Recent content by Kylo

  1. K

    What model to use if all my variables are I(1), except one, which is I(0)?

    I have used an ARDL model but found cointegration. As a result, I ran an ECM, but I believe that to run an ECM, the variables must be non-stationary. However, one of my variables is stationary without having to use first differences. Where do I go from here? Thanks in advance!