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- 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...
