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...

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Bibliographic Details
Main Authors: Matthew J. Lebo, Patrick W. Kraft
Format: Article
Language:English
Published: SAGE Publishing 2017-06-01
Series:Research & Politics
Online Access:https://doi.org/10.1177/2053168017713059