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Common factors in conditional distributions for bivariate time series

By Andrew J. Patton, Clive Granger and Timo Terasvirta
Topics: HB Economic Theory
Publisher: Elsevier B V
Year: 2006
DOI identifier: 10.1016/j.jeconom.2005.01.022
OAI identifier: oai:eprints.lse.ac.uk:16609
Provided by: LSE Research Online
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