u/Academic_Initial7414

I rather read a physical book than a digital book, but money doesn´t let buy all book i would want. Which books would you consider so good and important to have it in physic? In all fiel of econometrics, not just econometrics overall. Could be about time series and macroeconometrics, causal impact, etc..-

Quick question. In the ARDL cointegration method by Pesaran & Shin the dependent variable has to be I(1)? or could be I(0)? the mixing between I(1) and I(0) variables is only in the independent variables?