Search: ECM
RBA Glossary definition for ECM
ECM – Error-correction ratio
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Appendix A: Power Calculations
1 Dec 1994
RDP
9410
0.119. 0.142. Tables A2 and A3 contains the power calculations for test statistics from the Engle Granger two step method and the ECM equations reported in Table 3 using ... 0.363. 0.275. Table A3: Power of ECM Co-Integration Tests in Table 3.
https://www.rba.gov.au/publications/rdp/1994/9410/appendix-a.html
Testing for Long-Run and Short-Run Fisher Effects
1 Dec 1994
RDP
9410
The instruments used in the results reported in Table 4 included the regressors of the ECM which were significant at the 5% level.
https://www.rba.gov.au/publications/rdp/1994/9410/testing-for-long-run.html