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Record W2104618344 · doi:10.1017/s026646660505053x

BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST

2005· article· en· W2104618344 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueEconometric Theory · 2005
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
FundersEconomic and Social Research Council
KeywordsHeteroscedasticityMathematicsEstimatorEconometricsBivariate analysisConditional varianceAutoregressive modelArchStatisticsAutoregressive conditional heteroskedasticityMultivariate statisticsApplied mathematics

Abstract

fetched live from OpenAlex

This paper provides two main new results: the first shows theoretically that large biases and variances can arise when the quasi-maximum likelihood (QML) estimation method is employed in a simple bivariate structure under the assumption of conditional heteroskedasticity; and the second demonstrates how these analytical theoretical results can be used to improve the finite-sample performance of a test for multivariate autoregressive conditional heteroskedastic (ARCH) effects, suggesting an alternative to a traditional Bartlett-type correction. We analyze two models: one proposed in Wong and Li (1997, Biometrika 84, 111–123) and another proposed by Engle and Kroner (1995, Econometric Theory 11, 122–150) and Liu and Polasek (1999, Modelling and Decisions in Economics; 2000, working paper, University of Basel). We prove theoretically that a relatively large difference between the intercepts in the two conditional variance equations, which leads to the two series having correspondingly different volatilities in the restricted case, may produce very large variances in some QML estimators in the first model and very severe biases in some QML estimators in the second. Later we use our bias expressions to propose an LM-type test of multivariate ARCH effects and show through simulations that small-sample improvements are possible, especially in relation to the size, when we bias correct the estimators and use the expected hessian version of the test.Both authors thank H. Wong for providing us with the Gauss program to simulate the Wong and Li (1997) model. We also thank three anonymous referees for extremely helpful comments, and we are grateful for the comments received at seminars given at Cardiff University, Michigan State University, Queen Mary London, University of Exeter, and University of Montreal. We acknowledge gratefully also the financial support from an ESRC grant (award number T026 27 1238). A previous version of this paper appeared as IVIE Working paper 2004-09.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.661
Threshold uncertainty score0.834

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.063
GPT teacher head0.252
Teacher spread0.190 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it