Neil Shephard – författare
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7 produkter
Unobserved Components and Time Series Econometrics
Av Neil Shephard, Siem Jan Koopman
E-bok, 2015
1548 kr
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This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual influence of Andrew Harvey, …
Methodology and Practice of Econometrics
A Festschrift in Honour of David F. Hendry
Av Neil Shephard, Jennifer Castle
E-bok, 2009
422 kr
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David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or …
The Methodology and Practice of Econometrics
A Festschrift in Honour of David F. Hendry
Av Jennifer Castle, Neil Shephard
Häftad, 2015
577 kr
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David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or …
The Methodology and Practice of Econometrics
A Festschrift in Honour of David F. Hendry
Av Jennifer Castle, Neil Shephard
Inbunden, 2009
2181 kr
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David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or …
Stochastic Volatility
Selected Readings
Häftad, 2005
1280 kr
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Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in …
Unobserved Components and Time Series Econometrics
Av Siem Jan Koopman, Siem Jan Koopman m. fl.
Inbunden, 2015
2483 kr
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This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual influence of Andrew Harvey, …
State Space and Unobserved Component Models
Theory and Applications
Av Andrew Harvey, Siem Jan Koopman m. fl.
Häftad, 2012
838 kr
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This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, …
