Hey...
I want to know how to choose the optimal lag for my variables because, as In ARDL model, lag level is not the same for each variable. Perhaps we may have 1 lag for X1 and 2 lag for X2 and so on. is there any way to choose that lag?
using some criterion is efficiency?
thanks
Best regards
Search found 1 match
- Sun Oct 21, 2012 10:45 pm
- Forum: Estimation
- Topic: ARDL Approach to Cointegration
- Replies: 31
- Views: 78346