This paper provides densities and finite sample critical values for the single-equation error correction statistic for testing cointegration. Graphs and response ...
Quantum researchers Dominic Williamson and Nouédyn Baspin from the University of Sydney have introduced an innovative way to handle errors that come up while quantum computers are running. Their ...
While traditionally considered for non-stationary and cointegrated data, DeBoef and Keele suggest applying a General Error Correction Model (GECM) to stationary data ...
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