From Cointegration to estimation

[alim]

Hi everyone

Can someone help me to overcome the following problem.

I have 12 variables in one equation. Three variables are stationary at level and nine variables are stationary in first difference. I make all 12 variables first difference (same order) and I did Johansen co-integration test. I find the results that seven are co-integrated and five are not co-integrated. I am looking your help how do I estimate this equation i.e., I will consider to estimate all variables at level or first difference. Please help me.

With Kinds
babul