st: Hannan-Quinn Criterion for nonstationary series

["Sean MC allister" <sean_mcallister22@hotmail.com>]

Hi
I'm performing a convergence test on panel data based on the unit root test 
of Levin and Lin. I face the problem of selecting, for each country, the 
lag's length which eliminates residual autocorrelation. I wanted to use the 
Hannan-Quinn's criterion but the only command I found to get it is "varsoc" 
which is used for VAR. I worry because my sample is very small (T=11 and 
N=15). Is there a command that give this criterion for short nonstationary 
time series?
I hope you could help me and I thank you in advance for your answer.
Yours sincerely,
Sean

_________________________________________________________________
MSN Hotmail : antivirus et antispam int�gr�s 
http://www.msn.fr/newhotmail/Default.asp?Ath=f

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/