Common factors in conditional distributions for bivariate time series

Patton, Andrew J.; Granger, Clive; and Terasvirta, Timo (2006) Common factors in conditional distributions for bivariate time series Journal of Econometrics, 132 (1). pp. 43-57. ISSN 0304-4076

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Item Type	Article
Departments	LSE
DOI	10.1016/j.jeconom.2005.01.022
Date Deposited	11 Aug 2008 15:33
URI	https://researchonline.lse.ac.uk/id/eprint/16609

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Patton, Andrew J.
Granger, Clive
Terasvirta, Timo

HB Economic Theory

http://www.elsevier.com/locate/jeconom (Official URL)

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