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BIC Schwarz Criteria or AIC Akaike Criteria

Posted: Thu Jan 10, 2019 11:33 am
by jmagomez
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.

Re: BIC Schwarz Criteria or AIC Akaike Criteria

Posted: Thu Jan 10, 2019 11:43 am
by EViews Gareth
Not built in, no.

Re: BIC Schwarz Criteria or AIC Akaike Criteria

Posted: Thu Jan 10, 2019 2:04 pm
by jmagomez
Dear Fellows,

Thanks a lot.

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

Best Regards, José.