Modelling the Error Term of Australia Gross Domestic Product
The main aim of this study is to model the Gross Domestic Product (GDP) with the new Combine White Noise (CWN) Model and compare the results with the Vector Autoregressive (VAR) Model and Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) Model which are the existing mode...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Science Publications
2016
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/30984/1/JMS%2012%2004%202016%20248-254.pdf https://doi.org/10.3844/jmssp.2016.248.254 |