What is the primary advantage of a GARCH model rather than an ARCH model?
a.) fewer parameters to be estimated
b.) fewer assumptions required
c.) normally distributed estimators
d.) lower variance of estimates
If you model has heteroskedastic error terms, but you do not know the functional form
of the variance equation, what should be done?
a.) use White’s Robust Estimator
b.) use weighted least squares
c.) try different functional forms for the variance until the Lagrange Multiplier falls
10%
d.) add observations to the dataset and estimate again
Which model below has an autocorrelated error term?