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- Fri Jun 08, 2012 8:29 pm
- Forum: Econometric Discussions
- Topic: some stationary at level and others at first difference
- Replies: 0
- Views: 1603
some stationary at level and others at first difference
Some variables are stationary at level, and some variables are stationary at first difference. Does it mean I will have to use those stationary at level as it is (e.g. x1) and those stationary at first difference as first differenced (e.g. x2) when I write the equation. Something like this: y = x1 d...