Search: ECM
RBA Glossary definition for ECM
ECM – Error-correction ratio
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Appendix C: Time Series Properties and Model Selection
31 Dec 2003
RDP
2003-03
Finally, we compared our results from the VECM estimation with ECM and OLS estimates to ensure the signs and magnitudes were similar. ... In Table C6 we present each VECM estimate and the corresponding ECM estimate.
https://www.rba.gov.au/publications/rdp/2003/2003-03/appendix-c.html
Empirical Estimates
31 Dec 2003
RDP
2003-03
We also compared the results to ECM and OLS estimates.
https://www.rba.gov.au/publications/rdp/2003/2003-03/empirical-estimates.html