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by meloyn
Wed Aug 24, 2016 5:23 am
Forum: Econometric Discussions
Topic: Lag length in ADF
Replies: 0
Views: 2143

Lag length in ADF

Hi guys. I am making research and I am faced with some problem. I have VAR model and try to conduct ADF test. I use Schwarz criteria for defining lag lenght but in Eviews I must put max lag lengh. If i don't touch automatical defined lag length in first differences i don't have signification t-stati...

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