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A Monte\u2010Carlo study is designed for bivariate one\u2010factor GARCH models to examine the finite sample properties. Results are presented for biases, ratios of standard errors to standard deviations, ratios of variances, coverage of confidence intervals, effects of misspecified factor weights, and finite sample properties of the 2SUE for factor GARCH\u2010in\u2010mean models.<\/jats:p>","DOI":"10.1002\/jae.3950070304","type":"journal-article","created":{"date-parts":[[2007,7,12]],"date-time":"2007-07-12T16:49:32Z","timestamp":1184258972000},"page":"259-279","source":"Crossref","is-referenced-by-count":48,"title":["Alternative estimators for factor garch models\u2014A monte carlo comparison"],"prefix":"10.1002","volume":"7","author":[{"given":"Wen\u2010Ling","family":"Lin","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2006,11,7]]},"reference":[{"key":"e_1_2_1_2_1","volume-title":"Risk and the predictability of stock market returns","author":"Attanasio O.","year":"1989"},{"key":"e_1_2_1_3_1","volume-title":"Multivariate simultaneous generalized ARCH","author":"Baba Y.","year":"1988"},{"key":"e_1_2_1_4_1","first-page":"653","article-title":"Estimation and inference in nonlinear structural models","volume":"3","author":"Berndt E. 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