Solved

In a GARCH(p,q)model,what Does the Q Indicate

Question 2

Multiple Choice

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


A) the number of lagged h terms
B) the number of lagged e2 terms
C) the number of endogenous variables in a system
D) the number of excluded exogenous variables that can be instruments

Correct Answer:

verifed

Verified

Related Questions

Q1: Which test is commonly performed to check

Q3: How are ARCH models estimated?<br>A)OLS<br>B)2SLS<br>C)GLS<br>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

Q7: In an ARCH(1)model E(y<sub>t</sub>|x<sub>t-1</sub>)has a _ distribution

Q8: Suppose there is a series,Y<sub>t</sub>,modeled by

Q9: What is the primary advantage of a

Q10: A model with the following conditional

Q11: Suppose there is a series,Y<sub>t</sub>,modeled by