Shapour Mohammadi

University of Tehran

Enghelab Ave., 16 Azar Street

Tehran, UT Tehran

Iran

SCHOLARLY PAPERS

3

DOWNLOADS
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Scholarly Papers (3)

1.

A Program for Fixed or Random Effects in Eviews

Number of pages: 2 Posted: 27 Feb 2005
Hossein Abbasi-Nejad and Shapour Mohammadi
University of Tehran and University of Tehran
Downloads 2,475 (5,221)

Abstract:

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Random Effect, Fixed Effect, Hausman Test, Eviews Program

2.

An Eviews Program for Arma Modeling and Forecasting

Number of pages: 2 Posted: 22 Feb 2005
Hossein Abbasi-Nejad and Shapour Mohammadi
University of Tehran and University of Tehran
Downloads 1,700 (9,773)

Abstract:

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ARMA, identification, AIC, SC, forecasting, models selection, eviews program

3.

Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach

Number of pages: 15 Posted: 05 Jun 2015
Ehsan Ramezanifar, Shapour Mohammadi, Hossein Rad and Saeed Beyty
Maastricht University - Department of Finance, University of Tehran, University of Queensland Business School and University of Tehran
Downloads 590 (46,088)

Abstract:

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Pairs Trading, Fractional Cointegration, Fractional Vector Error Correction Model, Mean Reversion

Other Papers (1)

Total Downloads: 1,087
1.

Multicolinearity Test in Eviews

Number of pages: 1 Posted: 14 Sep 2012
Hossein Abbasi-Nejad and Shapour Mohammadi
University of Tehran and University of Tehran
Downloads 1,087

Abstract:

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Multicolinearity, Colinearity, Variance Inflatio Factor, Condition Number, Eviews program