Krahasoni metodat

	Regresioni me Mënyrën më të Vogël të Katrorëve (OLS)	Model i Korrigjimit të Gabimit Vektorial (VECM)
Fusha	Ekonometri	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	2019	1987
Krijuesi	Wooldridge (textbook treatment); classical least squares	Engle & Granger
Lloji	Linear regression	Multivariate time-series model
Burimi themelues	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Engle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276.
Emërtime të tjera	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	vector error correction model, error correction model, cointegration model, VECM (Vektör Hata Düzeltme Modeli)
Të lidhura	5	4
Përmbledhja	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	The Vector Error Correction Model is a multivariate time-series model for cointegrated series that captures both their short-run dynamics and their long-run equilibrium relationship. It was introduced by Engle and Granger in 1987 as part of the cointegration and error-correction framework.