What does ECM stand for?

Error Covariance Matrix

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

Information technology (IT) and computers
Science, medicine, engineering, etc.

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Samples in periodicals archive:

The figures in parentheses are the 5th and 95th percentiles (95% confidence intervals) computed using Monte Carlo integration and drawing from a normal distribution for the estimated coefficients and a Wishart distribution for the inverse of the estimated error covariance matrix, with 1000 replications.

Permanent and temporary components of stock prices: evidence from ...

The ideal will be to start with a higher number of factors, but as we increase this number and, consequently, the number of instrumental variables needed to estimate (4), the error covariance matrix grows proportionally--the number of instruments times the number of periods--which means that it grows quite rapidly, causing problems in inverting [?

An autoregressive approach of the Arbitrage Pricing Model to the ...

GLS and its feasible counterpart are introduced in these contexts, in contrast with the more typical approach of deriving these procedures as solutions to the estimation problem raised by the general linear model with an unrestricted error covariance matrix.

An Introduction to Classical Econometric Theory