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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Identification Number: 10.1016/j.jeconom.2005.01.022
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/locate/jeconom |
| Additional Information: | © 2006 Elsevier B V |
| Divisions: | LSE |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 11 Aug 2008 15:33 |
| Last Modified: | 26 Sep 2025 19:21 |
| URI: | http://eprints.lse.ac.uk/id/eprint/16609 |
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