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Tax revenue forecasting is of critical importance for a government in ensuring adequacy and stability in tax and expenditure policies, as it also contributes to the budget and strategic planning of a country. Henceforth, several tax types need to be projected for the specific fiscal year using...

In this dissertation, we present an integer-valued generalised autoregressive conditional heteroscedastic (INGARCH)(p, q) model based on the Poisson distribution. This model proves to be effective for modelling overdispersed integer-valued time series with conditional heteroscedasticity. The...