BIC or AIC lag length criteria

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jmagomez
Posts: 68
Joined: Wed Aug 08, 2012 10:24 am

BIC or AIC lag length criteria

Postby jmagomez » Fri Jan 11, 2019 4:59 am

Dear Fellows,

What is the lag length criteria for VEC that it is more robust (BIC or AIC)?

Best Regards, José.
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