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Hello,
I've got a question about testing spurious regression problem.
If dependent variable, Y, is integrated of order zero, I(0), while independent variables are I(0) or I(1).
Is their relationship spurious between Y is I(0) and X is I(1)?

Thanks a lot, recently suffering econometric problems......... :(

Hi,
To the last question: You can not regress variables with different order of integration.

P