Shahnaz Parsaeian

“Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects” (with Ali Mehrabani), Accepted at the Journal of Business & Economic Statistics (2025).
“Stein-like Common Correlated Effects Estimation under Structural Breaks”, Econometrics (2024).
“Shrinkage Estimation and Forecast in Dynamic Regression Models under Structural Instability” (with Ali Mehrabani and Aman Ullah), Journal of Econometric Methods (2024).
“Structural Breaks in Seemingly Unrelated Regression Models”, Macroeconomic Dynamics (2023).
“Optimal Forecast under Structural Breaks” (with Tae-hwy Lee and Aman Ullah), Journal of Applied Econometrics (2022).
“Forecasting under Structural Breaks Using Improved Weighted Estimation” (with Tae-hwy Lee and Aman Ullah) , Oxford Bulletin of Economics and Statistics (2022).
“Efficient Combined Estimation under Structural Breaks” (with Tae-hwy Lee and Aman Ullah), Advances in Econometrics (2021).

“Sparsity Analysis in High-Dimensional Panel MIDAS Models with Group Heterogeneity”.
“Time Varying-Coefficient Panel Data with Interactive Fixed Effects and Latent Group Structures” (with Ali Mehrabani).
“Forecasting Stock Returns under Structural Breaks”.
“Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects” (with Ali Mehrabani).