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  3. Study Set
    Principles of Econometrics
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    Exam 15: Time-Varying Volatility and Arch Models
  5. Question
    How Are ARCH Models Estimated
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How Are ARCH Models Estimated

Question 3

Question 3

Multiple Choice

How are ARCH models estimated?


A) OLS
B) 2SLS
C) GLS
D) ML

Correct Answer:

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