Enumerate with different first line?

Question

I want to do an enumeration, but the first line should be bolded, see e.g. this picture:

What is blue I want to have in bold. In addition, I don't know how to generate a new line for the other text in the enumerate environment, should I just use \\ ?

Answer 1

Use \textbf{...} around text that you want to embolden and \\ to break a line.

\documentclass{article}
\usepackage{enumerate}
\begin{document}
\begin{enumerate}[\bfseries1.]
\item \textbf{Specify a mean equation for the returns}\\
by testing for serial dependence of $r_t$ an, if necessary, building an ARMA model
\item \textbf{Test for ARCH Effects}\\
using the residuals of the mean equation
\item \textbf{Specify a volatility model} (if necessary)
\item \textbf{Estimate the complete model}\\
via joint estimation of mean an volatility parameters 
\item \textbf{Check the fitted model}\\
and refine if necessary.
\end{enumerate}
\end{document}

Answer 2

For more automation, you may want to define a new command \bitem, as follows:

\documentclass{article}

\newcommand\bitem[1]{\item{\bfseries #1}\\}

\begin{document}

\begin{enumerate}
    \bitem {Specify a mean equation for the returns}
        by testing for serial dependence of $r_t$ an, if necessary, building an ARMA model
    \bitem {Test for ARCH Effects} using the residuals of the mean equation
    \bitem {Specify a volatility model} (if necessary)
    \bitem {Estimate the complete model}
        via joint estimation of mean an volatility parameters
    \bitem {Check the fitted model} and refine if necessary.
\end{enumerate}
\end{document}