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Error correction model
Known as:
VECM
, ECM
, Error-correction model
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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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Related topics
Related topics
7 relations
Coefficient of determination
Monte Carlo method
Ordinary least squares
Stationary process
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Broader (1)
Error detection and correction
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2013
2013
The long-run relationship of gold and silver and the influence of bubbles and financial crises
D. Baur
,
D. Tran
2013
Corpus ID: 55075346
This paper analyzes the long-run relationship between gold and silver prices. We closely follow Escribano and Granger (J Forecast…
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2009
2009
East Asian and European Economic Integration: A Comparative Analysis
G. Capannelli
,
C. Filippini
2009
Corpus ID: 55521485
This paper compares the economic integration processes of the European Union and the East Asian nations and comments on the…
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Highly Cited
2007
Highly Cited
2007
The financial integration of China: New evidence on temporally aggregated data for the A-share market
E. Girardin
,
Zhenya Liu
2007
Corpus ID: 154680767
2007
2007
AN ECONOMETRIC ESTIMATION OF TRADITIONAL IMPORT DEMAND FUNCTION FOR PAKISTAN
H. Rehman
2007
Corpus ID: 3036542
Many studies have estimated the aggregate import demand function for Pakistan by using non-stationary data. 1 Their findings…
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2006
2006
GPS Ionospheric Error Correction Models
R. Filjar
,
T. Kos
,
I. Markežić
Proceedings Elmar
2006
Corpus ID: 6266940
Ionospheric errors are the most influential source of the GPS positioning errors. In an attempt to at least partially improve the…
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2005
2005
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe
Ralf Brueggemann
,
H. Luetkepohl
2005
Corpus ID: 54720832
A system of U.S. and euro area short- and long-term interest rates is analyzed. According to the expectations hypothesis of the…
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2000
2000
Do core inflation measures help forecast inflation? Out-of-sample evidence from French data
H. L. Bihan
,
Franck Sédillot
2000
Corpus ID: 33811973
1999
1999
On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices
S. Hall
,
Jennifer V. Greenslade
,
S. Henry
1999
Corpus ID: 2397679
This paper discusses the practical application of identification in cointegrated systems. It will argue that in a common…
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Highly Cited
1998
Highly Cited
1998
Studies in Nonlinear Dynamics and Econometrics
John C. Chao
1998
Corpus ID: 43453599
In this paper, we propose a model-selection approach to testing the expectations theory of the term structure of interest rates…
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1991
1991
An Error-Correction Model of U.S. M2 Demand
Y. P. Mehra
1991
Corpus ID: 53475800
An error-correction model is used to study the long- and short-run determinants of U.S. demand for M2. The money demand function…
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