Neil Shephard
4 published titles
State space and unobserved component models : theory and applications
(Contributor)
1 edition
- ISBN: 052183595X
- Cambridge University Press
- 2004
- Details
Stochastic volatility : selected readings
(Contributor)
1 edition
- ISBN: 0199257205
- Oxford University Press
- 2005
- Details
SsfPack 3.0 : statistical algorithms for models in state space form
(Contributor)
1 edition
- ISBN: 9780955707636
- Timberlake Consultants
- 2008
- Details
The methodology and practice of econometrics : a festschrift in honour of David F. Hendry
(Contributor)
1 edition
- ISBN: 9780199237197
- Oxford University Press
- 2009
- Details
