The general error correction model in practice
Enns et al. respond to recent work by Grant and Lebo and Lebo and Grant that raises a number of concerns with political scientists’ use of the general error correction model (GECM). While agreeing with the particular rules one should apply when using unit root data in the GECM, Enns et al. still adv...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
SAGE Publishing
2017-06-01
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Series: | Research & Politics |
Online Access: | https://doi.org/10.1177/2053168017713059 |