st: modified AIC function

[Marck Bulter <177316mb@student.eur.nl>]

Dear Listers,

I would like to know if there is a command that calculates the Modified 
AIC, see Tong(1990), Threshold models in nonlinear time series analyses. 
Modified AIC weights (sigma^)^2 by the number of observations.  Using 
the Varsoc function in my panel data (looping varsoc for each i), I 
think it is biased to those 'i' timeseries with a small number of 
observations,

Looking forward for your comment,

Regards,
Marck Bulter





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