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Hello, I have a question regarding the regression in STEP2 in the engle and granger approach. When I do the OLS-regression of two I(1) variables to check the resids, does it matter which variable is the dependent variable in the OLS? Resids will differ, depending on the variable used as an dependent...

Hi, I have a question regarding the test results of various unit-root tests. I am using Eviews 6.0 student version. I want to test serveral interest rate time series on stationarity or non-stationarity. I use both tests ADF and KPSS complementary(I know the difference in the H0). ADF with AIC and mA...