Search found 2 matches
- Wed May 01, 2013 6:04 pm
- Forum: Estimation
- Topic: Automating lag length selection **not unit root testing**
- Replies: 2
- Views: 2451
Re: Automating lag length selection **not unit root testing*
That's great, thanks! :)
- Wed May 01, 2013 1:11 am
- Forum: Estimation
- Topic: Automating lag length selection **not unit root testing**
- Replies: 2
- Views: 2451
Automating lag length selection **not unit root testing**
Hi there, I'm trying to run some relatively simple regressions of the form: y c x(0 to -a) , but over about 20 different versions of y and x. I would like to automate the procedure of selecting length of lags, rather than choosing a generic number for all (or specifying 20 different lag lengths). I'...