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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Recent Publications
Some properties of the sample median of an in-fill sequence of events with an application to high frequency financial econometrics
An estimator for predictive regression: reliable inference for financial economics
When do common time series estimands have nonparametric causal meaning?
Inference and forecasting for continuous-time integer-valued trawl processes
Interactions with Sir David R. Cox
Panel Experiments and Dynamic Causal Effects: A Finite Population Perspective
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