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hi
i estimate a var model. i have 2 i(0) variables and 4 I(1) variables.
can i run this var model? Can i run this model by taking the first difference of first three variables and use 2 variable at level?
do I need cointegration test?
:(

can one help me????

please help me...

Hi,

As some of your variables are I(1) it is better to apply ARDL rather than a normal VAR. You can read a lot about the theory of the ARDL and how to apply it on internet. Several posts on this forum also deal with the same.