Number of optimal lags
Posted: Thu Apr 11, 2019 1:24 pm
Hello, please, I'm looking for how to determine the number of optimal lags to estimate the production gap and thank you.
inflation rate=INF.
output gap=GAP
the model that I want to estimate is :
INF=INF(-1)+a1GAP+a2GAP(-1)+....+anGAP(-n)+u
inflation rate=INF.
output gap=GAP
the model that I want to estimate is :
INF=INF(-1)+a1GAP+a2GAP(-1)+....+anGAP(-n)+u