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cointegration
Posted:
Tue May 31, 2011 6:23 am
by
andresvn17
is it possible to make cointegration equations using I(0) and I(1) series in the same ARDL equation?
Re: cointegration
Posted:
Tue May 31, 2011 9:04 am
by
econometricsI
For cointegration I think the series must have same order of integration.