When variables are integrated of order 2 ?

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When variables are integrated of order 2 ?

Postby sofiyounis » Tue Jan 05, 2021 4:52 am

If in a bivariate regression analysis, both the variables are non stationary at level form, however one is integrated of order 1 and another integrated of order 2. Which estimation method for OLS can be employed in the above case.

Thanking you in anticipation.

P:S. Although i have used other proxy variables for the variable which is integrated of order 2 but all in vain as all these proxy variables also turned to be integrated of order 2.

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