Error correction model
Export Performance and Economic Growth in East Asian Economies – Application of Cointegration and Vector Error Correction Model
... East Asian Economies are considered to be most successful economies in the world. Following the footsteps of other East Asian economies such as Japan and South Korea, China also shifted towards export-led growth strategy ...
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Don’t jettison the general error correction model just yet: A practical guide to avoiding spurious regression with the GECM
... standard error must be cal- ...I error rate for ADLs and GECMs is identical, we agree with Grant and Lebo that with a station- ary dependent variable the ADL is less likely to lead to errors of ...
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Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States
... Os artigos dos Textos para Discussão da Escola de Economia de São Paulo da Fundação Getulio. Vargas são de inteira responsabilidade dos autores e não refletem necessariamente a opinião d[r] ...
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Econ. Apl. vol.10 número2
... Equation (3.1) can then be seen as a synthesis of the other approaches in the literature. Equation (2.2), which performs the regression with the variables in levels, is a static equation and therefore is conceptually ...
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Technological Exports and the Dynamics of Ukraine’s Economic Growth
... structural model, she analyzes factors pertaining to technological exports and industrial production, and also evaluates the effectiveness of promoting exports for economic ...structural model of ...
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Rev. contab. finanç. vol.24 número61 en v24n61a06
... Pricing Model - CAPM (Engel & Rodrigues, 1989); transience testing with permanent structural breaks (Engle & Smith, 1999); discrete time systems on the errors generated (Phillips, 1991); and a time-variant ...
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Analysis of equilibrium in industrial variables through Error Correction Models
... an error correction model all variables in study must have the same order of integration (d), if so they are non stationary and possibly will be ...
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Carlos Pestana Barros Nicolas Peypoch A Comparative Analysis of Productivity Change in Italian and Portuguese Airports
... We assess the long-run determinants of real long-term sovereign yields in the OECD employing a dynamic panel approach to test for the existence of cointegration. Furthermore, we also consider cross-country dependence ...
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Quebras Estruturais Sistêmicas e Efeito Threshold na Dinâmica dos Preços do Boi Gordo: o caso das regiões Sudeste e Centro-Oeste.
... Nos últimos anos, a técnica mais utilizada em análises de integração tem sido a de mode- los vetoriais de correção do erro – Vector Error Correction Model (VEC), pois ela permite, em[r] ...
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FORECASTING LONG-TERM GOVERNMENT BOND YIELDS: AN APPLICATION OF STATISTICAL AND AI MODELS
... logic model, a machine learned fuzzy logic model, a self-organising map model and a multi-layer perceptron ...ARIMA model and an econometric error correction ...map model ...
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Assessing the Sustainability of External Imbalances in the European Union
... (2007) error correction-based panel cointegration ...on error correction ...conditional error correction model is considered (Persyn and Westerlund, ...
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Adaptive Modulation and Code Strategy to Reduce Energy Consumption in Elastic Optical Network
... Forward error correction (FEC) coding techniques is an optimal candidate to compensate this degradation through a high error correction performance with low hardware ...
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Sinais de dados em telecomunicações: Detecção e correção de erros / Data signs in telecommunications: Error detection and correction
... Any level of an information transmission system is subject to errors, which can be caused, for example, by external electromagnetic interference. Due to these signals, the data may be received incorrectly, may be lost or ...
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THE CAUSAL RELATIONSHIP BETWEEN TAXES AND EXPENDITURES IN PORTUGAL: COINTEGRATION AND ERROR-CORRECTION MODELS
... In this paper, besides the standard Granger c·ausality test, we use cointegration and error-correction modelling to investigate the causal linkage between government[r] ...
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Rev. Esc. Minas vol.68 número4
... transform Cartesian coordinates into stratigraphic coordinates. A vertical coordinate will be deined as the relative distance between a correlation top and correlation base grid. This will make it possible to infer ...
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2-D tomography of volcanic CO<sub>2</sub> from scanning hard-target differential absorption lidar: the case of Solfatara, Campi Flegrei (Italy)
... true model values were drawn from a random distribution, the model arrangement differs between (c) and ...the model edge facing the instrument position with two subsequent rays that have traversed ...
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Evaluation of real time and future global monitoring and forecasting systems at Mercator Océan
... free model configuration of the future HRG system does not ex- hibit the drifts diagnosed in IRG ...A correction of the air temperature will also be introduced in ...
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DETERMINANTS OF AGRICULTURAL LAND EXPANSION IN NIGERIA: APPLICATION OF ERROR CORRECTION MODELING (ECM)
... For agricultural land expansion results in table 3, the trace test r=0 was taken first, before the others were considered. The tests rejects the null hypothesis of no cointegration at 5 percent level until the null ...
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Brief Communication "Importance of slope-induced error correction in elevation change estimates from radar altimetry"
... slopes and a temporal elevation change rate dH/dt are fitted using multivariate linear regression (Moholdt et al., 2010). A regression is only performed if a plane has at least 10 points from four different tracks that ...
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J. Aerosp. Technol. Manag. vol.5 número3
... eicient error correction code (ECC) schemes, and thus, thinking about reliability, it is not a good idea to expose a variable in a register for a longer ...
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