Hi, is it possible to use the DOLS regression method even if it is y that is I(0) while x (the regressor) is I(1) if cointegration is detected with the Bounds test?
@@obezipacademy So essentially it is not important which one between the dependent variable (y) and the regressor(s) is I(1) or I(0) as long as I find there is cointegration between them and given I find cointegration I can then proceed with the DOLS analysis? (Sorry I have this doubt because somewhere I have read that y, so the dependent variables has to be I (1) but as I understand it is not true), do you confirm that it is not important which one between y and x is I(1) or I(0) as long as they are cointegrated by the Bounds test? Thanks for the patience
hello sir, you mention in the video that DOLS can be applied when regressors have a mixture of I(1) and I(0). can you provide a source for that? I want to cite in my study
Masih, R., & Masih, A. M. M. (1996). Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long-and short-run elasticities in a demand function: new evidence and methodological implications from an application to the demand for coal in mainland China. Energy Economics, 18(4), 315-334.
@@obezipacademyHi, is it possible to use the DOLS regression method even if it is y that is I(0) while x (the regressor) is I(1) if cointegration is detected with the Bounds test?
Great work
hello. do you have a regression guidance for GHG emission?
Hi, is it possible to use the DOLS regression method even if it is y that is I(0) while x (the regressor) is I(1) if cointegration is detected with the Bounds test?
Yes
@@obezipacademy So essentially it is not important which one between the dependent variable (y) and the regressor(s) is I(1) or I(0) as long as I find there is cointegration between them and given I find cointegration I can then proceed with the DOLS analysis? (Sorry I have this doubt because somewhere I have read that y, so the dependent variables has to be I (1) but as I understand it is not true), do you confirm that it is not important which one between y and x is I(1) or I(0) as long as they are cointegrated by the Bounds test? Thanks for the patience
hello sir, you mention in the video that DOLS can be applied when regressors have a mixture of I(1) and I(0). can you provide a source for that? I want to cite in my study
Masih, R., & Masih, A. M. M. (1996). Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long-and short-run elasticities in a demand function: new evidence and methodological implications from an application to the demand for coal in mainland China. Energy Economics, 18(4), 315-334.
@@obezipacademyHi, is it possible to use the DOLS regression method even if it is y that is I(0) while x (the regressor) is I(1) if cointegration is detected with the Bounds test?
Muy bonito
Muchas gracias