Details about Shapour Mohammadi
Access statistics for papers by Shapour Mohammadi.
Last updated 20160404. Update your information in the RePEc Author Service.
Shortid: pmo194
Jump to Journal Articles Software Items
Working Papers
2005
 Economic Growth as a Nonlinear and Discontinuous Process
Econometrics, EconWPA
 Structural Changes in NICs: Some Evidences on Attractor Points
Econometrics, EconWPA
Also in Econometrics, EconWPA (2005)
Journal Articles
2011
 Behaviour of stock markets' memories
Applied Financial Economics, 2011, 21, (3), 183194
2008
 Fractional return and fractional CAPM
Applied Financial Economics Letters, 2008, 4, (4), 269275 View citations (1)
 Underground Economy and Tax Gap
Iranian Economic Review, 2008, 13, (2), 129 View citations (1)
2006
 Evidences on Jumps in Industrialization
Economics Bulletin, 2006, 28, (11), A0
Software Items
2009
 ANNLYAP: MATLAB function to calculate Lyapunov exponents
Statistical Software Components, Boston College Department of Economics
 CHAOTICMAPS: MATLAB function to generate chaotic 1D and 2D discrete maps
Statistical Software Components, Boston College Department of Economics
 EMBDSYMPLEC: MATLAB function to determine embedding dimension based on symplectic geometry
Statistical Software Components, Boston College Department of Economics
 FIXDPOINTKER: MATLAB function to find fixed points of time series
Statistical Software Components, Boston College Department of Economics
 FNN: MATLAB function to calculate corrected false nearest neighbors
Statistical Software Components, Boston College Department of Economics
 FORCASCOMB: MATLAB function to combine forecasts of various models
Statistical Software Components, Boston College Department of Economics
 FRACTALDIM: MATLAB function to compute fractal dimension
Statistical Software Components, Boston College Department of Economics
 KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function
Statistical Software Components, Boston College Department of Economics
 LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion
Statistical Software Components, Boston College Department of Economics
 LYAPROSEN: MATLAB function to calculate Lyapunov exponent
Statistical Software Components, Boston College Department of Economics
 QUANTILEREG: MATLAB function to estimate quantile regression
Statistical Software Components, Boston College Department of Economics
 SSAVGDENOIS: MATLAB function to denoise a time series
Statistical Software Components, Boston College Department of Economics
2007
 NONPARAMREG: MATLAB function to estimate nonparametric regression
Statistical Software Components, Boston College Department of Economics
2005
 A Matlab Code for Univariate Time Series Forecasting
Computer Programs, EconWPA

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