kyramillerr7031 kyramillerr7031

12-11-2017
Mathematics

contestada

Can cointegrated variables have different differencing functions

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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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