BIC Schwarz Criteria or AIC Akaike Criteria

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

BIC Schwarz Criteria or AIC Akaike Criteria

Postby jmagomez » Thu Jan 10, 2019 11:33 am

Dear Fellows,

Is there any test to evaluate lag criteria (BIC or AIC) for a VEC at Eviews?

And the test that it is more robust is the BIC, isn't it?

Best Regards, José.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12158
Joined: Tue Sep 16, 2008 5:38 pm

Re: BIC Schwarz Criteria or AIC Akaike Criteria

Postby EViews Gareth » Thu Jan 10, 2019 11:43 am

Not built in, no.
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jmagomez
Posts: 68
Joined: Wed Aug 08, 2012 10:24 am

Re: BIC Schwarz Criteria or AIC Akaike Criteria

Postby jmagomez » Thu Jan 10, 2019 2:04 pm

Dear Fellows,

Thanks a lot.

And the test that it is more robust is the BIC, isn't it?

Best Regards, José.


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