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?
Thank you so much
How about autocorrelation test? How can do it in DOLS
Great work
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. do you have a regression guidance for GHG emission?
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