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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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Unobserved Components and Time Series Econometrics
Unobserved Components and Time Series Econometrics
Publication information:
Koopman, Siem Jan, and Neil Shephard, eds. 2015.
Unobserved Components and Time Series Econometrics
. Oxford: Oxford University Press.
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