Shahnaz Parsaeian

Publications

1. “Efficient Combined Estimation under Structural Breaks” (with Tae-hwy Lee and Aman Ullah), Advances in Econometrics (2021).

2. “Optimal Forecast under Structural Breaks” (with Tae-hwy Lee and Aman Ullah), Journal of Applied Econometrics (2022).

3. “Forecasting under Structural Breaks Using Improved Weighted Estimation” (with Tae-hwy Lee and Aman Ullah) , Oxford Bulletin of Economics and Statistics (2022).

4. “Structural Breaks in Seemingly Unrelated Regression Models”, Macroeconomic Dynamics (2023).

5.“Shrinkage Estimation and Forecast in Dynamic Regression Models under Structural Instability” (with Ali Mehrabani and Aman Ullah), Journal of Econometric Methods (2024).

6. “Stein-like Common Correlated Effects Estimation under Structural Breaks”, Econometrics (2024).

Working Papers

7. “Sparsity Analysis in High-Dimensional Panel MIDAS Models”.

8. “Time-varying Panel Data Models with Latent Group Structures” (with Ali Mehrabani).

9. “Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects” (with Ali Mehrabani).

10. “Forecasting Stock Returns”.