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Error correction model

Known as: VECM, ECM, Error-correction model 
An error correction model belongs to a category of multiple time series models most commonly used for data where the underlying variables have a long… 
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Papers overview

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2013
2013
This paper analyzes the long-run relationship between gold and silver prices. We closely follow Escribano and Granger (J Forecast… 
2009
2009
This paper compares the economic integration processes of the European Union and the East Asian nations and comments on the… 
2007
2007
Many studies have estimated the aggregate import demand function for Pakistan by using non-stationary data. 1 Their findings… 
2006
2006
Ionospheric errors are the most influential source of the GPS positioning errors. In an attempt to at least partially improve the… 
2005
2005
A system of U.S. and euro area short- and long-term interest rates is analyzed. According to the expectations hypothesis of the… 
1999
1999
This paper discusses the practical application of identification in cointegrated systems. It will argue that in a common… 
Highly Cited
1998
Highly Cited
1998
In this paper, we propose a model-selection approach to testing the expectations theory of the term structure of interest rates… 
1991
1991
An error-correction model is used to study the long- and short-run determinants of U.S. demand for M2. The money demand function…