Neil Shephard
Neil Shephard
3 books in the database
Books
Co-authored books and collections
Books that list Neil Shephard among their authors but not as the lead author: co-written works, collections and compilations.
UNOBSERVED COMPONENTS AND TIME SERIES ECONOMETRICSSiem Jan Koopman
UNOBSERVED COMPONENTS AND TIME SERIES ECONOMETRICS
Siem Jan Koopman · 2015
State space and unobserved component modelsA. C. Harvey
State space and unobserved component models
A. C. Harvey · 2012
The methodology and practice of econometricsJennifer Castle
The methodology and practice of econometrics
Jennifer Castle · 2009