Hi there!
First, I´m from Brazil, so sorry for any English mistake.
I have two cointegrated series with Data Missing in both. They are two finance series, one from USA and another from Brazil, so in holidays here I have data for USA serie and same for holidays in USA.
I think usual Data Missing thecnics do not apply, since they are time series, and are also cointegrated.
Thanks very much,
Marcus Vinicius
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