I am working with economics quantitative variables.
One dependent variable (y)
One explanatory variable (x)
One mediator (z)
Among some control variables (a,b)
Please suggest some relavent literature so that I can make sure that time series methodology is not effected by mediation that is
If my variables are of mixed integration then instead of mediation framework can we apply ARDL or relevant time series methodologies?
I need some liturature guide please help me out.
I shall be very grateful for this favor.