Works by Shephard, Neil

Results: 51

Quantifying complexity in DNA structures with high resolution Atomic Force Microscopy.

Published in:

Nature Communications, 2025, v. 16, n. 1, p. 1, doi. 10.1038/s41467-025-60559-x

By:

Holmes, Elizabeth P.;
Gamill, Max C.;
Provan, James I.;
Wiggins, Laura;
Rusková, Renáta;
Whittle, Sylvia;
Catley, Thomas E.;
Main, Kavit H. S.;
Shephard, Neil;
Bryant, Helen. E.;
Gilhooly, Neville S.;
Gambus, Agnieszka;
Račko, Dušan;
Colloms, Sean D.;
Pyne, Alice L. B.

Publication type:

Article

Linkage analysis of cross-sectional and longitudinally derived phenotypic measures to identify loci influencing blood pressure.

Published in:

BMC Genetics, 2003, v. 4, p. S26, doi. 10.1186/1471-2156-4-S1-S26

By:

Shephard, Neil;
Falcaro, Milena;
Zeggini, Eleftheria;
Chapman, Philip;
Hinks, Anne;
Barton, Anne;
Worthington, Jane;
Pickles, Andrew;
John, Sally

Publication type:

Article

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Published in:

Review of Economic Studies, 1998, v. 65, n. 3, p. 361, doi. 10.1111/1467-937x.00050

By:

Kim, Sangjoon;
Shephard, Neil;
Chib, Siddhartha

Publication type:

Article

Multivariate stochastic variance models.

Published in:

Review of Economic Studies, 1994, v. 61, n. 2, p. 247, doi. 10.2307/2297980

By:

Harvey, Andrew;
Ruiz, Esther;
Shephard, Neil

Publication type:

Article

Is Improving Access to University Enough? Socio‐Economic Gaps in the Earnings of English Graduates.

Published in:

Oxford Bulletin of Economics & Statistics, 2019, v. 81, n. 2, p. 328, doi. 10.1111/obes.12261

By:

Britton, Jack;
Dearden, Lorraine;
Shephard, Neil;
Vignoles, Anna

Publication type:

Article

The ACR Model: A Multivariate Dynamic Mixture Autoregression.

Published in:

Oxford Bulletin of Economics & Statistics, 2008, v. 70, n. 5, p. 583, doi. 10.1111/j.1468-0084.2008.00512.x

By:

Bec, Frédérique;
Rahbek, Anders;
Shephard, Neil

Publication type:

Article

Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes.

Published in:

Scandinavian Journal of Statistics, 2014, v. 41, n. 3, p. 693, doi. 10.1111/sjos.12056

By:

BarndorffNielsen, Ole E.;
Lunde, Asger;
Shephard, Neil;
Veraart, Almut E.D.

Publication type:

Article

Filtering via Simulation: Auxiliary Particle Filters.

Published in:

Journal of the American Statistical Association, 1999, v. 94, n. 446, p. 590, doi. 10.1080/01621459.1999.10474153

By:

Pitt, Michael K.;
Shephard, Neil

Publication type:

Article

Maximum likelihood estimation of regression models with stochastic trend components.

Published in:

Journal of the American Statistical Association, 1993, v. 88, n. 422, p. 590, doi. 10.1080/01621459.1993.10476311

By:

Shephard, Neil

Publication type:

Article

Sample size requirements to estimate key design parameters from external pilot randomised controlled trials: a simulation study.

Published in:

Trials, 2014, v. 15, n. 1, p. 264, doi. 10.1186/1745-6215-15-264

By:

Teare, M. Dawn;
Dimairo, Munyaradzi;
Shephard, Neil;
Hayman, Alex;
Whitehead, Amy;
Walters, Stephen J.

Publication type:

Article

Sample size requirements to estimate key design parameters from external pilot randomised controlled trials: a simulation study.

Published in:

2014

By:

Teare, M Dawn;
Dimairo, Munyaradzi;
Shephard, Neil;
Hayman, Alex;
Whitehead, Amy;
Walters, Stephen J

Publication type:

journal article

DESIGNING REALIZED KERNELS TO MEASURE THE EX POST VARIATION OF EQUITY PRICES IN THE PRESENCE OF NOISE.

