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Search the World's Largest Database of Information Science & Technology Terms & Definitions

InfScipedia

A Free Service of IGI Global Publishing House

Below please find a list of definitions for the term that
you selected from multiple scholarly research resources.

What is Vector Error Correction Model (VECM)

Chapter 376

Encyclopedia of Information Science and Technology, Third Edition

Similar to vector error correction model, but explores the linkages among several variables which are nonstationary and integrated of the same order.

Published in Chapter:

Modeling Stock Market Industrial Sectors as Dynamic Systems and Forecasting

Salim Lahmiri (ESCA School of Management, Morocco & University of Quebec at Montreal, Canada)

Source Title: Encyclopedia of Information Science and Technology, Third Edition

Copyright: © 2015 |Pages: 13

DOI: 10.4018/978-1-4666-5888-2.ch376

Full Text Chapter Download: US $37.50 Add to Cart

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