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~isPartOf:"Suntory Toyota International Centre for Economics and Related Disciplines"
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Suntory Toyota International Centre for Economics and Related Disciplines
Economics Series Working Papers / Department of Economics, Oxford University
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Exact score for time series models in state space form
Koopman, Siem Jan
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Shephard, Neil G.
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1992
Persistent link: https://www.econbiz.de/10000837992
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Deletion diagnostics and transformations for time series
Atkinson, Anthony C.
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Shephard, Neil G.
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1992
Persistent link: https://www.econbiz.de/10000839002
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A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
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1990
Persistent link: https://www.econbiz.de/10000804115
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Estimation and testing of stochastic variance models
Harvey, Andrew C.
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Shephard, Neil G.
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1993
Persistent link: https://www.econbiz.de/10000868273
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