Aryan Manafi Neyazi

I am a Postdoctoral Fellow in the Department of Mathematics and Statistics at the University of Guelph. I received my Ph.D. in Economics from York University in 2026, under the supervision of Joann Jasiak. In Winter 2024, I was a visiting Ph.D. student at Maastricht University, hosted by Alain Hecq.

My research interests are econometrics, statistics, time series analysis, and financial econometrics. My work focuses on estimation and hypothesis testing for non-Gaussian time series, mixed causal–noncausal models, and financial bubbles.

Email: aneyazi@uoguelph.ca

Google Scholar

Published and Accepted Papers

Regularized Generalized Covariance (RGCov) Estimator
With Francesco Giancaterini, Alain Hecq, and Joann Jasiak.
The Econometrics Journal.
GCov Based Portmanteau Test
With Joann Jasiak.
Econometric Reviews.
Bubble Detection with Application to Green Bubbles: a Noncausal Approach
With Francesco Giancaterini, Alain Hecq, and Joann Jasiak.
Energy Economics.

Working Papers

Generalized Covariance Estimator under Misspecification and Constraints
Shrinkage Regularization of Absence of Nonlinear Serial Dependence Test
With Francesco Giancaterini, Alain Hecq, and Joann Jasiak.

Work in Progress

Transmission of Extremes in Causal–Noncausal Processes with Copula-Dependent Innovations
With Elif Acar and Alex Shestopaloff.
Sample-Splitting Portmanteau Test for Multivariate Nonlinear Time Series
With Joann Jasiak.
Forward-Looking Versus Backward-Looking Autoregressive Process
Education, Skills Use, and Mismatch in the Canadian Labour Market
With Ida Ferrara and Serguei Zernov.

Conference Presentations

2026

CFE-CMStatistics, Berlin — scheduled
PIAAC Research Conference, Toronto — scheduled
46th International Symposium on Forecasting, Montreal
Statistical Society of Canada Annual Meeting, Hamilton
Canadian Economics Association Annual Meeting, Vancouver

2025

CFE-CMStatistics, London
Canadian Econometrics Study Group (CESG), Ottawa
James MacKinnon Workshop, Kingston
International Association for Applied Econometrics (IAAE) Annual Conference, Torino
Non-Causal Econometrics Workshop, Paris
Canadian Economics Association Annual Meeting, Montreal
Statistical Society of Canada Annual Meeting, Saskatoon — Best PhD Oral Presentation, Business & Industrial Statistics
Thirteenth Annual Canadian Statistics Student Conference, Saskatoon — Third Best PhD Oral Presentation

2024

CFE-CMStatistics, London
Canadian Econometrics Study Group (CESG), Toronto

2023

European Winter Meeting of the Econometric Society, Manchester
Canadian Economics Association Annual Meeting, Winnipeg