This program helps to identification and aytomatic forecasting with ARMA models for forecasters and analysts.This program is compatible with EViews 3,3.1,4,4.1. For running it in EViews 5 and 5.1 simply check the box Version 4 compatible variable substitution

Structural changes were the main focus of many studies in recent years. Changes which alter the socio-economic status of a nation from deprived and traditional nature to a developed and modern one. The main hypothesis of this study is that, the economic development does not occur through a...

In this paper we develop a regression and a kernel density based model for finding fixed points and attractors of dynamical systems to explore attractors of structural change for NICs. The results show that countries consume longer time in some structures than the others. This can be interpreted...

In this paper we develop a regression and a kernel density based model for finding fixed points and attractors of dynamical systems to explore attractors of structural change for NICs. The results show that countries consume longer time in some structures than the others. This can be interpreted...

The objective of this research is to apply the recently developed fractional cointegration vector autoregressive (FCVAR) model in developing pairs trading model and compare the results to that of the cointegration approach. To the best of our knowledge, there are no papers on fractional...

In this paper the relation of underground economy and tax gap in Iran has been examined. The results show that the underground economy size is almost 20 percent of GDP in Iran. In this research three methods of estimation of underground economy size has been used and combined to achieve a more...