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RBA Glossary definition for ECM

ECM – Error-correction ratio

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Appendix C: Supplementary Results and Robustness

31 Dec 2004 RDP 2004-01
Ellis Connolly and Marion Kohler
represent significance at 5 and 10 per cent levels. Standard errors on the long-run variables in the ECMs are calculated using a Bewley Transformation. ... Table C2: Supplementary ECM Results for Voluntary Saving Equations. Long-run coefficients only,
https://www.rba.gov.au/publications/rdp/2004/2004-01/appendix-c.html

The Empirical Model

31 Dec 2004 RDP 2004-01
Ellis Connolly and Marion Kohler
Table 3: ECM Results for Saving Equations – Long-run Coefficients. Sample: 1966/67–2001/02. ... Standard errors on the long-run variables in the ECMs are calculated using a Bewley-Transformation and are Newey-West corrected for heteroskedasticity.
https://www.rba.gov.au/publications/rdp/2004/2004-01/empirical-model.html