Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Terasvirta, Timo"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 2.


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


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.

This list was generated on Fri Dec 9 20:32:54 2022 GMT.