Search found 2 matches
- Sat Mar 30, 2013 8:12 am
- Forum: Econometric Discussions
- Topic: VAR of Different order of integration
- Replies: 0
- Views: 1637
VAR of Different order of integration
dear fellows i want to estimate IRF through a VAR but the problem is that three variables are I(1) stationary while one is I(0) stationary. Can i run this model by taking the first difference of first three variables and use the last variable at level? e.g. d(y) d(y1) d(y2) x
- Tue Feb 19, 2013 4:42 am
- Forum: Econometric Discussions
- Topic: ARDL can we run ARDL on I(1) variable
- Replies: 0
- Views: 1362
ARDL can we run ARDL on I(1) variable
Dear Fellows can i use ARDL model on the variables which have same level of integration in my case I(1) please identify with reference