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- Tue Oct 20, 2009 8:16 am
- Forum: Econometric Discussions
- Topic: Comparing two EGAR(1,1)-Models
- Replies: 0
- Views: 2518
Comparing two EGAR(1,1)-Models
hi guys, if I want to compare two Egar(1,1)-Models regarding the variance, the only difference between the models beeing an additive exogenous variable, what possibilities do I have? I already used information criteria :D and the model with the additional variable is better. But for the autocorrelat...