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Panel VECM/Evidence
Method evidence record

Panel VECM

Panel VECM combines vector error correction modelling with panel data, simultaneously capturing the long-run cointegrating equilibrium among multiple I(1) variables and their short-run adjustment dynamics across multiple cross-sectional units. It is the standard framework when panel variables share at least one common stochastic trend.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Panel Vector Error Correction Model
Taxonomic method record · regression-model / econometrics
  • Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276. · DOI 10.2307/1913236
  • Holtz-Eakin, D., Newey, W., & Rosen, H. S. (1988). Estimating vector autoregressions with panel data. Econometrica, 56(6), 1371–1395. · DOI 10.2307/1913103
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketPanel Arellano-Bond GMMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Engle-Granger Cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Granger Causalitymachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Johansen Cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketVector Error Correction Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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