factors in state?level housing markets. (2022). Huang, Meichi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4660-4683.

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Heather M. Anderson is editor of

Journal
Empirical Economics
Studies in Empirical Economics

Works by Heather M. Anderson:

YearTitleTypeCited
2005Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper36
2007Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?.(2007) In: Journal of Business & Economic Statistics.
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2007Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper2
2012Reported earnings and analyst forecasts as competing sources of information: A new approach.(2012) In: Australian Journal of Management.
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2010Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper9
2010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps.(2010) In: Monash Econometrics and Business Statistics Working Papers.
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2001Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices In: Australian Economic Papers.
[Full Text][Citation analysis]		article6
2001Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2020Sectoral Employment Dynamics in Australia and the COVID?19 Pandemic In: Australian Economic Review.
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2020Sectoral employment dynamics in Australia.(2020) In: CAMA Working Papers.
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2020Sectoral Employment Dynamics in Australia.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2007New Introduction to Multiple Time Series Analysis ? by Helmut Lütkepohl In: The Economic Record.
[Full Text][Citation analysis]		article0
1997Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article139
2005Nonlinear Correlograms and Partial Autocorrelograms* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2003Nonlinear Correlograms and Partial Autocorrelograms.(2003) In: Monash Econometrics and Business Statistics Working Papers.
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2001PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article43
2000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models..(2000) In: Monash Econometrics and Business Statistics Working Papers.
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2004A Model for Trade Frequency in the Presence of Announcements In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper0
2004Single Source of Error State Space Approach to the Beveridge Nelson Decomposition In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper23
2006Single source of error state space approach to the Beveridge Nelson decomposition.(2006) In: Economics Letters.
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2005Single source of error state space approach to the Beveridge Nelson decomposition.(2005) In: CAMA Working Papers.
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2004Single Source of Error State Space Approach to the Beveridge Nelson Decomposition.(2004) In: Monash Econometrics and Business Statistics Working Papers.
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2016How do shocks to domestic factors affect real exchange rates of Asian developing countries? In: Journal of Development Economics.
[Full Text][Citation analysis]		article9
2015How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries.(2015) In: Monash Econometrics and Business Statistics Working Papers.
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2020The effects of trade size and market depth on immediate price impact in a limit order book market In: Journal of Economic Dynamics and Control.
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2002U.S. and Canadian industrial production indices as coupled oscillators In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
2011Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling.
[Full Text][Citation analysis]		article9
2010Financial Integration and the Construction of Historical Financial Data for the Euro Area.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2019The global effects of productivity gains in Asian emerging economies In: Economic Modelling.
[Full Text][Citation analysis]		article1
1998On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity In: Economics Letters.
[Full Text][Citation analysis]		article1
2006Common features In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2020High-dimensional predictive regression in the presence of cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
1998Testing multiple equation systems for common nonlinear components In: Journal of Econometrics.
[Full Text][Citation analysis]		article89
2014Forecast combinations under structural break uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]		article23
2014How does public information affect the frequency of trading in airline stocks? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2019Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2011Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2006Nonlinear autoregressive leading indicator models of output in G-7 countries In: CAMA Working Papers.
[Full Text][Citation analysis]		paper14
2007Nonlinear autoregressive leading indicator models of output in G-7 countries.(2007) In: Journal of Applied Econometrics.
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2002Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries.(2002) In: Monash Econometrics and Business Statistics Working Papers.
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2006BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2006Beveridge-Nelson Decomposition with Markov Switching.(2006) In: Melbourne Institute Working Paper Series.
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2006Beveridge-Nelson Decomposition with Markov Switching.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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2007CONSTRUCTING HISTORICAL EURO AREA DATA In: CAMA Working Papers.
[Full Text][Citation analysis]		paper12
2007Constructing Historical Euro Area Data.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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In: .
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2005Random Walk Smooth Transition Autoregressive Models.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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1990TREASURY BI;; YIELD CURVES AND COINTEGRATION. In: Australian National University - Department of Economics.
[Citation analysis]		paper11
1997On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
1997On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
1992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article578
1999Does International Trade Synchronize Business Cycles? In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper22
2001Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models. In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2002Choosing Lag Lengths in Nonlinear Dynamic Models In: Monash Econometrics and Business Statistics Working Papers.
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2003The Decline in Income Growth Volatility in the United States: Evidence from Regional Data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper5
2003Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper25
2009Does beta react to market conditions? Estimates of bull and bear betas using a nonlinear market model with an endogenous threshold parameter.(2009) In: Quantitative Finance.
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2010VARs, Cointegration and Common Cycle Restrictions In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper5
2011Forecasting Under Strucural Break Uncertainty In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper1
2013Common non-linearities in multiple series of stock market volatility In: Monash Econometrics and Business Statistics Working Papers.
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2013Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2014The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2017Robust Bayesian exponentially tilted empirical likelihood method In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2022Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach In: Monash Econometrics and Business Statistics Working Papers.
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1993Modeling Nonlinearity over the Business Cycle In: NBER Chapters.
[Full Text][Citation analysis]		chapter25
2010Memoirs of A Cointegration Analysis of Treasury Bill Yields In: The Journal of Financial Econometrics.
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2010Discussion of Key Elements of Global Inflation In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter0
1999Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? In: Journal of Economic Methodology.
[Full Text][Citation analysis]		article1
1992A Cointegration Analysis of Treasury Bill Yields. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article378

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