Neil Shephard | DeepAI

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Featured Co-authors

Almut E. D. Veraart
15 publications
Iavor Bojinov
12 publications
Ashesh Rambachan
5 publications
Mikkel Bennedsen
4 publications
Asger Lunde
1 publication

research

∙ 07/08/2021

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

This paper develops likelihood-based methods for estimation, inference, ...

0 Mikkel Bennedsen, et al. ∙

research

∙ 08/13/2020

An estimator for predictive regression: reliable inference for financial economics

Estimating linear regression using least squares and reporting robust st...

0 Neil Shephard, et al. ∙

research

∙ 03/22/2020

Panel Experiments and Dynamic Causal Effects: A Finite Population Perspective

In panel experiments, we randomly expose multiple units to different tre...

0 Iavor Bojinov, et al. ∙