Shephard, Neil, 1964-
Shephard, Neil
Shephard, N. (Neil)
VIAF ID: 73784991 (Personal)
Permalink: http://viaf.org/viaf/73784991
Preferred Forms
-
100 1 _ ‡a Shephard, N. ‡q (Neil)
-
100 1 _ ‡a Shephard, Neil
-
100 1 _ ‡a Shephard, Neil, ‡d 1964-
-
200 _ | ‡a Shephard ‡b Neil ‡f 1964-....
-
100 1 _ ‡a Shephard, Neil ‡d (1964- ).
-
100 1 _ ‡a Shephard, Neil
Selected Titles
- The methodology and practice of econometrics a Festschrift in honour of David F. Hendry
(5)
- Stochastic volatility :
(3)
- Statistical algorithms for models in state space using SsfPack 2.2
(2)
- State space and unobserved component models, 2004:
(2)
- Inference for adaptive time series models: stochastic volatility and conditionally Gaussian state space form
(2)
- Detecting shocks: outliers and breaks in time series
(2)
- The methodology and practice of econometrics : A festschrift in honour in David F. Hendry
(1)
- The methodology and practice of econometrics
(1)
- Statistical algorithms for models in state space form : SsfPack 3.0
(1)
- State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin
(1)
