An error correction model belongs to a category of multiple time series models most commonly used for data where the underlying variables have a longâ€¦Â (More)

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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 (2008â€¦Â (More)

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2008

2008

- Gang Li, Kevin K. F. Wong, Haiyan Song, STEPHEN F. WITT, Kevin K. F. Wong
- 2008

The advantages of error correction models (ECMs) and time varying parameter (TVP) models have been discussed in the tourismâ€¦Â (More)

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2008

2008

- Emmanuel Anoruo, Sanjay Ramchander
- 2008

The relationship between exports and economic growth has been a popular subject of debate among development economists. Thisâ€¦Â (More)

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2007

2007

- Myung Hwan Seo
- 2007

Asymptotic inference in nonlinear vector error correction models (VECM) that exhibit regime-specific short-run dynamics isâ€¦Â (More)

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2006

2006

- David W. Kribs, Raymond Laflamme, David Poulin, Maia Lesosky
- Quantum Information & Computation
- 2006

This paper is an expanded and more detailed version of the work [1] in which the Operator Quantum Error Correction formalism wasâ€¦Â (More)

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2006

2006

- Renato Filjar, Tea Kos, Ivan Markezic
- Proceedings ELMAR 2006
- 2006

Ionospheric errors are the most influential source of the GPS positioning errors. In an attempt to at least partially improve theâ€¦Â (More)

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2005

2005

- JesÃ¹s Gonzalo, Jean-Yves Pitarakis
- 2005

In this paper we propose a testing procedure for assessing the presence of threshold effects in nonstationary Vectorâ€¦Â (More)

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2002

2002

- NEIL R. ERICSSON, James G. MacKinnon, James G. MacKinnon
- 2002

This paper provides densities and finite sample critical values for the singleequation error correction statistic for testingâ€¦Â (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 theâ€¦Â (More)

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1999

1999

- Ingolf Dittmann
- 1999

This note provides a proof of Granger's (1986) error correction model for fractionally cointegrated variables and points out aâ€¦Â (More)

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