Application of GARMA(1,1;1,d) model to GDP in Malaysia: An illustrative example.

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Application of GARMA(1,1;1,d) model to GDP in Malaysia: An illustrative example.

Gross Domestic Product (GDP) per capita is often used as an indicator of standard of living in an economy. GDP per capita observed over the years can be modelled using time series models. A new class of GARMA has been introduced in the time series literature to reveal some hidden features in time se...

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Bibliographic Details
Main Authors:	Shitan, Mahendran, Pillai , Thulasyammal Ramiah
Format:	Article
Language:	English
Published:	2011
Online Access:	http://psasir.upm.edu.my/id/eprint/24870/

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