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...

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Bibliographic Details
Main Authors: Agboluaje, Ayodele Abraham, Ismail, Suzilah, Chee Yin, Yip
Format: Article
Language:English
Published: Science Publications 2016
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
https://repo.uum.edu.my/id/eprint/30984/
https://thescipub.com/abstract/jmssp.2016.248.254
https://doi.org/10.3844/jmssp.2016.248.254
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Institution: Universiti Utara Malaysia
Language: English