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- Thu Sep 29, 2011 7:35 pm
- Forum: Econometric Discussions
- Topic: Cointegration (to difference or not to difference) NEED HELP
- Replies: 2
- Views: 3634
Cointegration (to difference or not to difference) NEED HELP
Hi guys, I am currently doing my thesis and I am confused whether to use the first differences of my variables in Johansen Cointegration or not. I already tested the stationarity of my variables and I found out that all of them are I(1). Should I run their first differences or just their level? Than...