Dr Matteo Barigozzi
(Associate Professor Department of Statistics LSE)
Research Interests: High-Dimensional Time Series Analysis and Specifically on Large Dynamic Factor Models with Extensions to the Non-Stationary Setting
Visiting between: (Monday 3rd February 2020 - Thursday 13th February 2020)
Room: 89
Host: Alexey Onatskiy
Personal website: http://www.lse.ac.uk/Statistics/People/Dr-Matteo-Barigozzi?from_serp=1
Email: m.barigozzi@lse.ac.uk