I am a postdoctoral fellow at the University of Guelph in the Department of Mathematics and Statistics within the College of Computational, Mathematical and Physical Sciences. I recently completed my Ph.D. in Economics at York University.
My main interests are Econometrics and Time Series Analysis.
Email: aryanmn@yorku.ca
Research:
Published and accepted papers:
Working papers:
Work in Progress:
Sample-Splitting Portmanteau Test for Multivariate Nonlinear Time Series
Forward-Looking Versus Backward-Looking Autoregressive Process
Conference Presentations:
46th International Symposium on Forecasting (Montreal), June 2026.
Statistics Society of Canada Annual Meeting (Hamilton), June 2026.
Canadian Economics Association Annual Meeting (Vancouver), May 2026.
CFE-CMStatistics (London), December 2025.
Canadian Econometrics Study Group (CESG) (Ottawa), October 2025.
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.