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Hi, I'm trying to apply the bounds test approch to cointegration as described by Pesaran et al (2001). I have an UECM with 4 variables and need to select the optimal lag order based on AIC or SBC: tb c d(tb(-1)) d(tb(-2)) d(tb(-3)) d(tb(-4)) d(tb(-5)) d(tb(-6)) d(tb(-7)) d(tb(-8)) d(ybr) d(ybr(-1)) ...

Hello, I've noticed that there are a lot of unanswered threads in this forum with people asking for various help. I'm sorry to add to this list but quite frankly I'm quite desperate. I'm in my final year and currently working on my dissertation project which is due at the end of this month. I'd just...