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The rule for the existence of a short-run relationship between financial development and economic growth is that the coefficient of the error correction term should be negative and it should be significant.
The Wald F-test results show the significance of the short run causal effects, while the significance of the coefficient of the error correction term [ect (−1)] indicates the long run causal effect.
Pearson's correlation coefficient of the error rate distributions between the two platforms is only 0.054.
Pearson's correlation coefficient of the error rate distributions between these two samples is only 0.142, a little higher than that between platforms of Figure 1a.
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The influence of the dispersion coefficient on the error is also studied.
This implied that the coefficients of the error correction model are free from autoregressive conditional heteroskedasticity and serial correlation.
This controller generates control signal using node coefficients of the error signal which interprets many implicit phenomena such as process dynamics, measurement noise and effect of external disturbances.
Estimated coefficients of the error correction terms (ECTs) for private sector credit, mobile money balances (LMMB) and core CPI are significant and bear the expected negative signs.
Results show that the estimated correlation coefficients of the error terms representing biogas, firewood, charcoal, and dried dung were statistically significant.
The present work shows that this argument is inadequate, because the coefficients of the error terms also play an important role.
The coefficient matrix of the error dynamics between each pair of synchronized systems is chosen such that the number of active control functions reduces from two to one, thereby, significantly reducing controller complexity in the design.
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