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Mecanismo de Corrección de ERROR en Cointegración (MCE) (Stata13): VECM Estimation, Discussion and Diagnostics # ...

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Mecanismo de Corrección de ERROR en Cointegración (MCE)

So, what do you understand by vector error correction model (VECM)? You may say any of the following: that it is a system having a vector of two or more vari... En este vídeo trato el Modelo de Corrección Error, explicando cómo se crea y haciendo un ejemplo en R studio con divisas. - Este modelo está relacionado con el fenómeno de Cointegración. Si ...

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