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- Wed Jul 23, 2014 10:26 am
- Forum: Econometric Discussions
- Topic: cointegration with different levels of stationary
- Replies: 16
- Views: 53412
Re: cointegration with different levels of stationary
Dear All, This reply is to correct "Hassan" which is also "khnaqvi" suggestion of the Pesaran et al. (2001) bounds testing to cointegration approach within the Autoregressive Distributed Lag (ARDL) framework in handling the I(2) variables. Yes, the bounds testing to cointegratio...