Details about Shapour Mohammadi

Access statistics for papers by Shapour Mohammadi.

Last updated 2009-09-01. Update your information in the RePEc Author Service.

Short-id: pmo194

Working Papers

2005

1. Economic Growth as a Nonlinear and Discontinuous Process
   Econometrics, EconWPA
2. Structural Changes in NICs: Some Evidences on Attractor Points
   Econometrics, EconWPA
   Also in Econometrics, EconWPA (2005)

Journal Articles

2008

1. Fractional return and fractional CAPM
   Applied Financial Economics Letters, 2008, 4, (4), 269-275

Software Items

2009

1. ANNLYAP: MATLAB function to calculate Lyapunov exponents
   Statistical Software Components, Boston College Department of Economics
2. ANNLYAP: MATLAB function to generate chaotic 1D and 2D discrete maps
   Statistical Software Components, Boston College Department of Economics
3. EMBDSYMPLEC: MATLAB function to determine embedding dimension based on symplectic geometry
   Statistical Software Components, Boston College Department of Economics
4. FIXDPOINTKER: MATLAB function to find fixed points of time series
   Statistical Software Components, Boston College Department of Economics
5. FNN: MATLAB function to calculate corrected false nearest neighbors
   Statistical Software Components, Boston College Department of Economics
6. FORCASCOMB: MATLAB function to combine forecasts of various models
   Statistical Software Components, Boston College Department of Economics
7. FRACTALDIM: MATLAB function to compute fractal dimension
   Statistical Software Components, Boston College Department of Economics
8. KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function
   Statistical Software Components, Boston College Department of Economics
9. LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion
   Statistical Software Components, Boston College Department of Economics
10. LYAPROSEN: MATLAB function to calculate Lyapunov exponent
    Statistical Software Components, Boston College Department of Economics
11. QUANTILEREG: MATLAB function to estimate quantile regression
    Statistical Software Components, Boston College Department of Economics
12. SSAVGDENOIS: MATLAB function to denoise a time series
    Statistical Software Components, Boston College Department of Economics

2007

13. NONPARAMREG: MATLAB function to estimate nonparametric regression
    Statistical Software Components, Boston College Department of Economics

2005

14. A Matlab Code for Univariate Time Series Forecasting
    Computer Programs, EconWPA