Example: bankruptcy
GARCH 101: An Introduction to the Use of ARCH/GARCH …
“robust standard errors,” has also reduced the concern over heteroskedasticity. If the sample size is large, then robust standard errors give quite a good estimate of standard errors even with heteroskedasticity. If the sample is small, the need for a heteroskedasticity correction that …
Download GARCH 101: An Introduction to the Use of ARCH/GARCH …
15
Information
Domain:
Source:
Link to this page: