Search found 1 match
- Sun Mar 22, 2009 9:19 am
- Forum: Econometric Discussions
- Topic: cointegration with different levels of stationary
- Replies: 16
- Views: 53342
cointegration with different levels of stationary
I want to estimate a single model y=f(x1,x2,x3,x4). The y is I(2), xı is (I(0) and others are I(1). What is the wright procedure to estimate in this case? Can anyone explain if johansen cointegration is suitably?