How are ARCH models estimated?
A) OLS
B) 2SLS
C) GLS
D) ML
Correct Answer:
Verified
Q1: What type of model is most useful
Q2: In an ARCH(1)model E(yt|xt-1)has a _ distribution
Q3: Suppose there is a series,Yt,modeled by
Q5: If you reject the null hypothesis when
Q6: What is the primary advantage of a
Q7: In a GARCH(p,q)model,what does the q indicate?
A)the
Q8: What does the T in T-ARCH stand
Q9: Suppose there is a series,Yt,modeled by
Q10: When compared to a normal distribution,what does
Q11: What does ARCH abbreviate?
A)autoregressive conditional heteroskedastic
B)alternative regression
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