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Neil Shephard
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11	Computationally-intensive Econometrics using a Distributed Matrix-programming Language By Jurgen A. Doornik†, David F. Hendry, and Neil Shephard Nuffield College, University of Oxford, Oxford OX1 1NF, UK This paper rev Add to Reading List Source URL: www.nuff.ox.ac.uk Language: English - Date: 2001-11-05 17:13:24 Time series analysis Multivariate statistics Econometric model Neil Shephard Heteroscedasticity David Forbes Hendry Vector autoregression Maximum likelihood Markov chain Statistics Econometrics Fellows of the Econometric Society
12	OXFORD ECONOMICS NEWS September 2009 Issue 1 OXFORD ECONOMICS Add to Reading List Source URL: www.economics.ox.ac.uk Language: English - Date: 2012-11-07 05:42:03 Universities in the United Kingdom London School of Economics International Growth Centre Neil Shephard David Forbes Hendry Development economics Nuffield College Oxford Tim Besley W. Max Corden Fellows of the Econometric Society Economics Academia
13	Curriculum Vitae of Morten Ørregaard Nielsen September 26, 2014 PERSONAL INFORMATION Name Add to Reading List Source URL: www.econ.queensu.ca Language: English - Date: 2014-09-26 11:44:41 Fellows of the Econometric Society Søren Johansen OxMetrics Peter C. B. Phillips Cointegration Financial econometrics Peter Reinhard Hansen Neil Shephard Statistics Economics Econometrics
14	NBER-NSF time series conference Add to Reading List Source URL: mit.econ.au.dk Language: English - Date: 2008-09-08 09:47:54 Mathematical finance Economics Econometrician Neil Shephard Ole Barndorff-Nielsen Aarhus University Peter Reinhard Hansen Tim Bollerslev Robert F. Engle Statistics Fellows of the Econometric Society Science
15	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English William Perraudin Robert F. Engle Economics Statistics British people Fellows of the Econometric Society Econometrician Neil Shephard
16	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Year of birth missing Economics William Perraudin Robert F. Engle University of London EDHEC Business School Oxford-Man Institute Academia Economy of the United Kingdom Fellows of the Econometric Society Econometrician Neil Shephard
17	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Zaffaroni British people Universities in the United Kingdom Econometrician Neil Shephard Mohammad Hashem Pesaran
18	Jennifer Louise Castle http://users.ox.ac.uk/∼nuff0231/ [removed] Address Magdalen College Oxford, OX1 4AU Add to Reading List Source URL: users.ox.ac.uk Language: English - Date: 2014-01-14 05:50:18 David Forbes Hendry Science OxMetrics Neil Shephard Econometrics Economic statistics Nuffield College Oxford Eric Ghysels Methodology of econometrics Fellows of the Econometric Society Statistics Economics
19	FX and cross-currency options modelling with Levy processes timechanged by other Levy processes John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:03 Ole Barndorff-Nielsen Neil Shephard Stochastic CIR process Lévy process Dynamics Statistics Stochastic processes Ornstein–Uhlenbeck process
20	www.oxmetrics.net www.timberlake.co.uk www.timberlake-consultancy.com OxMetrics news Add to Reading List Source URL: www.timberlake.co.uk Language: English - Date: 2011-01-24 21:14:08 OxMetrics Autoregressive conditional heteroskedasticity Macroeconomic model Economic model Time series Dummy variable Neil Shephard Heteroscedasticity-consistent standard errors Linear regression Statistics Econometrics Economics