Neil Shephard

1. When do common time series estimands have nonparametric causal meaning?
   2019/03/05 by Ashesh Rambachan, Rambachan, Ashesh, Neil Shephard +1 · 2 citations
   Chemistry · #Econometrics (econ.EM) #Electrochemical Analysis and Applications #FOS: Economics and business
2. Panel Experiments and Dynamic Causal Effects: A Finite Population\n Perspective
   2020/03/22 by Iavor Bojinov, Ashesh Rambachan, Bojinov, Iavor +3 · 2 citations
   Economics, Econometrics and Finance · Mathematics · Social Sciences · #Advanced Causal Inference Techniques #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #School Choice and Performance #Spatial and Panel Data Analysis #Statistics Theory (math.ST)
3. Inference and forecasting for continuous-time integer-valued trawl processes
   2021/07/08 by Mikkel Bennedsen, Asger Lunde, Bennedsen, Mikkel +5 · 2 citations
   Decision Sciences · #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Methodology (stat.ME) #Statistical Finance (q-fin.ST)
4. Analysis of high dimensional multivariate stochastic volatility models
   2005/08/23 by Siddhartha Chib, Federico Nardari, Neil Shephard · 1 citation
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Stochastic processes and financial applications