Informations about Unit Roots and VEC
Posted: 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.
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.