Hi
I have an independent variable and a 2 different lagged dependent variables
How can I find the highest t statistics for the lagged dependent variables ? i.e. what amount of lag is the best for finding the highest t statistic
Thanks !
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- Fri Jul 08, 2016 4:41 am
- Forum: Econometric Discussions
- Topic: Maximise a t value for a given amount of lag
- Replies: 0
- Views: 2199