Cointegration and Error Correction Modelling in Time-Series Analysis: A Brief Introduction

Criminological research is often based on time-series data showing some type of trend movement. Trending time-series may correlate strongly even in cases where no causal relationship exists (spurious causality). To avoid this problem researchers often apply some technique of detrending their data, s...

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Bibliographic Details
Main Author: Helmut Thome
Format: Article
Language:English
Published: University of Bielefeld 2015-06-01
Series:International Journal of Conflict and Violence
Online Access:https://www.ijcv.org/index.php/ijcv/article/view/3055