An Asymptotic Expansion in the GARCH(l, 1) Model

B-Tier
Journal: Econometric Theory
Year: 1997
Volume: 13
Issue: 4
Pages: 558-581

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We develop order T−1 asymptotic expansions for the quasi-maximum likelihood estimator (QMLE) and a two-step approximate QMLE in the GARCH(l,l) model. We calculate the approximate mean and skewness and, hence, the Edgeworth-B distribution function. We suggest several methods of bias reduction based on these approximations.

Technical Details

RePEc Handle
repec:cup:etheor:v:13:y:1997:i:04:p:558-581_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25