Informations about Unit Roots and VEC

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jmagomez
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Joined: Wed Aug 08, 2012 10:24 am

Informations about Unit Roots and VEC

Postby jmagomez » Thu Mar 05, 2015 1:27 pm

Dear Fellows,

I would like to know if I reject that one of my variables has unit root and others have unit roots. Can I make a VEC model with all of them? Do you know any paper about this subject?

Best Regards, José.

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