Farshid Vahid

Available identifiers

Publication	Date of Publication	Type
Global temperatures and greenhouse gases: a common features approach	2022-09-14	Paper
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form	2022-05-31	Paper
A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?	2018-10-12	Paper
On weak identification in structural VARMA models	2018-09-12	Paper
Two‐Dimensional Kernel Smoothing of Mortality Surface: An Evaluation of Cohort Strength	2017-12-08	Paper
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions	2016-08-12	Paper
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity	2016-06-10	Paper
A complete VARMA modelling methodology based on scalar components	2010-04-22	Paper
The importance of common cyclical features in VAR analysis: A Monte-Carlo study.	2003-02-17	Paper
Predicting the probability of a recession with nonlinear autoregressive leading-indicator models	2002-07-02	Paper
Predicting how people play games: A simple dynamic model of choice	2001-07-03	Paper
Payoff assessments without probabilities: a simple dynamic model of choice	1999-12-05	Paper
Testing multiple equation systems for common nonlinear components	1999-11-08	Paper
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity	1999-01-12	Paper
Codependent cycles	1998-01-07	Paper

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