Asymmetric error correction models

Betriebswirtschaftslehre

Asymmetric Error Correction Models - some Comments and Improvements

In this essay the method to estimate asymmetric relations with error correction models by splitting the error correction term u[t-1] in [+] u[t-1]...

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Betriebswirtschaftslehre

Estimation of short- and long-term irreversible Relations

In practice, long-term and short-term irreversible reactions for example of demand due to changes in prices, advertising expenditures, etc. are more...

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