can we fit a VAR model if we have a mixture of I(0) and I(1) variables?
Asked
Active
Viewed 29 times
1
-
There are a bunch of similar questions already and yours is likely a duplicate. Check out some of [these](https://stats.stackexchange.com/search?q=%5Bvar%5D+I%280%29). – Richard Hardy Nov 18 '19 at 12:04