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Robust inference on parameters...
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Shephard, Neil
308
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174
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150
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44
Chib, Siddhartha
43
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RePEc
245
ECONIS (ZBW)
202
OLC EcoSci
36
BASE
19
Other ZBW resources
7
EconStor
5
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Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
2
Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
3
From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
Saved in:
4
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003889445
Saved in:
5
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003898300
Saved in:
6
Deferred fees for universities
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003972937
Saved in:
7
Submission to the review on "higher education funding and student finance"
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003943204
Saved in:
8
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
9
The actual financing costs of English higher education student loans
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747332
Saved in:
10
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
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