Solved

In an ARCH(1)model E(y_t|x_t-1)has a _____________ Distribution While E(y_t)has a ____________

Question 7

Multiple Choice

In an ARCH(1) model E(y_t|x_t-1) has a _____________ distribution while E(y_t) has a ____________ distribution.

A) leptokuric,normal
B) binomial,leptokuric
C) normal,binomial
D) normal,leptokuric

Related Questions

Q2: In a GARCH(p,q)model,what does the q indicate? A)the

Q3: How are ARCH models estimated? A)OLS B)2SLS C)GLS D)ML

Q4: What does the T in T-ARCH stand

Q5: If you reject the null hypothesis when

Q6: What does it mean for a model

Q8: Suppose there is a series,Yt,modeled by

Q9: What is the primary advantage of a

Q10: A model with the following conditional

Q11: Suppose there is a series,Yt,modeled by

Q12: What does ARCH abbreviate? A)autoregressive conditional heteroskedastic B)alternative regression