COMBINING I(0) AND I(1) VARIABLES IN REGRESSION ANALYSIS

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Peters
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COMBINING I(0) AND I(1) VARIABLES IN REGRESSION ANALYSIS

Postby Peters » Thu Jun 12, 2014 8:16 am

Please I need advice on this: I have a dependent variable that is stationary at level I(0) and independent variables that are I(1). Can I use OLS for my analysis? Thanks for your help.
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