Published in:

Econometrica, 2008, v. 76, n. 6, p. 1481, doi. 10.3982/ECTA6495

By:

BARNDORFF-NIELSEN, OLE E.;
HANSEN, PETER REINHARD;
LUNDE, ASGER;
SHEPHARD, NEIL

Publication type:

Article

LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALIZED ARCH STRUCTURES.

Published in:

Econometrica, 2004, v. 72, n. 5, p. 1481, doi. 10.1111/j.1468-0262.2004.00541.x

By:

Fiorentini, Gabriele;
Sentana, Enrique;
Shephard, Neil

Publication type:

Article

ECONOMETRIC ANALYSIS OF REALIZED COVARIATION: HIGH FREQUENCY BASED COVARIANCE, REGRESSION, AND CORRELATION IN FINANCIAL ECONOMICS.

Published in:

Econometrica, 2004, v. 72, n. 3, p. 885, doi. 10.1111/j.1468-0262.2004.00515.x

By:

Barndorff-Nielsen, Ole E.;
Shephard, Neil

Publication type:

Article

Likelihood Inference for Discretely Observed Nonlinear Diffusions.

Published in:

Econometrica, 2001, v. 69, n. 4, p. 959, doi. 10.1111/1468-0262.00226

By:

Elerian, Ola;
Chib, Siddhartha;
Shephard, Neil

Publication type:

Article

Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models.

Published in:

Journal of Time Series Analysis, 1999, v. 20, n. 1, p. 63, doi. 10.1111/1467-9892.00126

By:

Pitt, Michael K.;
Shephard, Neil

Publication type:

Article

Genetic Analyses in a Sample of Individuals With High or Low BMD Shows Association With Multiple Wnt Pathway Genes.

Published in:

Journal of Bone & Mineral Research, 2008, v. 23, n. 4, p. 499, doi. 10.1359/JBMR.071113

By:

Sims, Anne-Marie;
Shephard, Neil;
Carter, Kim;
Doan, Tracy;
Dowling, Alison;
Duncan, Emma L.;
Eisman, John;
Jones, Graeme;
Nicholson, Geoffrey;
Prince, Richard;
Seeman, Ego;
Thomas, Gethin;
Wass, John A.;
Brown, Matthew A.

Publication type:

Article

DEFERRED FEES FOR UNIVERSITIES.

Published in:

Economic Affairs, 2010, v. 30, n. 2, p. 40, doi. 10.1111/j.1468-0270.2010.02009.x

By:

Shephard, Neil

Publication type:

Article

BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS.

Published in:

Econometric Theory, 2011, v. 27, n. 5, p. 933, doi. 10.1017/S0266466610000599

By:

Flury, Thomas;
Shephard, Neil

Publication type:

Article

LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS.

Published in:

Econometric Theory, 2006, v. 22, n. 4, p. 677

By:

Ole E. Barndorff-Nielsen;
Svend Erik Graversen;
Jean Jacod;
Neil Shephard

Publication type:

Article

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models.

Published in:

Scandinavian Journal of Statistics, 2003, v. 30, n. 2, p. 277, doi. 10.1111/1467-9469.00331

By:

Barndorff-Nielsen, Ole E.;
Shephard, Neil

Publication type:

Article

Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation.

Published in:

Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 1, doi. 10.1093/jjfinec/nbi022

By:

Barndorff-Nielsen, Ole E.;
Shephard, Neil

Publication type:

Article

Dynamics of Trade-by-Trade Price Movements: Decomposition and Models.

Published in:

Journal of Financial Econometrics, 2003, v. 1, n. 1, p. 2, doi. 10.1093/jjfinec/nbg002

By:

Rydberg, Tina Hviid;
Shephard, Neil

Publication type:

Article

Likelihood analysis of non-Gaussian measurement time series.

Published in:

Biometrika, 1997, v. 84, n. 3, p. 653, doi. 10.1093/biomet/84.3.653

By:

SHEPHARD, NEIL;
PITT, MICHAEL K.

Publication type:

Article

The simulation smoother for time series models.

Published in:

Biometrika, 1995, v. 82, n. 2, p. 339

By:

DE JONG, PIET;
SHEPHARD, NEIL

Publication type:

Article

Partial non-Gaussian state space.

