Department of Economics and Business Economics

Timo Teräsvirta

Common features in conditional distributions for bivariate time series

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

Standard

Common features in conditional distributions for bivariate time series. / Granger, Clive W.J.; Patton, Andrew J.; Teräsvirta, Timo.

In: Journal of Econometrics, Vol. 132, 2006, p. 43-57.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

Harvard

Granger, CWJ, Patton, AJ & Teräsvirta, T 2006, 'Common features in conditional distributions for bivariate time series' Journal of Econometrics, vol 132, pp. 43-57.

APA

Granger, C. W. J., Patton, A. J., & Teräsvirta, T. (2006). Common features in conditional distributions for bivariate time series. Journal of Econometrics, 132, 43-57.

CBE

Granger CWJ, Patton AJ, Teräsvirta T. 2006. Common features in conditional distributions for bivariate time series. Journal of Econometrics. 132:43-57.

MLA

Granger, Clive W.J., Andrew J. Patton, and Timo Teräsvirta. "Common features in conditional distributions for bivariate time series". Journal of Econometrics. 2006, 132. 43-57.

Vancouver

Granger CWJ, Patton AJ, Teräsvirta T. Common features in conditional distributions for bivariate time series. Journal of Econometrics. 2006;132:43-57.

Author

Granger, Clive W.J. ; Patton, Andrew J. ; Teräsvirta, Timo. / Common features in conditional distributions for bivariate time series. In: Journal of Econometrics. 2006 ; Vol. 132. pp. 43-57

Bibtex

@article{0618e340c00711dbbee902004c4f4f50,
title = "Common features in conditional distributions for bivariate time series",
author = "Granger, {Clive W.J.} and Patton, {Andrew J.} and Timo Ter{\"a}svirta",
year = "2006",
language = "English",
volume = "132",
pages = "43--57",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",

}

RIS

TY - JOUR

T1 - Common features in conditional distributions for bivariate time series

AU - Granger,Clive W.J.

AU - Patton,Andrew J.

AU - Teräsvirta,Timo

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 132

SP - 43

EP - 57

JO - Journal of Econometrics

T2 - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

ER -