International financial contagion of the US sub-prime crisis: evidence through the adjusted correlation test and non-linear Error Correction Models (ECM)

2011 ◽  
Vol 4 (2) ◽  
pp. 135 ◽  
Author(s):  
Anis Omri ◽  
Sonia Ghorbel Zouari
Keyword(s):  
Error Correction ◽  
Financial Contagion ◽  
Error Correction Models ◽  
Correlation Test ◽  
The Us ◽  
Non Linear

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
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