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by Ian Chen
Mon Mar 13, 2017 5:26 pm
Forum: Econometric Discussions
Topic: Second difference problem
Replies: 0
Views: 2680

Second difference problem

If variables are stationary at second difference. Is it possible to proceed to next test with variables stationary at second difference or need to transform the variables to make them stationary at first difference then can proceed to next test? I'll be using cointergration test to test the long run...

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