ADL method?
Posted: Wed Apr 14, 2010 7:27 pm
Hi,
I am trying to estimate a model, and I am dealing with variables having different order of integration (I(0), I(1), and I(2)). Using an autoregressive distributed lag model would be the best choice in this case?
Thank you very much!!
I am trying to estimate a model, and I am dealing with variables having different order of integration (I(0), I(1), and I(2)). Using an autoregressive distributed lag model would be the best choice in this case?
Thank you very much!!