Error correction model: Difference between revisions

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==Further reading==

* {{cite book |last=Dolado |first=Juan J. |last2=Gonzalo |first2=Jesús |last3=Marmol |first3=Francesc |chapter=Cointegration |pages=634–654[https://archive.org/details/companiontotheor00balt/page/n646 634]–654 |title=A Companion to Theoretical Econometrics |url=https://archive.org/details/companiontotheor00balt |url-access=limited |editor-first=Badi H. |editor-last=Baltagi |___location=Oxford |publisher=Blackwell |year=2001 |isbn=0-631-21254-X |doi=10.1002/9780470996249.ch31 }}

* {{cite book |first=Walter |last=Enders |title=Applied Econometric Time Series |edition=Third |___location=New York |publisher=John Wiley & Sons |year=2010 |isbn=978-0-470-50539-7 |pages=272–355 }}

* {{cite book |last=Lütkepohl |first=Helmut |authorlink=Helmut Lütkepohl |title=New Introduction to Multiple Time Series Analysis |url=https://archive.org/details/newintroductiont00ltke |url-access=limited |___location=Berlin |publisher=Springer |edition= |year=2006 |isbn=978-3-540-26239-8 |pages=237–352[https://archive.org/details/newintroductiont00ltke/page/n249 237]–352 }}

* {{cite book |last=Martin |first=Vance |last2=Hurn |first2=Stan |last3=Harris |first3=David |title=Econometric Modelling with Time Series |___location=New York |publisher=Cambridge University Press |year=2013 |isbn=978-0-521-13981-6 |pages=662–711 }}