Comparing Vector Autoregressive (VAR) Estimation with Combine White Noise (CWN) Estimation
AA Agboluaje, S bt Ismail, CY Yip - Research Journal of Applied …, 2016 - airitilibrary.com
The purpose of this study is to compare one of the existing models, which is VAR model with
the new Combine White Noise model. The VAR models have not been able to model the …
the new Combine White Noise model. The VAR models have not been able to model the …