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Alexis Popov, CFA, is analyzing monthly data. Popov has estimated the model xt = b0 + b1 × xt-1 + b2 × xt-2 + et. The researcher finds that the residuals have a significant ARCH process. The best solution to this is to: A. re-estimate the model using only an AR(1) specification. B. re-estimate the model using a seasonal lag. C. re-estimate the model with generalized least squares. |