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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 ...
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Vector autoregression for mix of stationary and nonstationary variables
I am currently investigating the impact of certain indicators such as GDP and inflation on the stock market. However some of my variables are non-stationary and some stationary in levels. All ...
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