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Neil Shephard

5 books

Books by Neil Shephard

Book of Failures
Book of Failures
2024
The methodology and practice of econometrics
The methodology and practice of econometrics
2015
UNOBSERVED COMPONENTS AND TIME SERIES ECONOMETRICS
UNOBSERVED COMPONENTS AND TIME SERIES ECONOMETRICS
2015
State space and unobserved component models
State space and unobserved component models
2011
Stochastic volatility
Stochastic volatility
2005