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- Tue Jan 05, 2021 4:52 am
- Forum: Econometric Discussions
- Topic: When variables are integrated of order 2 ?
- Replies: 0
- Views: 14645
When variables are integrated of order 2 ?
If in a bivariate regression analysis, both the variables are non stationary at level form, however one is integrated of order 1 and another integrated of order 2. Which estimation method for OLS can be employed in the above case. Thanking you in anticipation. P:S. Although i have used other proxy v...