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Granger, Clive W. J., Terasvirta, Timo and Patton, Andrew J. (2003) Common factors in conditional distributions for Bivariate time series. Financial Markets Group Discussion Papers (455). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Andersen, Lykke, Granger, Clive W. J., Reis, Eustaquio, Weinhold, Diana ORCID: 0000-0002-0002-9378 and Wunder, Sven (2002) The dynamics of deforestation and economic growth in the Brazilian Amazon. Cambridge University Press, Cambridge. ISBN 9780521811972