Common factors in conditional distributions for bivariate time series
Patton, A. J., Granger, C. & Terasvirta, T.
(2006).
Common factors in conditional distributions for bivariate time series.
Journal of Econometrics,
132(1), 43-57.
https://doi.org/10.1016/j.jeconom.2005.01.022
| Item Type | Article |
|---|---|
| Copyright holders | © 2006 Elsevier B V |
| Departments | LSE |
| DOI | 10.1016/j.jeconom.2005.01.022 |
| Date Deposited | 11 Aug 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16609 |
Explore Further
- https://www.scopus.com/pages/publications/33646146706 (Scopus publication)
- http://www.elsevier.com/locate/jeconom (Official URL)