Don’t jettison the general error correction model just yet: A practical guide to avoiding spurious regression with the GECM
In a recent issue of Political Analysis , Grant and Lebo authored two articles that forcefully argue against the use of the general error correction model (GECM) in nearly all time series applications of political data. We reconsider Grant and Lebo’s simulation results based on five common time seri...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2016-05-01
|
| Series: | Research & Politics |
| Online Access: | https://doi.org/10.1177/2053168016643345 |