Error Correction Model

  • 1 Posts
  • 1 Sections
  • 1 Types
August 31, 2024 4 min read Definitions
Error Correction Model: Dynamics of Short-run Adjustments
Mathematics Economics Statistics ECM Error Correction Model Cointegration Johansen's Approach Vector Error Correction Model
An in-depth exploration of the Error Correction Model (ECM), used to estimate dynamic relationships between cointegrated variables and their adjustment rates to long-run equilibrium.
Read more about Error Correction Model: Dynamics of Short-run Adjustments.

Finance Dictionary Pro

Our mission is to empower you with the tools and knowledge you need to make informed decisions, understand intricate financial concepts, and stay ahead in an ever-evolving market.