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st:How to get the AIC or SIC criterion of PVAR
From
Alex <[email protected]>
To
statalist <[email protected]>
Subject
st:How to get the AIC or SIC criterion of PVAR
Date
Sat, 23 Apr 2011 21:34:12 +0800
Dear Statalist users,
Now I use the pvar program of Dr. Inessa Love, I don't know
how to use AIC or SIC to get the proper lags, Does there are any
command to do it？
Many thanks in advance.
Sincerely
--
Alex
Department of Finance
Nankai University, China
Mobile: 0086-1382-126-5889
Email:[email protected]
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