I have six variables in the model , three of them are I(0), and the remaining variables are I(1), must I apply cointegration test in that case for the variables I(1) only, to be able to use ARDL approach? Also, If the variables of the model are not cointegrated can I use ARDL?
Sara Muhammadullah
u can apply ARDL but not Cointegration, when ever we have same order of integration then we use cointegration.
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Rami Hodrob
thank you Bento I realy appretiate this
Thank you Sara
Another question What can I use with I(2) for simple and Panel regression
If there is cointegration between variables and in the case of no cointegration
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