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Kevin Sheppard

Kevin Sheppard March 2014.jpg

Welcome to my homepage.

Please use the links at the left or try Research or Teaching.



Recently Updated Teaching Materials

Advanced Financial Econometrics

Advanced Econometrics is a course that covers two topics: forecast evaluation when there are many forecast and forecasting in environments where there are many predictors.

Python for Econometrics

Python Course

I taught a Python Course in the economics department. The archive of the course, along with Google Hangouts on Air have been preserved .


Introduction to Python for Econometrics has been updated (currently edition 2.1). There are new chapters on pandas and advanced array selection, as well as numerous fixes to keep pace with Python.

Introduction to LyX for writing an Article or Thesis

A series of videos which provide an Introduction to LyX

Oxford-Man Realized Library

I've recently been working on the Oxford-Man Realized Library.