scholarly journals Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical Correlation Estimators

2006 ◽  
Author(s):  
Richard G. Anderson ◽  
Hailong Qian ◽  
Robert H. Rasche
Keyword(s):  
Maximum Likelihood ◽  
Error Correction ◽  
Canonical Correlation ◽  
Error Correction Models ◽  
Vector Error Correction ◽  
Vector Error ◽  
Vector Error Correction Models

scholarly journals Residual autocorrelation testing for vector error correction models

2006 ◽  
Vol 134 (2) ◽  
pp. 579-604 ◽  
Author(s):  
Ralf Brüggemann ◽  
Helmut Lütkepohl ◽  
Pentti Saikkonen
Keyword(s):  
Error Correction ◽  
Error Correction Models ◽  
Vector Error Correction ◽  
Vector Error ◽  
Vector Error Correction Models
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