Neil Shephard
Scholar

Neil Shephard

Google Scholar ID: e2Xowj0AAAAJ
Frank B. Baird Jr, Professor of Science, Dept of Economics & Dept of Statistics, Harvard University
Econometricseconomicsstatisticsfinancial econometricsfinance
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Citations & Impact
All-time
Citations
46,540
 
H-index
72
 
i10-index
145
 
Publications
20
 
Co-authors
19
list available
Contact
No contact links provided.
Publications
2 items
When are time series predictions causal? The potential system and dynamic causal effects
2026
Cited
0
Exponentially weighted estimands and the exponential family: filtering, prediction and smoothing
2025
Cited
0
Resume (English only)
Co-authors
19 total
Siddhartha Chib
Siddhartha Chib
Harry C Hartkopf Professor of Econometrics and Statistics
Co-author 2
Co-author 2
Co-author 3
Co-author 3
Co-author 4
Co-author 4
Co-author 5
Co-author 5
Co-author 6
Co-author 6
ESTHER RUIZ ORTEGA
ESTHER RUIZ ORTEGA
Universidad Carlos III de Madrid
Co-author 8
Co-author 8