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st: how to compute AIC/SBC?
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Subject
st: how to compute AIC/SBC?
Date
Fri, 7 Apr 2006 09:34:22 -0400
I am using Dr. Love's panel-VAR procedure,which does not come with a process
of selecting lag length.
Is it possible to calculate AIC/SBC by hand?
A relevant question is, since that program is external, does STATA allow us to
calculate AIC/SBC right after running it?
thanks a lot
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