Error Correction Model (ECM).
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
... lag model (ADL) or equivalent error cor- rection model (ECM) can, without first testing or correct- ing for fractional integration, provide a useful estimate of the immediate and long-run effects 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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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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Technological Exports and the Dynamics of Ukraine’s Economic Growth
... the error correction model (ECM) and vector- error correction (VEC), this articles examines the principal relation- ship between the export volumes of metal products (raw materials ...
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Econ. Apl. vol.10 número2
... an error correction model would be the correct specification to estimate saving-investment ...an error correction model indeed superior, as suggested by Jansen and Jansen and ...
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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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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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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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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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Adaptive Modulation and Code Strategy to Reduce Energy Consumption in Elastic Optical Network
... bit error rate (BER) and by inserting extra parity bits at the cost of lower effective throughput will increase the FEC’s ability to correct errors and thus provide a so-called coding gain corresponding to ...
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Evaluation of real time and future global monitoring and forecasting systems at Mercator Océan
... mass budget. The concentration/dilution water flux term is not set to zero. (5) As al- ready made in HRZ V1V2 system, AVHRR + AMSRE SST has been assimilated in IRG DEV and HRZ DEV, in place of RTG SST. (6) An ...
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DETERMINANTS OF AGRICULTURAL LAND EXPANSION IN NIGERIA: APPLICATION OF ERROR CORRECTION MODELING (ECM)
... Keele (2004) noted that the linkage between cointegration and ECM stems from the theory proposed by Granger. This theorem proposes that two or more integrated time series that are cointegrated have an error ...
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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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