Error Correction Model
Nov. 26, 2024
Error correction model - part 2 - YouTube Econometrics - Cointegration and Error Correction Model - YouTube Error Correction Model (ECM): An Intuitive Guide for Time Series Modelling | by Prasun Biswas | Medium The Error-Correction Model for Co-integrated Time Series (and checking parameter stability) | by John Clements | Towards Data Science | Error Correction Model