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Common factors in conditional distributions for bivariate time series

Patton, Andrew J. and 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
Subjects: H Social Sciences > HB Economic Theory
Sets: Departments > Accounting and Finance
Collections > Economists Online
Date Deposited: 11 Aug 2008 15:33
Last Modified: 18 May 2011 09:55
URI: http://eprints.lse.ac.uk/id/eprint/16609

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