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	अरेखीय सदिश त्रुटि सुधार मॉडल (अरेखीय VECM)	जोहान्सन सह-एकीकरण परीक्षण और सदिश त्रुटि सुधार मॉडल
क्षेत्र	अर्थमिति	वित्त
परिवार	Regression model	Regression model
उद्भव वर्ष	1989–1998	1991
प्रवर्तक	Granger & Lee (1989); Enders & Granger (1998)	Søren Johansen
प्रकार	Nonlinear time-series model	Multivariate cointegration / vector error correction model
मौलिक स्रोत	Enders, W., & Granger, C. W. J. (1998). Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates. Journal of Business & Economic Statistics, 16(3), 304–311.	Johansen, S. (1991). Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica, 59(6), 1551-1580.
उपनाम	nonlinear VECM, NVECM, threshold VECM, asymmetric VECM	Johansen test, VECM, vector error correction model, multivariate cointegration
संबंधित	2	3
सारांश	The Nonlinear VECM extends the standard linear VECM by allowing the speed of adjustment toward long-run equilibrium to differ depending on the sign, magnitude, or regime of deviations from that equilibrium. It captures asymmetric or threshold-driven dynamics in cointegrated time-series systems that a standard VECM would miss.	The Johansen procedure is a multivariate cointegration framework, introduced by Søren Johansen in 1991, that tests for long-run equilibrium relationships among several I(1) time series. It determines how many cointegrating vectors link the series and then builds a Vector Error Correction Model (VECM) to describe the short-run dynamics around that equilibrium.