Sentence examples for linear error correction model from inspiring English sources

The regime switching ECM can be explained as an expanded linear error correction model by allowing the short-run parameters to switch in different regimes.

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

This paper presents a simple method to determine the filter coefficients by separating the M/P ratio into a linear and a cubic error correction model.

The ADRL technique is free of residual correlation since variables stand as a single equation; it is easy to derive the error correction model from simple linear transformation by integrating short run adjustments with long run equilibrium without loss of information.

Moreover, a dynamic Error Correction Model (ECM) can be derived from the ARDL through using the linear transformation (Banerjee et al., 1993).

The Error Correction Model displays better fitting accuracy and forecast precision than the MLR model.

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

Vector Error Correction Model.

Moreover, in an error correction model, the error correction term is significant.

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

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