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- Thu Dec 31, 2015 9:30 am
- Forum: Econometric Discussions
- Topic: Adding variables in levels to cointegrating equation
- Replies: 0
- Views: 2249
Adding variables in levels to cointegrating equation
Hi everyone, I'm doing research about the Belgian real estate market and I have a question concerning the use of first differences of variables and levels in the same equations. In some model I tested cointegration in the equation "ln(real house price) = a*ln(number of households) + b*ln(real i...