Common factors in conditional distributions for bivariate time series

Clive Granger, Timo Teräsvirta and Andrew Patton

Journal of Econometrics, 2006, vol. 132, issue 1, 43-57

Date: 2006
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Citations: View citations in EconPapers (41)

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Working Paper: Common factors in conditional distributions for Bivariate time series (2003)
Working Paper: Common factors in conditional distributions for Bivariate time series (2003)
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