Published in:

Biometrika, 1994, v. 81, n. 1, p. 115

By:

SHEPHARD, NEIL

Publication type:

Article

Integer-valued Lévy processes and low latency financial econometrics.

Published in:

Quantitative Finance, 2012, v. 12, n. 4, p. 587, doi. 10.1080/14697688.2012.664935

By:

Barndorff-Nielsen, OleE.;
Pollard, DavidG.;
Shephard, Neil

Publication type:

Article

Some recent developments in stochastic volatility modelling.

Published in:

Quantitative Finance, 2002, v. 2, n. 1, p. 11, doi. 10.1088/1469-7688/2/1/301

By:

Barndorff-Nielsen, Ole E.;
Nicolato, Elisa;
Shephard, Neil

Publication type:

Article

Panel experiments and dynamic causal effects: A finite population perspective.

Published in:

Quantitative Economics, 2021, v. 12, n. 4, p. 1171, doi. 10.3982/QE1744

By:

Bojinov, Iavor;
Rambachan, Ashesh;
Shephard, Neil

Publication type:

Article

A nonparametric Bayesian approach to copula estimation.

Published in:

Journal of Statistical Computation & Simulation, 2018, v. 88, n. 6, p. 1081, doi. 10.1080/00949655.2017.1421194

By:

Ning, Shaoyang;
Shephard, Neil

Publication type:

Article

You have full text access to this OnlineOpen articleThe DiPEP (Diagnosis of PE in Pregnancy) biomarker study: An observational cohort study augmented with additional cases to determine the diagnostic utility of biomarkers for suspected venous thromboembolism during pregnancy and puerperium.

Published in:

British Journal of Haematology, 2018, v. 180, n. 5, p. 694, doi. 10.1111/bjh.15102

By:

Hunt, Beverley J;
Parmar, Kiran;
Horspool, Kimberley;
Shephard, Neil;
Nelson‐Piercy, Catherine;
Goodacre, Steve

Publication type:

Article

The HubBLe trial: haemorrhoidal artery ligation (HAL) versus rubber band ligation (RBL) for haemorrhoids.

Published in:

BMC Gastroenterology, 2012, v. 12, n. 1, p. 153, doi. 10.1186/1471-230X-12-153

By:

Tiernan, Jim;
Hind, Daniel;
Watson, Angus;
Wailoo, Allan J.;
Bradburn, Michael;
Shephard, Neil;
Biggs, Katie;
Brown, Steven

Publication type:

Article

Discussion of the Paper by Diggle and al Wasel.

Published in:

Journal of the Royal Statistical Society: Series C (Applied Statistics), 1997, v. 46, n. 1, p. 61

By:

Smith, R.L.;
Fruhwirth-Schnatter, Sylvia;
Kent, John T.;
Bather, John;
Muller, P.;
Penttinen, Antti;
Switzer, Paul;
Anderson, Ted;
Beran, Jan;
Corcoran, Jo;
Cox, D.R.;
Jones, P.N.;
Pettitt, A.N.;
Lawrence, Clive J.;
Molenberghs, Geert;
Shephard, Neil

Publication type:

Article

Moment conditions and Bayesian non‐parametrics.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2019, v. 81, n. 1, p. 5, doi. 10.1111/rssb.12294

By:

Bornn, Luke;
Shephard, Neil;
Solgi, Reza

Publication type:

Article

Fitting Vast Dimensional Time-Varying Covariance Models.

Published in:

Journal of Business & Economic Statistics, 2021, v. 39, n. 3, p. 652, doi. 10.1080/07350015.2020.1713795

By:

Pakel, Cavit;
Shephard, Neil;
Sheppard, Kevin;
Engle, Robert F.

Publication type:

Article

Econometric Analysis of Vast Covariance Matrices Using Composite Realized Kernels and Their Application to Portfolio Choice.

Published in:

Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 504, doi. 10.1080/07350015.2015.1064432

By:

Lunde, Asger;
Shephard, Neil;
Sheppard, Kevin

Publication type:

Article

Comment.

