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- Wed May 09, 2012 4:00 am
- Forum: Estimation
- Topic: Lag selection in ECM using information criteria
- Replies: 2
- Views: 3976
Re: Lag selection in ECM using information criteria
top urgent! i have encounter similar problem when I’m using Eviews7 and I want to run an ARDL model with the appropriate order of lags of each regressor, hence to choose the optimal lag of each 11 variables using SBC or AIC. Running a regression of (2)11 is cumbersome, so how can I select the optima...