Modified AIC/ SIC

For econometric discussions not necessarily related to EViews.

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Modified AIC/ SIC

Postby Sudatta_Mohapatra » Mon Jul 16, 2018 8:41 am

Hi All,

I want to know more about Modified AIC/SIC under Panel unit root test's lag length selection criteria in EViews. I have never used it before. I am interested to know more about Modified AIC/SIC and whether I can use it in place of AIC and SIC-based lag length selection criteria on my panel data? Please help!

Thank You,


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