kyramillerr7031 kyramillerr7031
  • 12-11-2017
  • Mathematics
contestada

Can cointegrated variables have different differencing functions

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dragonslasher
dragonslasher dragonslasher
  • 14-11-2017
if there are 2 variables and they are I(1) then u can apply enger and granger ... Recently I came across the 1st difference OLS model in a thesis


hope this helps!
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