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Managing sustainability with the error correction model
International Journal of Sustainable Economy, 2013The aim of our paper is to represent the intermediate research results of the case study of the Ydria Motors LL Company which produces semi products for household appliances. The company is a part of the ebmpapst international group and is opting for the ambitious goal of becoming the competency centre.
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The State-Space Error Correction Model: Simulations and Applications
SSRN Electronic Journal, 2014In this paper we present a simulation study as well as two applications of a newly proposed approach towards I(1) cointegration using so-called state-space error correction models (SSECMs). SSECMs have been introduced in Ribarits and Hanzon (2014) where questions of model selection, parametrization and maximum likelihood estimation are treated in ...
Thomas Ribarits, Bernard Hanzon
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The Error Correction Model on Kalman Filter
Applied Mechanics and Materials, 2014In this paper, authors extracted the data from the GPS equipment on the bus and established the real-time bus arrival time prediction model and bus running speed prediction model based on Kalman filtering technique. Analyse the error and build the error correction model.
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Modelling Natural Resource Scarcity Using the 'Error-Correction' Approach
The Canadian Journal of Economics, 1994An error correction framework is used to test the long-run hypothesis that prices of natural resources commodities in the United States exhibit scarcity properties from the late nineteenth century to 1988 in the sense that real resource commodity prices have been increasing or following a U-shaped pattern, introduced by M. E. Slade (1982). The model is
B. Moazzami, F.J. Anderson
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Error correction modeler . co-integration and the internal model principle
1986The paper considers the conditions under which a system of dynamic equations will be corisisterrt with some prespecified inultivariate equilibrium specification. Connections are also drawn between recer► t develuprnents in the analysis of multivariate error correction models and the theory of co-integration and what is kr► uwn as —rhe Internal Model ...
Salmon, Mark, Salmon, Mark
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On the adjustment matrix in error correction models
Journal of Monetary Economics, 1998Abstract This paper explores the determinants of the adjustment matrix in error correction models within two intertemporal models of the firm. In a production smoothing model of inventories, it is shown that the adjustment matrix contains the speed of adjustment of inventories as conjectured in previous work but this parameter matrix also contains ...
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The State-Space Error Correction Model: Definition, Estimation and Model Selection
SSRN Electronic Journal, 2014In this paper we consider cointegrated I (1) processes in the state-space framework. We introduce the state-space error correction model (SSECM) and discuss in detail how to estimate SSECMs by (pseudo) maximum likelihood methods, including reduced rank regression techniques which allow for a successive reduction of the number of parameters in the ...
Thomas Ribarits, Bernard Hanzon
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Recent interest rate behavior: The error-correction modeling approach
Journal of Macroeconomics, 1991Abstract We argue in this paper that an important source of instability and the failure of reduced-form equations to predict recent high and volatile real interest rates has been the failure of these equations to model the underlying dynamics properly. Once this is done, we find that neither parameter instability nor this forecasting failure remains.
Kanhaya L. Gupta, Bakhtiar Moazzami
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Study on the heliostat tracking correction strategies based on an error-correction model
Solar Energy, 2015Abstract A more accurate heliostat tracking model is needed because current low cost heliostats have error sources that increase the complexity of the heliostat tracking control system and reduce heliostat tracking accuracy. This paper presents the computational process of the six angular parameters, including tilt angle and tilt azimuth angle of the
Feihu Sun +6 more
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Nonlinear Error-Correction Models for the FF/DM Rate
Studies in Nonlinear Dynamics & Econometrics, 2005This paper is devoted to the empirical analysis of the dynamic behaviour of the FF/DM parity during the September 1987-July 1993 period. By explicitly allowing the strength of adjustment to vary with the extent of equilibrium error, we successively perform parametric, semiparametric and nonparametric estimations of the functional form of the nonlinear ...
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