This is a cemmap seminar presented by Qiwei Yao, London School of Economics. Please download the paper for further details.
Segmenting multiple time series by contemporaneous linear transformation
Speaker
Qiwei Yao
Date & Time
28 October 2014
Type
Seminar
Venue
The Institute for Fiscal Studies
7 Ridgmount Street,
Fitzrovia,
London,
WC1E 7AE
Fitzrovia,
London,
WC1E 7AE