Hello guys,
I have a very important question and I need a quick response.
I have performed the pedroni cointegration the on an I(0) and an I(1) variable and the results showed that cointegration does exist.
But is it really possible to have cointegration between I(1) and I(0) variables ?
Thank you in advance.
Re:Panel Cointegration
Moderators: EViews Gareth, EViews Moderator
Re: Re:Panel Cointegration
Dear Yodish,
The answer is yes.
Regards.
The answer is yes.
Regards.
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Re: Re:Panel Cointegration
How do you have cointegration with a variable that isn't integrated?
Re: Re:Panel Cointegration
I understand that Yodish is talking about D(0) and D(1) instead of I(0) and I(1). Is this what Yodish are talking about, right?
Regards.
Regards.
Re: Re:Panel Cointegration
Thank you jmagomez.
But isn't I(0), I(1) similar to D(0), D(1)?
But isn't I(0), I(1) similar to D(0), D(1)?
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