For Panel Data which dependent variable is stationary at level and independent one is stationary at the first difference, is it possible to apply D&H?

Y(dependent) = I(0) X(independent)= I(1) if I take the first difference of X and make it stationary, is it possible to apply Dumitrescu & Hurlin Causality test. İf the answer is yes, could you...

10 March 2022 5,152 4 View