Common factors in conditional distributions for bivariate time series

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Granger, CWJ; Teräsvirta, T; Patton, AJ

Published Date

  • May 2006

Published In

Volume / Issue

  • 132 / 1

Start / End Page

  • 43 - 57

Published By

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2005.01.022

Language

  • en