What does ECM stand for?

Error Correction Model

This definition appears very rarely and is found in the following Acronym Finder categories:

Science, medicine, engineering, etc.

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Samples in periodicals archive:

The estimated vector error correction model suggests that adjustment to the long-run equilibrium is fairly slow.

Services sector growth in Singapore

If [epsilon] is stationary and the variables are non-stationary, Engle and Granger (1987) suggests that the error correction model is the correct approach to account for both short-run and long run components.

India's demand for gold: some issues for economic development and ...

Another advantage of the error correction model is that it could capture both short- and long-term impacts of the explanatory variables on the dependent variables.

Democratization and government education provision in East Asia

148 HA30 Brandt (political science, University of Texas-Dallas) and Williams (political science, University of California-Riverside) introduce researchers and students to different approaches for modeling multivariate time series data, including simultaneous equations, ARIMA, error correction models, and vector autoregression (VAR).

Multiple time series models

We extend their framework to allow for cointegration among the variables and consider a vector error correction model (VECM).

What drives stock prices? Identifying the determinants of stock price ...

The estimate of a fractional vectorial error correction model of (FVECM) gives evidence to a fractional cointegration relationship between the spot and forward exchange rate series relating to the two parities (TND/USD) and (TND/euro).

Foreign exchange market efficiency: fractional cointegration approach

[1] Finally, the Granger-causality tests based on the vector error correction models (VECM) are conducted to determine the direction of causality between saving and investment series.

SAVING-INVESTMENT CONNECTION: EVIDENCE FROM THE ASEAN COUNTRIES

Another is a more sophisticated statistical procedure termed the Error Correction Model (ECM).

Futures Hedge Profit Measurement, Error-Correction Model vs. ...