Error correction model

Known as: Error correction models, Error-correction model, VECM 
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… (More)
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Topic mentions per year

Topic mentions per year

1990-2017
05010019902017

Papers overview

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2009
2009
  • Anindya Banerjeey, Massimiliano Marcellinoz, Igor Mastenx
  • 2009
As a generalization of the factor-augmented VAR (FAVAR) and of the Error Correction Model (ECM), Banerjee and Marcellino (2008… (More)
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2008
2008
The advantages of error correction models (ECMs) and time varying parameter (TVP) models have been discussed in the tourism… (More)
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2008
2008
The relationship between exports and economic growth has been a popular subject of debate among development economists. This… (More)
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2007
2007
Asymptotic inference in nonlinear vector error correction models (VECM) that exhibit regime-specific short-run dynamics is… (More)
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2006
2006
This paper is an expanded and more detailed version of the work [1] in which the Operator Quantum Error Correction formalism was… (More)
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2006
2006
Ionospheric errors are the most influential source of the GPS positioning errors. In an attempt to at least partially improve the… (More)
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2005
2005
In this paper we propose a testing procedure for assessing the presence of threshold effects in nonstationary Vector… (More)
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2002
2002
This paper provides densities and finite sample critical values for the singleequation error correction statistic for testing… (More)
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Highly Cited
2002
Highly Cited
2002
  • Bruce E. Hansena, Byeongseon Seob
  • 2002
This paper examines a two-regime vector error-correction model with a single cointegrating vector and a threshold e*ect in the… (More)
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1999
1999
This note provides a proof of Granger's (1986) error correction model for fractionally cointegrated variables and points out a… (More)
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