Recent content by sx26

  1. S

    VAR or VECM with I(1) and I(0) series

    Hello, I am trying to estimate macroeconomic data with VAR. I have a system of 5 equations. 3 of the series are I(1) while 2 are I(0). I have a few questions in estimation: i) can I estimate a VAR with first differences of the three integrated series, and levels of the other two which have no...