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The Cambridge-INET Institute

 

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

Theme: empirical