BIC Schwarz Criteria or AIC Akaike Criteria
Posted: 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.
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.