Common Factors in Conditional Distributions for Bivariate Time Series
Year of publication: |
2004
|
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Authors: | Granger, Clive W. J. ; Teräsvirta, Timo ; Patton, Andrew J. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2003 erstellt |
Other identifiers: | 10.2139/ssrn.513023 [DOI] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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