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The Cambridge-INET Institute - continuing as the Janeway 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:


Theme: empirical