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by jmpjjp
Sun Jan 08, 2012 7:47 am
Forum: Econometric Discussions
Topic: Cointegrating Regression
Replies: 0
Views: 1540

Cointegrating Regression

I am a bit confused and am hoping for a bit of help. I check for stationary variables. I get stationary in the first or second difference. However, when I do the regressions with the difference variables none of the models are significant. So I checked for cointegration. Cointegration exists. So I d...

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