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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - In: Econometric theory 27 (2011) 5, pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - 2008
Persistent link: https://www.econbiz.de/10003818667
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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - 2008
Persistent link: https://www.econbiz.de/10003807453
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Learning and filtering via simulation : smoothly jittered particle filters
Flury, Thomas; Shephard, Neil G. - 2009
Persistent link: https://www.econbiz.de/10003942746
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Stochastic volatility : selected readings
Shephard, Neil G. (contributor); Shephard, Neil G. (ed.) - 2005
Persistent link: https://www.econbiz.de/10001718768
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Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G. - In: Time series models : in econometrics, finance and other …, (pp. 1-67). 1996
Persistent link: https://www.econbiz.de/10001319937
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Distribution of the ML estimator of an MA(1) and a local level model
Shephard, Neil G. - In: Econometric theory 9 (1993) 3, pp. 377-401
Persistent link: https://www.econbiz.de/10001151128
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Stochastic volatility
Shephard, Neil G. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003067547
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Income contingent tuition fees for universities
Shephard, Neil G. - 2009
Persistent link: https://www.econbiz.de/10003898300
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Deferred fees for universities
Shephard, Neil G. - 2010
Persistent link: https://www.econbiz.de/10003972937