Search found 1 match
- Mon Sep 17, 2018 9:46 pm
- Forum: Estimation
- Topic: Bollerslev-Wooldridge robust standard errors
- Replies: 0
- Views: 3530
Bollerslev-Wooldridge robust standard errors
Hi, I am estimating SARIMA-GARCH and SARIMA-GJR models for international tourist arrivals from several source markets. As in many cases the error term is not normally distributed, I estimated all the models under three cases, 1. assuming normal error distribution 2 Student t distribution and 3 GED. ...