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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.