hi
If there is a mix of I(0) and I(1) variables, can I still proceed Johansen cointegration test?
If I can, how do I set up the model for performing cointegration tets?
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- Sat Oct 20, 2012 7:25 pm
- Forum: Econometric Discussions
- Topic: cointegration with different integrated order
- Replies: 1
- Views: 2521