Estimation of Difference Stationary

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alim
Posts: 18
Joined: Tue Dec 27, 2011 6:34 am

Estimation of Difference Stationary

Postby alim » Thu Dec 29, 2011 9:28 am

Dear Researcher

I have two variables. One variable is at level stationary and another variable is 1st difference stationary. How do I estimeate this two variables i.e., both make 1st difference then estimate or keep first variable as usually and second variable makes 1st difference and estimate. Please give me advice how can I complete this estimation.

I appreciate your help.

With regard
Ali

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