FAQ

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)
Wikipedia

Topic mentions per year

Topic mentions per year

1990-2017
05010019902017

Related topics

Related topics

7 relations
Coefficient of determinationMonte Carlo methodOrdinary least squaresStationary process
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Broader (1)

Error detection and correction

Related mentions per year

Related mentions per year

1950-2018
1960198020002020
Error correction model
Monte Carlo method
Time series
Error detection and correction
Stationary process
Ordinary least squares

Papers overview

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2009
2009
Forecasting with Factor-augmented Error Correction Models
  • 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
Tourism Demand Forecasting: A Time Varying Parameter Error Correction Model
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
Exports and Economic Growth: an Error Correction Model
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
Estimation of Nonlinear Error Correction Models
Asymptotic inference in nonlinear vector error correction models (VECM) that exhibit regime-specific short-run dynamics is… (More)
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2006
2006
Operator quantum error correction
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
GPS Ionospheric Error Correction Models
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
Threshold Effects in Multivariate Error Correction Models∗
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
Distributions of error correction tests for cointegration
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
Testing for two-regime threshold cointegration in vector error-correction models
  • 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
Error correction models for fractionally cointegrated time series
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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