Farshid Vahid

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Global temperatures and greenhouse gases: a common features approach Journal of Econometrics	2022-09-14	Paper
Two canonical VARMA forms: scalar component models vis-à-vis the echelon form Econometric Reviews	2022-05-31	Paper
A flexible functional form approach to mortality modeling: do we need additional cohort dummies? Journal of Forecasting	2018-10-12	Paper
On weak identification in structural VARMA models Economics Letters	2018-09-12	Paper
Two-dimensional kernel smoothing of mortality surface: an evaluation of cohort strength Journal of Forecasting	2017-12-08	Paper
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions Journal of Econometrics	2016-08-12	Paper
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity Journal of Econometrics	2016-06-10	Paper
A complete VARMA modelling methodology based on scalar components Journal of Time Series Analysis	2010-04-22	Paper
The importance of common cyclical features in VAR analysis: A Monte-Carlo study. Journal of Econometrics	2003-02-17	Paper
Predicting the probability of a recession with nonlinear autoregressive leading-indicator models Macroeconomic Dynamics	2002-07-02	Paper
Predicting how people play games: A simple dynamic model of choice Games and Economic Behavior	2001-07-03	Paper
Payoff assessments without probabilities: a simple dynamic model of choice Games and Economic Behavior	1999-12-05	Paper
Testing multiple equation systems for common nonlinear components Journal of Econometrics	1999-11-08	Paper
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity Economics Letters	1999-01-12	Paper
Codependent cycles Journal of Econometrics	1998-01-07	Paper

Research outcomes over time

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