Sentence examples for error correction model from inspiring English sources

Vector Error Correction Model.

Each equation in Eq. (8) is an error correction model.

They employ a Bayesian multiple-regime vector error correction model.

Spatial cross correlated information is incorporated with a piecewise linear vector error correction model.

The direction of causality between these variables is determined via vector error correction model (VECM).

He employs an error correction model (ECM) to estimate a specification that includes several explanatory variables.

The paper by Kelly and Enns as well as the one by Luttig both use a sophisticated statistical model derived from economics (an error-correction model, if you must know) that can be difficult to interpret.

Tests for unit roots, co-integration, and Granger-causality based on error-correction model are presented.

The co-integration methodology and an error-correction model are used to examine the causal relationships.

Note 3: VECM: vector error-correction model; and ECT-1: lagged error-correction term.

We examine the presence of a long-run equilibrium relationship using the bounds testing approach to cointegration within the Unrestricted Error-Correction Model (UECM).