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Details about Mahrad Sharifvaghefi

Homepage:https://sites.google.com/view/mahrad
Workplace:Department of Economics, University of Pittsburgh, (more information at EDIRC)

Access statistics for papers by Mahrad Sharifvaghefi.

Last updated 2024-10-10. Update your information in the RePEc Author Service.

Short-id: psh1197


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Working Papers

2024

  1. Variable Selection in High Dimensional Linear Regressions with Parameter Instability
    Papers, arXiv.org Downloads
    Also in CESifo Working Paper Series, CESifo (2023) Downloads View citations (2)

2021

  1. Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors
    Papers, arXiv.org Downloads

2020

  1. Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks
    CESifo Working Paper Series, CESifo Downloads View citations (2)

Journal Articles

2020

  1. IPAD: Stable Interpretable Forecasting with Knockoffs Inference
    Journal of the American Statistical Association, 2020, 115, (532), 1822-1834 Downloads View citations (10)
 
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