Hi all!
I need to run a cointegration test with the indipendent variables of the model I(1) and the dependent variable I(0). For this reason, I can't run a Pedroni, Kao or Westerlund test because they assume that all the variables are I(1). Which test I could performe? I have seen other topics speaking about cs-ardl with xtdcce2 command, but when I run the command the output wasn't a test's results such as Pedroni, Kao or Westerlund but an estimation of the short and long run coefficients. Do you have any suggestion about which other test I could perform?
I very thank for any helps,
Tommaso
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