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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Likelihood inference for limted dependent processes
Likelihood inference for limted dependent processes
Publication information:
Manrique, Aurora, and Neil Shephard. 1998. “Likelihood Inference for Limted Dependent Processes”.
Econometrics Journal
1: C174-C202.
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