Published in:

Journal of Business & Economic Statistics, 2006, v. 24, n. 2, p. 179, doi. 10.1198/073500106000000099

By:

Barndorff-Nielsen, Ole E.;
Shephard, Neil

Publication type:

Article

Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns.

Published in:

Journal of Business & Economic Statistics, 1996, v. 14, n. 4, p. 429, doi. 10.2307/1392251

By:

Harvey, Andrew C.;
Shephard, Neil

Publication type:

Article

INFERENCE FOR ADAPTIVE TIME SERIES MODELS: STOCHASTIC VOLATILITY AND CONDITIONALLY GAUSSIAN STATE SPACE FORM.

Published in:

Econometric Reviews, 2006, v. 25, n. 2/3, p. 219, doi. 10.1080/07474930600713275

By:

Bos, CharlesS.;
Shephard, Neil

Publication type:

Article

Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics.

Published in:

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 2, p. 167, doi. 10.1111/1467-9868.00282

By:

Barndorff-Nielsen, Ole E.;
Bamdorff-Nielsen, Ole E.;
Shephard, Neil

Publication type:

Article

A comparison of sample survey measures of earnings of English graduates with administrative data.

Published in:

Journal of the Royal Statistical Society: Series A (Statistics in Society), 2019, v. 182, n. 3, p. 719, doi. 10.1111/rssa.12382

By:

Britton, Jack;
Shephard, Neil;
Vignoles, Anna

Publication type:

Article

Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading.

Published in:

Journal of the American Statistical Association, 2019, v. 114, n. 528, p. 1665, doi. 10.1080/01621459.2018.1527225

By:

Bojinov, Iavor;
Shephard, Neil

Publication type:

Article

Continuous Time Analysis of Fleeting Discrete Price Moves.

Published in:

Journal of the American Statistical Association, 2017, v. 112, n. 519, p. 1090, doi. 10.1080/01621459.2016.1192544

By:

Shephard, Neil;
Yang, Justin J.

Publication type:

Article

A software tool and strategy for peptidoglycomics, the high-resolution analysis of bacterial peptidoglycans via LC-MS/MS.

Published in:

Communications Chemistry, 2025, v. 8, n. 1, p. 1, doi. 10.1038/s42004-025-01490-6

By:

Alamán-Zárate, Marcel G.;
Rady, Brooks J.;
Ledermann, Raphael;
Shephard, Neil;
Evans, Caroline A.;
Dickman, Mark J.;
Turner, Robert D.;
Rifflet, Aline;
Patel, Ankur V.;
Gomperts Boneca, Ivo;
Poole, Philip S.;
Bern, Marshall;
Mesnage, Stéphane

Publication type:

Article

Statistical algorithms for models in state space using SsfPack 2.2.

Published in:

Econometrics Journal, 1999, v. 2, n. 1, p. 107, doi. 10.1111/1368-423X.00023

By:

Koopman, Siem Jan;
Shephard, Neil;
Doornik, Jurgen A.

Publication type:

Article

The Econometrics Journal of the Royal Economic Society: Foreword.

Published in:

Econometrics Journal, 1998, v. 1, n. 2, p. i, doi. 10.1111/1368-423X.12013

By:

Hendry, David F.;
Shephard, Neil

Publication type:

Article

Simulation-based Likelihood Inference for Limited Dependent Processes.

Published in:

Econometrics Journal, 1998, v. 1, n. 1, p. 174, doi. 10.1111/1368-423X.11010

By:

Manrique, Aurora;
Shephard, Neil

Publication type:

Article

Distribution of the ML Estimator of an MA(1) and a local level model.

Published in:

Econometric Theory, 1993, v. 9, n. 3, p. 377, doi. 10.1017/S0266466600007726

By:

Shephard, Neil

Publication type:

Article

Tabulation of Farebrother's Test for Linear Restrictions.

Published in:

Econometric Theory, 1992, v. 8, n. 4, p. 583, doi. 10.1017/S026646660001327X

By:

Shephard, Neil

Publication type:

Article

Multivariate high-frequency-based volatility (HEAVY) models.

Published in:

Journal of Applied Econometrics, 2012, v. 27, n. 6, p. 907, doi. 10.1002/jae.1260

By:

Noureldin, Diaa;
Shephard, Neil;
Sheppard, Kevin

Publication type:

Article