All Questions
Tagged with ardl vector-autoregression
2 questions with no upvoted or accepted answers
1
vote
1
answer
170
views
Should I use a ARDL if I have more than one cointegrating relationship?
I have a four time series variables. They are a mix of I(0) and I(1) variables. There is also more than one cointegrating relationship among the variables. If there is more than one cointegrating ...
- 65
0
votes
0
answers
1k
views
How to deal with a mix of I(1) and I(2) variables?
I have one dependent variable which becomes stationary after the first difference I(1).
There are 4 independent variables, out of which 2 become stationary after the first difference and the other two ...
- 1