Can the Estimate vector error correction model (VEC) be used with non-linear and non-normal time series data?

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Operations Management Processes and Supply Chains

ISBN: 978-0132807395

10th edition

Authors: Lee J. Krajewski, Larry P. Ritzman, Manoj K. Malhotra

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Posted Date: Jul 24, 2021 12:11 AM

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Can the Estimate vector error correction model (VEC) be used with non-linear and non-normal time series data?

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Operations Management Processes and Supply Chains

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