time series regression using OLS

[naveenjthomas]

I need to run a simple time series regression(OLS) to determine the factors impacting private corporate sector fixed capital formation (I(1)) . The problem that i am facing is that some of the explanatory variables are I(1) and some are I(0). The I(1) variables are co integrated. Given this, is it possible to use the I(1) and I(0) variables together as explanatory variables. Another problem is the choice of unit root test. I used both ADF and PP test but in some cases they give contradicting results. Is there a way i can resolve this problem?