# A Concise Introduction To Error Correction Models

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Introduction. 1. 2.7.2 Parametric: ARMA Model Selection, Fitting and Diagnostics. 18. Cointegration, Error-Correction and Granger's Representation Theorem.

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3 Motivation The ECM is a type of time series model with which we can estimate the speed at which two or more time series return to their common equilibrium.

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Standard cointegration models (error-correction models) assume linearity and symmetric adjustment. The main objective of this paper is to provide a concise review of literature on estimation. As pointed out in the introduction, the TAR.

vec intro— Introduction to vector error-correction models 3 If both y t and x t are covariance-stationary processes, e t must also be covariance stationary.

Vector autoregression – Wikipedia – Further reading. Asteriou, Dimitrios; Hall, Stephen G. (2011). "Vector Autoregressive (VAR) Models and Causality Tests". Applied Econometrics (Second ed.).