A 2 × 2 taxonomy of multilevel latent contextual models: Accuracy–bias trade-offs in full and partial error correction models.

2011 ◽  
Vol 16 (4) ◽  
pp. 444-467 ◽  
Author(s):  
Oliver Lüdtke ◽  
Herbert W. Marsh ◽  
Alexander Robitzsch ◽  
Ulrich Trautwein
Keyword(s):  
Error Correction ◽  
Error Correction Models ◽  
Trade Offs ◽  
Partial Error

Likelihood-Based Inference in Nonlinear Error-Correction Models

2007 ◽  
Author(s):  
Anders Rahbek ◽  
Dennis Kristensen
Keyword(s):  
Error Correction ◽  
Error Correction Models ◽  
Nonlinear Error

Optimal Pseudo-Gaussian and Rank-Based Tests of the Cointegrating Rank in Semiparametric Error-Correction Models

2013 ◽  
Author(s):  
Marc Hallin ◽  
Ramon Van den Akker ◽  
Bas J. M. Werker
Keyword(s):  
Error Correction ◽  
Error Correction Models

scholarly journals Optimal Pseudo-Gaussian and Rank-Based Tests of the Cointegration Rank in Semiparametric Error-Correction Models

2015 ◽  
Author(s):  
Marc Hallin ◽  
Ramon Van den Akker ◽  
Bas J. M. Werker
Keyword(s):  
Error Correction ◽  
Error Correction Models

Bias assessment and reduction in linear error-correction models

1994 ◽  
Vol 63 (1) ◽  
pp. 215-243 ◽  
Author(s):  
Jan F. Kiviet ◽  
Garry D.A. Phillips
Keyword(s):  
Error Correction ◽  
Error Correction Models ◽  
Bias Assessment

On the dynamic shape of aggregated error correction models

1988 ◽  
Vol 12 (2-3) ◽  
pp. 561-585 ◽  
Author(s):  
Marco Lippi
Keyword(s):  
Error Correction ◽  
Error Correction Models ◽  
Dynamic Shape
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