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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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Testing the assumptions behind importance sampling
Testing the assumptions behind importance sampling
Publication information:
Koopman, Siem Jan, Drew Creal, and Neil Shephard. 2009. “Testing the Assumptions Behind Importance Sampling”.
Journal of Econometrics
149: 2-11.
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