%0 Journal Article %1 Sentana2001 %A Sentana, Enrique %A Fiorentini, Gabriele %D 2001 %J Journal of Econometrics %K Vector autoregressions %N 2 %P 143--164 %T Identification, estimation and testing of conditionally heteroskedastic factor models %U http://www.sciencedirect.com/science/article/B6VC0-433PD2H-1/2/289f52999ae48208172e756c7f620a3c %V 102

@article{Sentana2001, added-at = {2008-04-21T22:02:42.000+0200}, author = {Sentana, Enrique and Fiorentini, Gabriele}, biburl = {https://www.bibsonomy.org/bibtex/21656dc38827ca93dce919684681c8e66/smicha}, description = {Journal of Econometrics}, interhash = {a028772f2025dda20cfcd31e97431786}, intrahash = {1656dc38827ca93dce919684681c8e66}, journal = {Journal of Econometrics}, keywords = {Vector autoregressions}, month = Jun, number = 2, pages = {143--164}, timestamp = {2008-04-21T22:04:53.000+0200}, title = {Identification, estimation and testing of conditionally heteroskedastic factor models}, url = {http://www.sciencedirect.com/science/article/B6VC0-433PD2H-1/2/289f52999ae48208172e756c7f620a3c}, volume = 102, year = 2001 }