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Mahrad Sharifvaghefi
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IPAD: Stable Interpretable Forecasting with Knockoffs Inference
F Yingying, J Lv, M Sharifvaghefi, Y Uematsu
Journal of the American Statistical Association 115 (532), 1822-1834, 2020
592020
A pricing model for group-buying auction based on customers' waiting-time
MS Vaghefi, MS Vaghefi, N Beheshti
Marketing Letters 25 (4), 425-434, 2014
142014
Optimal invariant tests in an instrumental variables regression with heteroskedastic and autocorrelated errors
MJ Moreira, M Sharifvaghefi, G Ridder
arXiv preprint arXiv:1705.00231, 2017
122017
Variable Selection in High Dimensional Linear Regressions with Parameter Instability
M Chudik, A., Pesaran, M. H., Sharifvaghefi
Journal of Econometrics, forthcoming, 2024
7*2024
Variable selection in linear regressions with possibly all strongly correlated covariates
M Sharifvaghefi
Econometric Reviews, 1-27, 2025
6*2025
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Prace 1–5