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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 2022-10-02. Update your information in the RePEc Author Service.

Short-id: pmo194


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Working Papers

2005

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

Journal Articles

2022

  1. A test of harmful multicollinearity: A generalized ridge regression approach
    Communications in Statistics - Theory and Methods, 2022, 51, (3), 724-743 Downloads

2017

  1. Detecting corporate tax evasion using a hybrid intelligent system: A case study of Iran
    International Journal of Accounting Information Systems, 2017, 25, (C), 1-17 Downloads View citations (3)

2015

  1. Evaluation Approaches of Value at Risk for Tehran Stock Exchange
    Iranian Economic Review (IER), 2015, 19, (1), 41-62 Downloads

2011

  1. Behaviour of stock markets' memories
    Applied Financial Economics, 2011, 21, (3), 183-194 Downloads View citations (4)

2008

  1. Fractional return and fractional CAPM
    Applied Financial Economics Letters, 2008, 4, (4), 269-275 Downloads View citations (6)
  2. Underground Economy and Tax Gap
    Iranian Economic Review (IER), 2008, 13, (2), 1-29 Downloads View citations (2)

2006

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

Software Items

2020

  1. ANNEARLY: MATLAB function to forecast univariate time series
    Statistical Software Components, Boston College Department of Economics Downloads
  2. ANNINPTSIGTEST: MATLAB function to test the statistical significance of inputs
    Statistical Software Components, Boston College Department of Economics Downloads
  3. ANNLYAP: MATLAB function to calculate Lyapunov exponents
    Statistical Software Components, Boston College Department of Economics Downloads
  4. ANNNONLINTST: MATLAB function to perform nonlinearity test for univariate and multivariate time series
    Statistical Software Components, Boston College Department of Economics Downloads
  5. HARMMULTICOLINTST: MATLAB function to analyze collinearity
    Statistical Software Components, Boston College Department of Economics Downloads
  6. LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion
    Statistical Software Components, Boston College Department of Economics Downloads
  7. LYAPROSEN: MATLAB function to calculate Lyapunov exponent
    Statistical Software Components, Boston College Department of Economics Downloads
  8. NONLINTST: MATLAB function to perform nonlinearity tests for univariate time series
    Statistical Software Components, Boston College Department of Economics Downloads
  9. NONLINTSTMLTVAR: MATLAB function to perform nonlinearity tests for multivariate time series
    Statistical Software Components, Boston College Department of Economics Downloads
  10. NONPARAMREG: MATLAB function to estimate nonparametric regression
    Statistical Software Components, Boston College Department of Economics Downloads

2009

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

2005

  1. A Matlab Code for Univariate Time Series Forecasting
    Computer Programs, University Library of Munich, Germany Downloads
 
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