Well I know that is too late my answer, but I believe that correct specification of your model
where your first variable is stationary at level and the second at the first difference
it could be of the following way:
y(t) = d(x(t))
or
y(t) = c+d(x(t))
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- Mon Feb 27, 2012 3:14 pm
- Forum: Econometric Discussions
- Topic: Estimation
- Replies: 1
- Views: 3315
