Aryan Manafi Neyazi

I am a Ph.D. candidate in Economics at York University under the supervision of Professor Joann Jasiak.

My main interests are Econometrics and Time Series Analysis.

I am on the job market for the 2025 - 2026 academic year.

Research:

Working papers:

Work in Progress:

Shrinkage Regularization of The Absence of Nonlinear Serial Dependence Test
A Nonparametric Test for Serial and Simultaneous Dependence in the Extremes of Multivariate Time Series

Conference Presentations:

CFE-CMStatistics (London), December 2025 [scheduled].
Canadian Econometrics Study Group (CESG) (Ottawa), October 2025 [scheduled].
James Mackinnon Workshop (Kingston), September 2025.
Annual Conference of the International Association for Applied Econometrics (IAAE) (Torino), June 2025.
Non-Causal Econometrics workshop (Paris), June 2025.
Canadian Economics Association Annual Meeting (Montreal), May 2025.
Statistics Society of Canada Annual Meeting (Saskatoon), May 2025. [Best PhD Oral Presentation in the Business & Industrial Statistics subgroup]
The Thirteenth Annual Canadian Statistics Student Conference (Saskatoon), May 2025. [3rd Place for Best PhD Oral Presentation]
CFE-CMStatistics (London), December 2024.
Canadian Econometrics Study Group (CESG) (Toronto), October 2024.
European winter meeting of The Econometric Society (Manchester), December 2023.
Canadian Economics Association Annual Meeting (Winnipeg), May 2023.

Research Assistant :

• Antoine Djogbenou: The application of factor models to big economic data in finance and economics