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| Modeli wa Marekebisho ya Hitilafu ya Vekta kwa Data Jumuishi (Panel VECM)× | Kielelezo cha Usahihishaji wa Hitilafu wa Kielekezi (VECM)× | |
|---|---|---|
| Nyanja | Ekonometriki | Ekonometriki |
| Familia | Regression model | Regression model |
| Mwaka wa asili≠ | 1987–1995 | 1987 |
| Mwanzilishi≠ | Engle & Granger (1987) for VECM; Holtz-Eakin, Newey & Rosen (1988) for panel VAR extension | Robert F. Engle and Clive W. J. Granger |
| Aina≠ | Multivariate dynamic panel model | Multivariate time-series model |
| Chanzo asilia | Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276. DOI ↗ | Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276. DOI ↗ |
| Majina mbadala | Panel VECM, panel vector error correction model, PVECM, panel cointegrating VAR | VECM, error correction VAR, cointegrated VAR, vector equilibrium correction model |
| Zinazohusiana | 5 | 5 |
| Muhtasari≠ | 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. | The Vector Error Correction Model extends the Vector Autoregression (VAR) framework to a system of variables that share one or more long-run equilibrium relationships. It jointly models short-run dynamics and the speed at which each variable corrects back toward equilibrium after a shock, making it the standard tool for analysing cointegrated multivariate time series. |
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