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Tom [10]
3 years ago
6

Can cointegrated variables have different differencing functions

Mathematics
1 answer:
Bess [88]3 years ago
8 0
If there are 2 variables<span> and they are I(1) then u </span>can<span> apply enger and granger ... Recently I came across the 1st </span>difference<span> OLS model in a thesis


hope this helps!</span>
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