Refer to the ARCH(2) model given in Eq. (22.11.4). Using the same data we estimated the following
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How would you choose between the two models? Show the necessary calculations.
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0.00000078 + 0.3737ů_ = (7.5843) (10.2351) R² = 0.1397 d = 1.9896
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The model given here is the restricted version of the model given in Equation 22...View the full answer
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