Details about Shapour Mohammadi

Access statistics for papers by Shapour Mohammadi.

Last updated 2024-10-31. Update your information in the RePEc Author Service.

Short-id: pmo194

Working Papers

2005

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

Journal Articles

2023

1. Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
   Journal of Forecasting, 2023, 42, (8), 2045-2062

2022

2. A test of harmful multicollinearity: A generalized ridge regression approach
   Communications in Statistics - Theory and Methods, 2022, 51, (3), 724-743 View citations (2)

2017

3. 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 View citations (6)

2015

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

2011

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

2008

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

2006

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

Software Items

2020

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

2009

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

2005

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