st: testing for optimal lag in garch

["Olga Gorbachev Melloni" <olga_gorbachev@hotmail.com>]

hi,

I was wondering whether there is a test for an optimal structure of 
Garch(p,q) process in stata, and if so, what is it? I need to test several 
models and choose the one that fits the data best, i.e. Arch(1) vs. 
Garch(1,1) vs. Arch (1/2)...


thank you


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