cointegration
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andresvn17
- Posts: 1
- Joined: Tue May 31, 2011 6:08 am
cointegration
is it possible to make cointegration equations using I(0) and I(1) series in the same ARDL equation?
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econometricsI
- Posts: 5
- Joined: Mon May 30, 2011 7:56 am
Re: cointegration
For cointegration I think the series must have same order of integration.
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