how can i estimate a VECM when one of my variables is not integrated of the same order as the others?
what is the list of things i have to check to ensure my model is properly specified before estimating the VECM?
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- Fri Feb 08, 2013 6:55 am
- Forum: Econometric Discussions
- Topic: how to estimate VECM with I(0) and I(1) variables
- Replies: 1
- Views: 3466