Suppose There Is a Series,Y_t,modeled by the Following Three Equations $\phi$

question 11

Multiple Choice

Suppose there is a series,Y_t,modeled by the following three equations: y_t = $\phi$ +e_t
E_t|I_t-1 N(0h_t)
H_t = $\alpha$ ₀ + $\alpha$ ₁ e²_t-1, $\alpha$ ₀ $\gt$ 0 ≤ $\alpha$ ₁ $\lt$ 1
This model is classified as a(n)

• A)ARCH(1)
• B)ECM
• C)ARDL(1)
• D)VAR

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