Details about Shapour Mohammadi

Access statistics for papers by Shapour Mohammadi.

Last updated 2022-10-02. 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

2022

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

2017

2. 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 (3)

2015

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

2011

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

2008

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

2006

7. 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