Search found 2 matches
- Fri Feb 25, 2011 6:55 am
- Forum: Estimation
- Topic: AIC in vector error correction
- Replies: 2
- Views: 1960
Re: AIC in vector error correction
So should I use the overall AIC then to compare the model with an uniequetional dynamic equation? (I.e with an adaptative expectations model, , AR(1) and with MA(1) residuals)????
- Thu Feb 24, 2011 12:51 pm
- Forum: Estimation
- Topic: AIC in vector error correction
- Replies: 2
- Views: 1960
AIC in vector error correction
What is the interpretation of the AIC in the vector error correction? I have 3 AIC. The first 2, are the ones from each regression. But what is the third one? I see it is the sum of the other two, is it kind of the "global" AIC for the VEC? I am asking becouse I would like to compare the V...