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st:How to get the AIC or SIC criterion of PVAR


From   Alex <nankaixls@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st:How to get the AIC or SIC criterion of PVAR
Date   Sat, 23 Apr 2011 21:34:12 +0800

Dear Statalist users,
        Now I use the pvar program of Dr. Inessa Love, I don't know
how to use AIC or SIC to get the proper lags, Does there are any
command to do it?
        Many thanks in advance.

Sincerely

-- 
Alex

Department of Finance
Nankai University, China
Mobile: 0086-1382-126-5889
Email:nankaixls@gmail.com

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