This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Kristensen, Dennis
Rahbek, Anders

Additional information is available for the following registered author(s):

Abstract

Strong consistency and asymptotic normality are established for the quasi-maximum likelihood estimator for a class of ARCH(q) models. The conditions are that the ARCH process is geometrically ergodic with a moment of arbitrarily small order. Furthermore for consistency, we assume that the second-order moment exists for the nondegenerate rescaled errors and, similarly, that the fourth-order moment exists for asymptotic normality to hold. Contrary to existing literature on (G)ARCH models the parameter space is not assumed to be compact; we only impose a lower bound for the constant term in our parameterization of the conditional variance. It is demonstrated that the general conditions are satisfied for a range of specific models.We are grateful to the editor and the referees for their very helpful and detailed suggestions, which, we believe, improved the paper substantially. We thank S ren T. Jensen for stimulating discussions and Jonathan Dennis for helpful research assistance. Rahbek acknowledges continuing financial support from the Danish Social Sciences Research Council. Kristensen received funding from the Danish Research Agency and the Financial Markets Group, LSE, during this research.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://journals.cambridge.org/abstract_S0266466605050474
File Format: text/html
File Function: link to article abstract page
Download Restriction: no

Publisher Info
Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 21 (2005)
Issue (Month): 05 (October)
Pages: 946-961
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:cup:etheor:v:21:y:2005:i:05:p:946-961_05

Contact details of provider:
Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Fax: +44 (0)1223 325150
Email:
Web page: http://journals.cambridge.org/jid_ECT

For technical questions regarding this item, or to correct its listing, contact: (Mike Eden).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute. [Downloadable!]
    Other versions:
  2. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR). [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? Over 80% of the top 1000 economists are registered on RePEc.

This page was last updated on 2009-11-24.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.