Hi draycut If we consider Yt=b0 +b1Xt+b2zt+b3Rt +b4Ct+et and we have Xt~I(0) Rt~I(1) and Zt~I(1) and Ct~I(0) How i can test if this variables are cointegred or not? I didn't find a way to test if they are cointegred or not using The PDLREG Procedure.
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