I have 4 economic variables; one I(0), one I(2) and two I(1). I want to use Toda Yamamoto approach using STATA.
Or if it is more adequate the ARDL model.
I need some help with STATA.
Thanks in advance. Alma
This may help you: http://rizaudinsahlan.blogspot.com/2017/05/causality-test-toda-and-yamamoto.html.
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