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Error Correction Models

In: The SAGE Encyclopedia of Social Science Research Methods
Edited by: Michael S. Lewis-Beck, Alan Bryman & Tim Futing Liao
Subject:Research Methods

The error correction model (ECM) is a time series regression model that is based on the behavioral assumption that two or more time series exhibit an equilibrium relationship that determines both short-run and long-run behavior. The ECM was first popularized in ...

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  Lewis-Beck, M. S., Bryman, A., & Liao, T. F. (2004). Error correction models. In The SAGE encyclopedia of social science research methods (Vol. 1, pp. 314-314). SAGE Publications, Inc., https://dx.doi.org/10.4135/9781412950589.n284
  
  Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao. "Error Correction Models." In The SAGE Encyclopedia of Social Science Research Methods, edited by Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao, 314-314. Thousand Oaks, CA: SAGE Publications, Inc., 2004. https://dx.doi.org/10.4135/9781412950589.n284.
  
  Lewis-Beck, M. S., Bryman, A. and Liao, T. F. 2004. Error Correction Models. In: Michael S. Lewis-Beck, Alan Bryman and Tim F. Liao Editors, 2004. The SAGE Encyclopedia of Social Science Research Methods, Thousand Oaks, CA: SAGE Publications, Inc. pp. 314 Available at: <https://dx.doi.org/10.4135/9781412950589.n284> [Accessed 22 May 2022].
  
  Lewis-Beck, Michael S., et al. "Error Correction Models." The SAGE Encyclopedia of Social Science Research Methods. Edited by Vol. 1. Thousand Oaks: SAGE Publications, Inc., 2004, pp. 314-314. SAGE Knowledge. 22 May 2022, doi: https://dx.doi.org/10.4135/9781412950589.n284.
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