Search found 1 match
- Wed May 02, 2012 3:47 pm
- Forum: Estimation
- Topic: Lag selection in ECM using information criteria
- Replies: 2
- Views: 3976
Lag selection in ECM using information criteria
Hi, I'm fairly new to Eviews (and econometrics!) and i would like to know how I can find the optimal number of lags, using the schwarz or akaike information criterion for an ECM model. I imagine that it's possible to run regressions with different lags and see which one has the highest log likelihoo...