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Details about Shapour Mohammadi

E-mail:
Workplace:Faculty of Economics, University of Tehran, (more information at EDIRC)

Access statistics for papers by Shapour Mohammadi.

Last updated 2014-06-07. Update your information in the RePEc Author Service.

Short-id: pmo194


Jump to Journal Articles Software Items

Working Papers

2005

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

Journal Articles

2011

  1. Behaviour of stock markets' memories
    Applied Financial Economics, 2011, 21, (3), 183-194 Downloads

2008

  1. Fractional return and fractional CAPM
    Applied Financial Economics Letters, 2008, 4, (4), 269-275 Downloads View citations (1)
  2. Underground Economy and Tax Gap
    Iranian Economic Review, 2008, 13, (2), 1-29 Downloads

2006

  1. Evidences on Jumps in Industrialization
    Economics Bulletin, 2006, 28, (11), A0 Downloads

Software Items

2009

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

2007

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

2005

  1. A Matlab Code for Univariate Time Series Forecasting
    Computer Programs, EconWPA Downloads
 
Page updated 2014-10-11