Common factors in conditional distributions for bivariate time series
| Year of publication: |
2006
|
|---|---|
| Authors: | Granger, Clive W.J. ; Terasvirta, Timo ; Patton, Andrew J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 132.2006, 1, p. 43-57
|
| Publisher: |
Elsevier |