Evaluating combine white noise with US and UK GDP quarterly data
The main objective of this study is to evaluate the Combine White Noise (CWN) model for the confirmation of its effectiveness in addressing the error term challenges.CWN models the leverage effect appropriately with better estimation results of which the Exponential Generalized Autoregressive Condit...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2016
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/18610/1/GUJS%2029%202%202016%20365-372.pdf |