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Neil Shephard

Harvard University
University of Oxford
Nuffield College

346

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30348

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Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics

2021
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Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics

2021 arXiv: Methodology
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Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics

2021 Research Papers in Economics
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Panel Experiments and Dynamic Causal Effects: A Finite Population Perspective

2021 Quantitative Economics
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An estimator for predictive regression: reliable inference for financial economics

2020 arXiv: Methodology
- Neil Shephard
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Panel Experiments and Dynamic Causal Effects: A Finite Population Perspective

2020 arXiv: Methodology
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Fitting vast dimensional time-varying covariance models ∗

2020 Journal of Business & Economic Statistics
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An estimator for predictive regression: reliable inference for financial economics

2020
- Neil Shephard
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Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading

2019 Journal of the American Statistical Association
- Iavor Bojinov
- Neil Shephard
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Econometric analysis of potential outcomes time series: instruments, shocks, linearity and the causal response function

2019 arXiv: Econometrics
- Ashesh Rambachan
- Neil Shephard
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